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Asymptotics for Statistical Treatment Rules

Citations

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Cited by:

  1. Kaido, Hiroaki, 2017. "Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1218-1241, October.
  2. Xiaohong Chen & Andres Santos, 2018. "Overidentification in Regular Models," Econometrica, Econometric Society, vol. 86(5), pages 1771-1817, September.
  3. Kyle Colangelo & Ying-Ying Lee, 2020. "Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments," Papers 2004.03036, arXiv.org, revised Sep 2023.
  4. Karun Adusumilli, 2022. "How to sample and when to stop sampling: The generalized Wald problem and minimax policies," Papers 2210.15841, arXiv.org, revised Feb 2024.
  5. Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP72/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Toru Kitagawa & Aleksey Tetenov, 2018. "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Econometrica, Econometric Society, vol. 86(2), pages 591-616, March.
  7. Manski, Charles F., 2023. "Probabilistic prediction for binary treatment choice: With focus on personalized medicine," Journal of Econometrics, Elsevier, vol. 234(2), pages 647-663.
  8. Carlos Fernández-Loría & Foster Provost & Jesse Anderton & Benjamin Carterette & Praveen Chandar, 2023. "A Comparison of Methods for Treatment Assignment with an Application to Playlist Generation," Information Systems Research, INFORMS, vol. 34(2), pages 786-803, June.
  9. Karun Adusumilli, 2021. "Risk and optimal policies in bandit experiments," Papers 2112.06363, arXiv.org, revised Jan 2024.
  10. Cordier, J.; & Salvi, I.; & Steinbeck, V.; & Geissler, A.; & Vogel, J.;, 2023. "Is rapid recovery always the best recovery? - Developing a machine learning approach for optimal assignment rules under capacity constraints for knee replacement patients," Health, Econometrics and Data Group (HEDG) Working Papers 23/08, HEDG, c/o Department of Economics, University of York.
  11. Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
  12. Toru Kitagawa & Aleksey Tetenov, 2021. "Equality-Minded Treatment Choice," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 561-574, March.
  13. Martin Huber, 2019. "An introduction to flexible methods for policy evaluation," Papers 1910.00641, arXiv.org.
  14. Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
  15. Lai Xinglin, 2021. "Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest," Papers 2111.15320, arXiv.org, revised Mar 2022.
  16. Giovanni Cerulli, 2020. "Optimal Policy Learning: From Theory to Practice," Papers 2011.04993, arXiv.org.
  17. Stoye, Jörg, 2012. "Minimax regret treatment choice with covariates or with limited validity of experiments," Journal of Econometrics, Elsevier, vol. 166(1), pages 138-156.
  18. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018. "Inference on winners," CeMMAP working papers CWP31/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. Charles F. Manski, 2005. "Fractional Treatment Rules for Social Diversification of Indivisible Private Risks," NBER Working Papers 11675, National Bureau of Economic Research, Inc.
  20. Tetenov, Aleksey, 2012. "Statistical treatment choice based on asymmetric minimax regret criteria," Journal of Econometrics, Elsevier, vol. 166(1), pages 157-165.
  21. Aleksey Tetenov, 2016. "An economic theory of statistical testing," CeMMAP working papers CWP50/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  22. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
  23. Abhijit V. Banerjee & Esther Duflo, 2009. "The Experimental Approach to Development Economics," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 151-178, May.
  24. Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2014. "Complementarity and aggregate implications of assortative matching: A nonparametric analysis," Quantitative Economics, Econometric Society, vol. 5, pages 29-66, March.
  25. Bhattacharya, Debopam & Dupas, Pascaline, 2012. "Inferring welfare maximizing treatment assignment under budget constraints," Journal of Econometrics, Elsevier, vol. 167(1), pages 168-196.
  26. Davide Viviano & Lihua Lei & Guido Imbens & Brian Karrer & Okke Schrijvers & Liang Shi, 2023. "Causal clustering: design of cluster experiments under network interference," Papers 2310.14983, arXiv.org, revised Jan 2024.
  27. Michael C Knaus, 2022. "Double machine learning-based programme evaluation under unconfoundedness [Econometric methods for program evaluation]," The Econometrics Journal, Royal Economic Society, vol. 25(3), pages 602-627.
  28. Charles F. Manski, 2021. "Econometrics for Decision Making: Building Foundations Sketched by Haavelmo and Wald," Econometrica, Econometric Society, vol. 89(6), pages 2827-2853, November.
