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Statistical Treatment Choice Based on Asymmetric Minimax Regret Criteria

Citations

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Cited by:

  1. Shosei Sakaguchi, 2025. "Estimation of optimal dynamic treatment assignment rules under policy constraints," Quantitative Economics, Econometric Society, vol. 16(3), pages 981-1022, July.
  2. Toru Kitagawa & Hugo Lopez & Jeff Rowley, 2022. "Stochastic Treatment Choice with Empirical Welfare Updating," Papers 2211.01537, arXiv.org, revised Feb 2023.
  3. 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.
  4. Shosei Sakaguchi, 2021. "Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints," Papers 2106.05031, arXiv.org, revised Aug 2024.
  5. Patrik Guggenberger & Jiaqi Huang, 2025. "On the numerical approximation of minimax regret rules via fictitious play," Papers 2503.10932, arXiv.org.
  6. 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.
  7. Eric Mbakop & Max Tabord‐Meehan, 2021. "Model Selection for Treatment Choice: Penalized Welfare Maximization," Econometrica, Econometric Society, vol. 89(2), pages 825-848, March.
  8. Toru Kitagawa & Shosei Sakaguchi & Aleksey Tetenov, 2021. "Constrained Classification and Policy Learning," Papers 2106.12886, arXiv.org, revised Jul 2023.
  9. 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.
  10. Anders Bredahl Kock & Martin Thyrsgaard, 2017. "Optimal sequential treatment allocation," Papers 1705.09952, arXiv.org, revised Aug 2018.
  11. 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).
  12. 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.
  13. 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.
  14. Matthew A. Masten, 2023. "Minimax-regret treatment rules with many treatments," The Japanese Economic Review, Springer, vol. 74(4), pages 501-537, October.
  15. Timothy B. Armstrong & Shu Shen, 2023. "Inference on optimal treatment assignments," The Japanese Economic Review, Springer, vol. 74(4), pages 471-500, October.
  16. Jos'e Luis Montiel Olea & Brenda Prallon & Chen Qiu & Jorg Stoye & Yiwei Sun, 2024. "Externally Valid Selection of Experimental Sites via the k-Median Problem," Papers 2408.09187, arXiv.org, revised Aug 2025.
  17. Takuya Ishihara, 2023. "Bandwidth Selection for Treatment Choice with Binary Outcomes," Papers 2308.14375, arXiv.org, revised Sep 2023.
  18. Kirill Ponomarev & Vira Semenova, 2024. "On the Lower Confidence Band for the Optimal Welfare in Policy Learning," Papers 2410.07443, arXiv.org, revised Sep 2025.
  19. Takuya Ishihara, 2023. "Bandwidth selection for treatment choice with binary outcomes," The Japanese Economic Review, Springer, vol. 74(4), pages 539-549, October.
  20. 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.
  21. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2024. "Inference on Winners," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(1), pages 305-358.
  22. Joel Terschuur, 2025. "Locally Robust Policy Learning: Inequality, Inequality of Opportunity and Intergenerational Mobility," Papers 2502.13868, arXiv.org.
  23. Chunrong Ai & Yue Fang & Haitian Xie, 2024. "Data-Driven Policy Learning for Continuous Treatments," Papers 2402.02535, arXiv.org, revised Dec 2025.
  24. Aleksey Tetenov, 2016. "An economic theory of statistical testing," CeMMAP working papers CWP50/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  25. Iverson, Terrence, 2012. "Communicating Trade-offs amid Controversial Science: Decision Support for Climate Policy," Ecological Economics, Elsevier, vol. 77(C), pages 74-90.
  26. Juan C. Yamin, 2025. "Poverty Targeting with Imperfect Information," Papers 2506.18188, arXiv.org.
  27. Nan Liu & Yanbo Liu & Yuya Sasaki & Yuanyuan Wan, 2025. "Nonparametric Uniform Inference in Binary Classification and Policy Values," Working Papers tecipa-811, University of Toronto, Department of Economics.
  28. Timothy Armstrong & Martin Weidner & Andrei Zeleneev, 2024. "Robust estimation and inference in panels with interactive fixed effects," IFS Working Papers WCWP28/24, Institute for Fiscal Studies.
  29. Toru Kitagawa & Aleksey Tetenov, 2017. "Equality-minded treatment choice," CeMMAP working papers 10/17, Institute for Fiscal Studies.
