Estimation theory

Average treatment effect

The average treatment effect (ATE) is a measure used to compare treatments (or interventions) in randomized experiments, evaluation of policy interventions, and medical trials. The ATE measures the difference in mean (average) outcomes between units assigned to the treatment and units assigned to the control. In a randomized trial (i.e., an experimental study), the average treatment effect can be estimated from a sample using a comparison in mean outcomes for treated and untreated units. However, the ATE is generally understood as a causal parameter (i.e., an estimate or property of a population) that a researcher desires to know, defined without reference to the study design or estimation procedure. Both observational studies and experimental study designs with random assignment may enable one to estimate an ATE in a variety of ways. (Wikipedia).

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Random forest | Counterfactual conditional | Regression analysis | Causality | Mean | Rubin causal model | Law of large numbers | Statistical population | Estimator | Observational study | Experiment | Random assignment | Propensity score matching | Regression discontinuity design | Confounding | Statistical inference | Central tendency | Probability distribution | Instrumental variables estimation | Matching (statistics) | Difference in differences