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We propose novel estimators for categorical and continuous treatments by using an optimal covariate balancing strategy for inverse probability weighting. The resulting estimators are shown to be consistent and asymptotically normal for…

Methodology · Statistics 2025-09-08 Seong-ho Lee , Yanyuan Ma , Xavier de Luna

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

We consider methods for causal inference in randomized trials nested within cohorts of trial-eligible individuals, including those who are not randomized. We show how baseline covariate data from the entire cohort, and treatment and outcome…

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

Methodology · Statistics 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

We propose a consistent estimator of sharp bounds on the variance of the difference-in-means estimator in completely randomized experiments. Generalizing Robins [Stat. Med. 7 (1988) 773-785], our results resolve a well-known identification…

Statistics Theory · Mathematics 2014-05-27 Peter M. Aronow , Donald P. Green , Donald K. K. Lee

Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…

Statistics Theory · Mathematics 2022-01-14 Oliver Hines , Oliver Dukes , Karla Diaz-Ordaz , Stijn Vansteelandt

This article studies the finite sample behaviour of a number of estimators for the integrated power volatility process of a Brownian semistationary process in the non semi-martingale setting. We establish three consistent feasible…

Statistics Theory · Mathematics 2021-06-18 Phillip Murray , Riccardo Passeggeri , Almut E. D. Veraart , Mikko S. Pakkanen

Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…

Methodology · Statistics 2022-03-24 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , James M. Robins

Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions…

Methodology · Statistics 2025-10-16 Zach Shahn , David Madigan

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Evaluating the value of new clinical treatment rules based on patient characteristics is important but often complicated by hidden confounding factors in observational studies. Standard methods for estimating the average patient outcome if…

Methodology · Statistics 2025-08-21 Johannes Hruza , Erin Gabriel , Arvid Sjölander , Samir Bhatt , Michael Sachs

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

Path-specific effects are a broad class of mediated effects from an exposure to an outcome via one or more causal pathways with respect to some subset of intermediate variables. The majority of the literature concerning estimation of…

Treatment switching in a randomized controlled trial is said to occur when a patient randomized to one treatment arm switches to another treatment arm during follow-up. This can occur at the point of disease progression, whereby patients in…

Methodology · Statistics 2021-03-24 Andrew Ying , Eric J. Tchetgen Tchetgen

We develop a theory of estimation when in addition to a sample of $n$ observed outcomes the underlying probabilities of the observed outcomes are known, as is typically the case in the context of numerical simulation modeling, e.g. in…

Methodology · Statistics 2023-04-14 Jobst Heitzig

This paper presents a randomization-based framework for estimating causal effects under interference between units, motivated by challenges that arise in analyzing experiments on social networks. The framework integrates three components:…

Statistics Theory · Mathematics 2018-06-21 Peter M. Aronow , Cyrus Samii

Patient care may be improved by recommending treatments based on patient characteristics when there is treatment effect heterogeneity. Recently, there has been a great deal of attention focused on the estimation of optimal treatment rules…

Methodology · Statistics 2024-01-29 Michael Jetsupphasuk , Michael G. Hudgens , Jessie K. Edwards , Stephen R. Cole

Inference in hierarchical nonlinear models needs careful consideration about targeting parameters that have either a conditional or population-average interpretation. For the special case of mixed-effects nonlinear sigmoidal models we…

Applications · Statistics 2017-07-11 Daniel Gerhard , Christian Ritz

Causal inference methods have been applied in various fields where researchers want to estimate treatment effects. In traditional causal inference settings, one assumes that the outcome of a unit does not depend on treatments of other…

Methodology · Statistics 2022-09-05 Kelly Kung , Daniel L. Sussman
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