  29. Charles F. Manski & Aleksey Tetenov, 2014. "The Quantile Performance Of Statistical Treatment Rules Using Hypothesis Tests To Allocate A Population To Two Treatments," Carlo Alberto Notebooks 361, Collegio Carlo Alberto.
  30. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
  31. Alex Chin & Dean Eckles & Johan Ugander, 2022. "Evaluating Stochastic Seeding Strategies in Networks," Management Science, INFORMS, vol. 68(3), pages 1714-1736, March.
  32. Davide Viviano, 2019. "Policy Targeting under Network Interference," Papers 1906.10258, arXiv.org, revised Apr 2024.
  33. Anders Bredahl Kock & David Preinerstorfer, 2024. "Regularizing Discrimination in Optimal Policy Learning with Distributional Targets," Papers 2401.17909, arXiv.org.
  34. Juliano Assunção & Robert McMillan & Joshua Murphy & Eduardo Souza-Rodrigues, 2019. "Optimal Environmental Targeting in the Amazon Rainforest," NBER Working Papers 25636, National Bureau of Economic Research, Inc.
  35. Susan Athey & Stefan Wager, 2021. "Policy Learning With Observational Data," Econometrica, Econometric Society, vol. 89(1), pages 133-161, January.
  36. Xinkun Nie & Stefan Wager, 2017. "Quasi-Oracle Estimation of Heterogeneous Treatment Effects," Papers 1712.04912, arXiv.org, revised Aug 2020.
  37. Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
  38. Daniel F. Pellatt, 2022. "PAC-Bayesian Treatment Allocation Under Budget Constraints," Papers 2212.09007, arXiv.org, revised Jun 2023.
  39. Bhattacharya, Debopam, 2013. "Evaluating treatment protocols using data combination," Journal of Econometrics, Elsevier, vol. 173(2), pages 160-174.
  40. David M. Kaplan & Longhao Zhuo, 2015. "Bayesian and frequentist inequality tests," Working Papers 1516, Department of Economics, University of Missouri, revised Feb 2018.
  41. Kitagawa, Toru & Wang, Guanyi, 2023. "Who should get vaccinated? Individualized allocation of vaccines over SIR network," Journal of Econometrics, Elsevier, vol. 232(1), pages 109-131.
  42. Daido Kido, 2022. "Distributionally Robust Policy Learning with Wasserstein Distance," Papers 2205.04637, arXiv.org, revised Aug 2022.
  43. Daido Kido, 2023. "Locally Asymptotically Minimax Statistical Treatment Rules Under Partial Identification," Papers 2311.08958, arXiv.org.
  44. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2022. "Functional Sequential Treatment Allocation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(539), pages 1311-1323, September.
  45. Yan Liu, 2022. "Policy Learning under Endogeneity Using Instrumental Variables," Papers 2206.09883, arXiv.org, revised Mar 2024.
  46. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
  47. Masahiro Kato & Masaaki Imaizumi & Takuya Ishihara & Toru Kitagawa, 2023. "Asymptotically Optimal Fixed-Budget Best Arm Identification with Variance-Dependent Bounds," Papers 2302.02988, arXiv.org, revised Jul 2023.
  48. Achim Ahrens & Alessandra Stampi-Bombelli & Selina Kurer & Dominik Hangartner, 2023. "Optimal multi-action treatment allocation: A two-phase field experiment to boost immigrant naturalization," Papers 2305.00545, arXiv.org, revised Feb 2024.
  49. Riccardo D'Adamo, 2021. "Orthogonal Policy Learning Under Ambiguity," Papers 2111.10904, arXiv.org, revised Dec 2022.
  50. Takanori Ida & Takunori Ishihara & Koichiro Ito & Daido Kido & Toru Kitagawa & Shosei Sakaguchi & Shusaku Sasaki, 2022. "Choosing Who Chooses: Selection-Driven Targeting in Energy Rebate Programs," NBER Working Papers 30469, National Bureau of Economic Research, Inc.
  51. Aleksey Tetenov, 2016. "An economic theory of statistical testing," CeMMAP working papers 50/16, Institute for Fiscal Studies.
  52. Eric Mbakop & Max Tabord‐Meehan, 2021. "Model Selection for Treatment Choice: Penalized Welfare Maximization," Econometrica, Econometric Society, vol. 89(2), pages 825-848, March.