  30. Charles F. Manski & Aleksey Tetenov, 2015. "Clinical trial design enabling ε-optimal treatment rules," CeMMAP working papers 60/15, Institute for Fiscal Studies.
  31. Davide Viviano & Jess Rudder, 2020. "Policy design in experiments with unknown interference," Papers 2011.08174, arXiv.org, revised May 2024.
  32. Ishihara, Takuya & Kurisu, Daisuke, 2025. "Shrinkage methods for treatment choice," Journal of Econometrics, Elsevier, vol. 252(PA).
  33. Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2025. "Loss aversion and the welfare ranking of policy interventions," Journal of Econometrics, Elsevier, vol. 252(PB).
  34. Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," PIER Working Paper Archive 20-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Robust Forecasting," Papers 2011.03153, arXiv.org, revised Dec 2020.
  35. Kohei Yata, 2021. "Optimal Decision Rules Under Partial Identification," Papers 2111.04926, arXiv.org, revised Mar 2025.
  36. Bhattacharya, Debopam & Dupas, Pascaline, 2012. "Inferring welfare maximizing treatment assignment under budget constraints," Journal of Econometrics, Elsevier, vol. 167(1), pages 168-196.
  37. Abhijit V. Banerjee & Sylvain Chassang & Sergio Montero & Erik Snowberg, 2020. "A Theory of Experimenters: Robustness, Randomization, and Balance," American Economic Review, American Economic Association, vol. 110(4), pages 1206-1230, April.
  38. 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.
  39. 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.
  40. Karun Adusumilli & Friedrich Geiecke & Claudio Schilter, 2019. "Dynamically Optimal Treatment Allocation," Papers 1904.01047, arXiv.org, revised Nov 2024.
  41. Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2019. "A new approach for detecting shifts in forecast accuracy," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1596-1612.
  42. Susan Athey & Stefan Wager, 2021. "Policy Learning With Observational Data," Econometrica, Econometric Society, vol. 89(1), pages 133-161, January.
  43. Abhijit Banerjee & Sylvain Chassang & Sergio Montero & Erik Snowberg, 2017. "A Theory of Experimenters," CESifo Working Paper Series 6678, CESifo.
  44. Davide Viviano, 2019. "Policy Targeting under Network Interference," Papers 1906.10258, arXiv.org, revised Apr 2024.
  45. Eduardo Zambrano, 2024. "Inequality Sensitive Optimal Treatment Assignment," Papers 2409.14776, arXiv.org, revised Feb 2025.
  46. Haitian Xie, 2020. "Finite-Sample Average Bid Auction," Papers 2008.10217, arXiv.org, revised Feb 2022.
  47. Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
  48. Golan, Amos, 2025. "An Information-Theoretic Approach to Partially Identified Problems," 2026 Allied Social Sciences Association (ASSA) Annual Meeting, January 3-5, 2026, Philadelphia, Pennsylvania 379047, Agricultural and Applied Economics Association.
  49. Keisuke Hirano & Jack R. Porter, 2016. "Panel Asymptotics and Statistical Decision Theory," The Japanese Economic Review, Springer, vol. 67(1), pages 33-49, March.
  50. Stoye, Jörg, 2009. "Minimax regret treatment choice with finite samples," Journal of Econometrics, Elsevier, vol. 151(1), pages 70-81, July.
  51. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
  52. Toru Kitagawa & Guanyi Wang, 2020. "Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network," Papers 2012.04055, arXiv.org, revised Jul 2021.
  53. Ravi Jagadeesan & Davide Viviano, 2025. "Publication Design with Incentives in Mind," Papers 2504.21156, arXiv.org, revised Sep 2025.
  54. 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.
  55. Charles F. Manski & Aleksey Tetenov, 2023. "Statistical decision theory respecting stochastic dominance," The Japanese Economic Review, Springer, vol. 74(4), pages 447-469, October.
  56. 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.
  57. Lei Liu & Marcello Urgo, 2024. "Robust scheduling in a two-machine re-entrant flow shop to minimise the value-at-risk of the makespan: branch-and-bound and heuristic algorithms based on Markovian activity networks and phase-type distributions," Annals of Operations Research, Springer, vol. 338(1), pages 741-764, July.
  58. 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.
  59. Goller, Daniel & Lechner, Michael & Pongratz, Tamara & Wolff, Joachim, 2025. "Active labor market policies for the long-term unemployed: New evidence from causal machine learning," Labour Economics, Elsevier, vol. 94(C).
