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Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…
Background: Pairwise and network meta-analyses using fixed effect and random effects models are commonly applied to synthesise evidence from randomised controlled trials. The models differ in their assumptions and the interpretation of the…
Effect size estimates are thought to capture the collective, two-way response to an intervention or exposure in a three-way problem among the intervention/exposure, various confounders and the outcome. For meaningful causal inference from…
In crowdsourced preference aggregation, it is often assumed that all the annotators are subject to a common preference or utility function which generates their comparison behaviors in experiments. However, in reality annotators are subject…
Decomposing an exposure effect on an outcome into separate natural indirect effects through multiple mediators requires strict assumptions, such as correctly postulating the causal structure of the mediators, and no unmeasured confounding…
I study identification, estimation and inference for spillover effects in experiments where units' outcomes may depend on the treatment assignments of other units within a group. I show that the commonly-used reduced-form linear-in-means…
Beta coefficients for linear regression models represent the ideal form of an interpretable feature effect. However, for non-linear models and especially generalized linear models, the estimated coefficients cannot be interpreted as a…
The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…
We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…
We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…
Estimating the joint effect of a multivariate, continuous exposure is crucial, particularly in environmental health where interest lies in simultaneously evaluating the impact of multiple environmental pollutants on health. We develop novel…
I study peer effects that arise from irreversible decisions in the absence of a standard social equilibrium. I model a latent sequence of decisions in continuous time and obtain a closed-form expression for the likelihood, which allows to…
Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…
Homophily based on observables is widespread in networks. Therefore, homophily based on unobservables (fixed effects) is also likely to be an important determinant of the interaction outcomes. Failing to properly account for latent…
Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way…
We develop a distribution regression model with a censored selection rule, offering a semi-parametric generalization of the Heckman selection model. Our approach applies to the entire distribution, extending beyond the mean or median,…
We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…
A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…
Researchers often have to deal with heterogeneous population with mixed regression relationships, increasingly so in the era of data explosion. In such problems, when there are many candidate predictors, it is not only of interest to…
Estimating how a treatment affects different individuals, known as heterogeneous treatment effect estimation, is an important problem in empirical sciences. In the last few years, there has been a considerable interest in adapting machine…