  53. Yuya Sasaki & Takuya Ura, 2020. "Welfare Analysis via Marginal Treatment Effects," Papers 2012.07624, arXiv.org.
  54. Takuya Ishihara & Toru Kitagawa, 2021. "Evidence Aggregation for Treatment Choice," Papers 2108.06473, arXiv.org.
  55. Qingyuan Zhao & Dylan S. Small & Ashkan Ertefaie, 2022. "Selective inference for effect modification via the lasso," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 382-413, April.
  56. Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020. "Loss aversion and the welfare ranking of policy interventions," Papers 2004.08468, arXiv.org, revised Sep 2023.
  57. Allcott, Hunt, 2011. "Social norms and energy conservation," Journal of Public Economics, Elsevier, vol. 95(9), pages 1082-1095.
  58. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2022. "Optimal Decision Rules when Payoffs are Partially Identified," Papers 2204.11748, arXiv.org, revised May 2023.
  59. Augustine Denteh & Helge Liebert, 2022. "Who Increases Emergency Department Use? New Insights from the Oregon Health Insurance Experiment," Working Papers 2201, Tulane University, Department of Economics.
  60. Toru Kitagawa & Hugo Lopez & Jeff Rowley, 2022. "Stochastic Treatment Choice with Empirical Welfare Updating," Papers 2211.01537, arXiv.org, revised Feb 2023.
  61. Toru Kitagawa & Chris Muris, 2013. "Covariate selection and model averaging in semiparametric estimation of treatment effects," CeMMAP working papers 61/13, Institute for Fiscal Studies.
  62. Toru Kitagawa & Guanyi Wang, 2021. "Who should get vaccinated? Individualized allocation of vaccines over SIR network," CeMMAP working papers CWP28/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  63. Shosei Sakaguchi, 2021. "Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints," Papers 2106.05031, arXiv.org, revised Apr 2024.
  64. Debopam Bhattacharya & Pascaline Dupas & Shin Kanaya, 2013. "Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets," CREATES Research Papers 2013-06, Department of Economics and Business Economics, Aarhus University.
  65. Toru Kitagawa & Shosei Sakaguchi & Aleksey Tetenov, 2021. "Constrained Classification and Policy Learning," Papers 2106.12886, arXiv.org, revised Jul 2023.
  66. Anders Bredahl Kock & Martin Thyrsgaard, 2017. "Optimal sequential treatment allocation," Papers 1705.09952, arXiv.org, revised Aug 2018.
  67. Garbero, Alessandra & Sakos, Grayson & Cerulli, Giovanni, 2023. "Towards data-driven project design: Providing optimal treatment rules for development projects," Socio-Economic Planning Sciences, Elsevier, vol. 89(C).
  68. Susan Athey & Raj Chetty & Guido Imbens, 2020. "Combining Experimental and Observational Data to Estimate Treatment Effects on Long Term Outcomes," Papers 2006.09676, arXiv.org.
  69. Toru Kitagawa & Aleksey Tetenov, 2015. "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers 10/15, Institute for Fiscal Studies.
  70. Susan Athey & Guido Imbens, 2016. "The Econometrics of Randomized Experiments," Papers 1607.00698, arXiv.org.
  71. Kock, Anders Bredahl & Preinerstorfer, David & Veliyev, Bezirgen, 2023. "Treatment recommendation with distributional targets," Journal of Econometrics, Elsevier, vol. 234(2), pages 624-646.
  72. Henrika Langen & Martin Huber, 2022. "How causal machine learning can leverage marketing strategies: Assessing and improving the performance of a coupon campaign," Papers 2204.10820, arXiv.org, revised Jun 2022.
  73. Yu-Chang Chen & Haitian Xie, 2022. "Personalized Subsidy Rules," Papers 2202.13545, arXiv.org, revised Mar 2022.
  74. Toru Kitagawa & Aleksey Tetenov, 2017. "Equality-minded treatment choice," CeMMAP working papers 10/17, Institute for Fiscal Studies.
  75. Daido Kido, 2023. "Incorporating Preferences Into Treatment Assignment Problems," Papers 2311.08963, arXiv.org.
  76. Juliano Assuncao & Robert McMillan & Joshua Murphy & Eduardo Souza-Rodrigues, 2019. "Optimal Environmental Targeting in the Amazon Rainforest," Working Papers tecipa-631, University of Toronto, Department of Economics.
  77. Kohei Yata, 2021. "Optimal Decision Rules Under Partial Identification," Papers 2111.04926, arXiv.org, revised Aug 2023.
  78. Seungjin Han & Julius Owusu & Youngki Shin, 2022. "Statistical Treatment Rules under Social Interaction," Papers 2209.09077, arXiv.org, revised Nov 2022.
