Efficient Estimation of Average Treatment Effect on the Treated under Endogenous Treatment Assignment
主讲人:Jiwei Zhao
Jiwei Zhao is currently an Associate Professor at the University of Wisconsin-Madison. His research interests include semiparametric statistics, the trade-off between efficiency and robustness, domain adaptation and transfer learning, missing data analysis, and causal inference. He also works on developing trustworthy statistical inference methods for AI-predicted data and, more broadly, for synthetic data. His application areas include patient-reported outcomes, clinical trials, real-world evidence and real-world data, survey data, aging, mental health, and cancer. His work has been published in top-tier statistical journals as well as in leading machine learning conferences. His research has been consistently supported by the US National Science Foundation and the National Institutes of Health. Jiwei is now Associate/Action Editor for journals in both statistics and machine learning. He also serves as Area Chair for NeurIPS, ICML and AISTATS. He is an Elected Fellow of the Americal Statistical Association and an Elected Member of the International Statistical Institute.
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报告信息
时间
2026年6月9日(周二)
10:00
地点
中国人民大学中关村校区明德主楼1016
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报告摘要
In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are unrelated to the treatment assignment but related to the outcomes of interest, we establish identification of the ATT. Then we focus on efficient estimation of the ATT by characterizing the geometric structure of the likelihood, deriving the semiparametric efficiency bound for ATT estimation and proposing an estimator that can achieve this bound. We rigorously establish the theoretical results of the proposed estimator. The finite sample performance of the proposed estimator is studied through comprehensive simulation studies as well as an application to our motivating study.