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Confounding remains one of the major challenges to causal inference with observational data. This problem is paramount in medicine, where we would like to answer causal questions from large observational datasets like electronic health…

Methodology · Statistics 2024-01-10 Linying Zhang , Yixin Wang , Martijn Schuemie , David Blei , George Hripcsak

To estimate casual treatment effects, we propose a new matching approach based on the reduced covariates obtained from sufficient dimension reduction. Compared to the original covariates and the propensity score, which are commonly used for…

Methodology · Statistics 2017-02-03 Wei Luo , Yeying Zhu

We study counterfactual classification as a new tool for decision-making under hypothetical (contrary to fact) scenarios. We propose a doubly-robust nonparametric estimator for a general counterfactual classifier, where we can incorporate…

Machine Learning · Computer Science 2023-01-31 Kwangho Kim , Edward H. Kennedy , José R. Zubizarreta

A key condition for obtaining reliable estimates of the causal effect of a treatment is overlap (a.k.a. positivity): the distributions of the features used to perform causal adjustment cannot be too different in the treated and control…

Methodology · Statistics 2021-04-14 Alexander D'Amour , Alexander Franks

Nowadays, in many scientific and industrial fields there is an increasing need for estimating treatment effects and answering causal questions. The key for addressing these problems is the wealth of observational data and the processes for…

Machine Learning · Statistics 2022-05-24 Niki Kiriakidou , Christos Diou

How to deal with missing data in observational studies is a common concern for causal inference. When the covariates are missing at random (MAR), multiple approaches have been provided to help solve the issue. However, if the exposure is…

Methodology · Statistics 2024-06-14 Yuliang Shi , Yeying Zhu , Joel A. Dubin

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

The reliability of machine learning systems critically assumes that the associations between features and labels remain similar between training and test distributions. However, unmeasured variables, such as confounders, break this…

Machine Learning · Computer Science 2020-08-17 Megha Srivastava , Tatsunori Hashimoto , Percy Liang

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…

Machine Learning · Computer Science 2023-07-11 Tomas Geffner , George Papamakarios , Andriy Mnih

Propensity score methods have become a part of the standard toolkit for applied researchers who wish to ascertain causal effects from observational data. While they were originally developed for binary treatments, several researchers have…

Methodology · Statistics 2013-09-26 Shandong Zhao , David A. van Dyk , Kosuke Imai

Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…

Machine Learning · Computer Science 2024-07-08 Rui Luo , Zhixin Zhou

Weighting methods are used in observational studies to adjust for covariate imbalances between treatment and control groups. Entropy balancing (EB) is an alternative to inverse probability weighting with an estimated propensity score. The…

Methodology · Statistics 2022-04-25 David Källberg , Ingeborg Waernbaum

In observational studies, propensity scores are commonly estimated by maxi- mum likelihood but may fail to balance high-dimensional pre-treatment covariates even after specification search. We introduce a general framework that unifies and…

Methodology · Statistics 2017-03-22 Qingyuan Zhao

Composite endpoints are commonly used with an anticipation that clinically relevant endpoints as a whole would yield meaningful treatment benefits. The win ratio is a rank-based statistic to summarize composite endpoints, allowing…

Methodology · Statistics 2022-12-14 Di Zhang , Stephen R. Wisniewski , Jong-Hyeon Jeong

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

Methodology · Statistics 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions pose serious challenges for causal inference, especially in…

Econometrics · Economics 2022-09-30 Masahiro Kato , Masaaki Imaizumi , Kenichiro McAlinn , Haruo Kakehi , Shota Yasui

The growing availability of large health databases has expanded the use of observational studies for comparative effectiveness research. Unlike randomized trials, observational studies must adjust for systematic differences in patient…

Methodology · Statistics 2026-01-21 Haidong Lu , Fan Li , Laine E. Thomas , Fan Li

Overlap, also known as positivity, is a key condition for causal treatment effect estimation. Many popular estimators suffer from high variance and become brittle when features differ strongly across treatment groups. This is especially…

Machine Learning · Statistics 2026-04-02 Oscar Clivio , Alexander D'Amour , Alexander Franks , David Bruns-Smith , Chris Holmes , Avi Feller

Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches:…

Machine Learning · Statistics 2017-02-06 Ridho Rahmadi , Perry Groot , Marianne Heins , Hans Knoop , Tom Heskes
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