  60. Keita Sunada & Kohei Izumi, 2025. "Optimal treatment assignment rules under capacity constraints," Papers 2506.12225, arXiv.org, revised Sep 2025.
  61. Neil Christy & Amanda Ellen Kowalski, 2024. "Counting Defiers: A Design-Based Model of an Experiment Can Reveal Evidence Beyond the Average Effect," Papers 2412.16352, arXiv.org, revised Mar 2026.
  62. Toru Kitagawa & Weining Wang & Mengshan Xu, 2022. "Policy Choice in Time Series by Empirical Welfare Maximization," Papers 2205.03970, arXiv.org, revised Nov 2025.
  63. Daido Kido, 2023. "Locally Asymptotically Minimax Statistical Treatment Rules Under Partial Identification," Papers 2311.08958, arXiv.org.
  64. Toru Kitagawa & Guanyi Wang, 2023. "Individualized Treatment Allocation in Sequential Network Games," Papers 2302.05747, arXiv.org, revised Jan 2026.
  65. Toru Kitagawa & Sokbae Lee & Chen Qiu, 2022. "Treatment Choice with Nonlinear Regret," Papers 2205.08586, arXiv.org, revised Oct 2024.
  66. 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.
  67. Keisuke Hirano & Jack R. Porter, 2012. "Impossibility Results for Nondifferentiable Functionals," Econometrica, Econometric Society, vol. 80(4), pages 1769-1790, July.
  68. Davide Viviano & Kaspar Wuthrich & Paul Niehaus, 2021. "A model of multiple hypothesis testing," Papers 2104.13367, arXiv.org, revised Feb 2026.
  69. Davide Viviano & Jelena Bradic, 2020. "Fair Policy Targeting," Papers 2005.12395, arXiv.org, revised Jun 2022.
  70. Aleksey Tetenov, 2016. "An economic theory of statistical testing," CeMMAP working papers 50/16, Institute for Fiscal Studies.
  71. 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.
  72. Hirano, Keisuke & Porter, Jack R., 2020. "Asymptotic analysis of statistical decision rules in econometrics," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 283-354, Elsevier.
  73. Toru Kitagawa & Weining Wang & Mengshan Xu, 2024. "Policy choice in time series by empirical welfare maximization," CeMMAP working papers 27/24, Institute for Fiscal Studies.
  74. Yuya Sasaki & Takuya Ura, 2020. "Welfare Analysis via Marginal Treatment Effects," Papers 2012.07624, arXiv.org.
  75. Chen Qiu & Jorg Stoye, 2026. "Statistical Decisions and Partial Identification: With Application to Boundary Discontinuity Design," Papers 2601.17648, arXiv.org.
  76. Takuya Ishihara & Daisuke Kurisu, 2022. "Shrinkage Methods for Treatment Choice," Papers 2210.17063, arXiv.org, revised Oct 2025.
  77. Takuya Ishihara & Toru Kitagawa, 2021. "Evidence Aggregation for Treatment Choice," Papers 2108.06473, arXiv.org, revised Jul 2024.
  78. Jos'e Luis Montiel Olea & Chen Qiu & Jorg Stoye, 2023. "Decision Theory for Treatment Choice Problems with Partial Identification," Papers 2312.17623, arXiv.org, revised Jun 2025.
  79. Keisuke Hirano, 2023. "A Comment on: “Invidious Comparisons: Ranking and Selection as Compound Decisions” by Jiaying Gu and Roger Koenker," Econometrica, Econometric Society, vol. 91(1), pages 43-46, January.
  80. Toru Kitagawa & Sokbae Lee & Chen Qiu, 2023. "Treatment choice, mean square regret and partial identification," The Japanese Economic Review, Springer, vol. 74(4), pages 573-602, October.
  81. Charles F. Manski & Aleksey Tetenov, 2015. "Clinical trial design enabling epsilon-optimal treatment rules," Carlo Alberto Notebooks 430, Collegio Carlo Alberto.
  82. Toru Kitagawa & Aleksey Tetenov, 2021. "Equality-Minded Treatment Choice," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 561-574, March.
  83. Neil Christy & A. E. Kowalski, 2024. "Starting Small: Prioritizing Safety over Efficacy in Randomized Experiments Using the Exact Finite Sample Likelihood," Papers 2407.18206, arXiv.org.
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