  79. Carlos Fern'andez-Lor'ia & Foster Provost & Jesse Anderton & Benjamin Carterette & Praveen Chandar, 2020. "A Comparison of Methods for Treatment Assignment with an Application to Playlist Generation," Papers 2004.11532, arXiv.org, revised Apr 2022.
  80. Conny Wunsch, 2007. "Optimal Use of Labour Market Policies," University of St. Gallen Department of Economics working paper series 2007 2007-26, Department of Economics, University of St. Gallen.
  81. Kyungchul Song, 2009. "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  82. Karun Adusumilli & Friedrich Geiecke & Claudio Schilter, 2019. "Dynamically Optimal Treatment Allocation using Reinforcement Learning," Papers 1904.01047, arXiv.org, revised May 2022.
  83. Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
  84. Masahiro Kato & Masaaki Imaizumi & Takuya Ishihara & Toru Kitagawa, 2022. "Best Arm Identification with Contextual Information under a Small Gap," Papers 2209.07330, arXiv.org, revised Jan 2023.
  85. Keisuke Hirano & Jack R. Porter, 2016. "Panel Asymptotics and Statistical Decision Theory," The Japanese Economic Review, Springer, vol. 67(1), pages 33-49, March.
  86. Keisuke Hirano & Jack R. Porter, 2012. "Impossibility Results for Nondifferentiable Functionals," Econometrica, Econometric Society, vol. 80(4), pages 1769-1790, July.
  87. Karun Adusumilli, 2022. "Neyman allocation is minimax optimal for best arm identification with two arms," Papers 2204.05527, arXiv.org, revised Aug 2022.
  88. Stoye, Jörg, 2009. "Minimax regret treatment choice with finite samples," Journal of Econometrics, Elsevier, vol. 151(1), pages 70-81, July.
  89. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
  90. Toru Kitagawa & Guanyi Wang, 2020. "Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network," Papers 2012.04055, arXiv.org, revised Jul 2021.
  91. Masahiro Kato, 2023. "Worst-Case Optimal Multi-Armed Gaussian Best Arm Identification with a Fixed Budget," Papers 2310.19788, arXiv.org, revised Mar 2024.
  92. Charles F. Manski & Aleksey Tetenov, 2023. "Statistical decision theory respecting stochastic dominance," The Japanese Economic Review, Springer, vol. 74(4), pages 447-469, October.
  93. Takanori Ida & Takunori Ishihara & Koichiro Ito & Daido Kido & Toru Kitagawa & Shosei Sakaguchi & Shusaku Sasaki, 2021. "Paternalism, Autonomy, or Both? Experimental Evidence from Energy Saving Programs," Papers 2112.09850, arXiv.org.
  94. Julia Hatamyar & Noemi Kreif, 2023. "Policy Learning with Rare Outcomes," Papers 2302.05260, arXiv.org, revised Oct 2023.
  95. Toru Kitagawa & Guanyi Wang, 2023. "Individualized Treatment Allocation in Sequential Network Games," Papers 2302.05747, arXiv.org, revised Jul 2023.
  96. Toru Kitagawa & Sokbae Lee & Chen Qiu, 2022. "Treatment Choice with Nonlinear Regret," Papers 2205.08586, arXiv.org, revised Feb 2024.
  97. Otsu, Taisuke, 2008. "Large deviation asymptotics for statistical treatment rules," Economics Letters, Elsevier, vol. 101(1), pages 53-56, October.
  98. Toru Kitagawa & Guanyi Wang, 2020. "Who should get vaccinated? Individualized allocation of vaccines over SIR network," CeMMAP working papers CWP59/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  99. Liyang Sun, 2021. "Empirical Welfare Maximization with Constraints," Papers 2103.15298, arXiv.org.
  100. Davide Viviano & Kaspar Wuthrich & Paul Niehaus, 2021. "When should you adjust inferences for multiple hypothesis testing?," Papers 2104.13367, arXiv.org, revised Dec 2023.
  101. Davide Viviano & Jelena Bradic, 2020. "Fair Policy Targeting," Papers 2005.12395, arXiv.org, revised Jun 2022.
  102. Takuya Ishihara & Daisuke Kurisu, 2022. "Shrinkage Methods for Treatment Choice," Papers 2210.17063, arXiv.org.
  103. Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
  104. Tuvaandorj, Purevdorj, 2020. "Regression discontinuity designs, white noise models, and minimax," Journal of Econometrics, Elsevier, vol. 218(2), pages 587-608.
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