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What is the ideal regression (if any) for estimating average causal effects? We study this question in the setting of discrete covariates, deriving expressions for the finite-sample variance of various stratification estimators. This…

Methodology · Statistics 2022-09-26 P. Richard Hahn , Andrew Herren

The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

Methodology · Statistics 2018-01-03 Michael J Lopez , Roee Gutman

Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…

Applications · Statistics 2020-12-24 Youjin Lee , Trang Q. Nguyen , Elizabeth A. Stuart

The principal stratification has become a popular tool to address a broad class of causal inference questions, particularly in dealing with non-compliance and truncation-by-death problems. The causal effects within principal strata which…

Methodology · Statistics 2022-06-20 Shanshan Luo , Wei Li , Wang Miao , Yangbo He

In most real-world systems units are interconnected and can be represented as networks consisting of nodes and edges. For instance, in social systems individuals can have social ties, family or financial relationships. In settings where…

Methodology · Statistics 2018-07-31 Laura Forastiere , Fabrizia Mealli , Albert Wu , Edoardo Airoldi

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

Machine Learning · Statistics 2022-06-08 Susan Athey , Guido Imbens

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

We consider point estimation and inference for the treatment effect path of a policy. Examples include dynamic treatment effects in microeconomics, impulse response functions in macroeconomics, and event study paths in finance. We present…

Econometrics · Economics 2025-05-20 Simon Freyaldenhoven , Christian Hansen

Participants in longitudinal studies on the effects of drug treatment and criminal justice system interventions are at high risk for institutionalization (e.g., spending time in an environment where their freedom to use drugs, commit…

Applications · Statistics 2008-11-13 Beth Ann Griffin , Daniel F. McCaffrey , Andrew R. Morral

Practitioners are interested in not only the average causal effect of the treatment on the outcome but also the underlying causal mechanism in the presence of an intermediate variable between the treatment and outcome. However, in many…

Methodology · Statistics 2016-02-04 Peng Ding , Jiannan Lu

Causal effect estimation is important for many tasks in the natural and social sciences. We design algorithms for the continuous partial identification problem: bounding the effects of multivariate, continuous treatments when unmeasured…

Machine Learning · Statistics 2023-05-18 Kirtan Padh , Jakob Zeitler , David Watson , Matt Kusner , Ricardo Silva , Niki Kilbertus

Factorial experiments are ubiquitous in the social and biomedical sciences, but when units fail to comply with each assigned factors, identification and estimation of the average treatment effects become impossible without strong…

Methodology · Statistics 2025-08-06 Matthew Blackwell , Nicole E. Pashley

In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

Econometrics · Economics 2026-01-27 Cavit Pakel , Martin Weidner

We study estimation and inference for heterogeneous principal causal effects with binary treatments and binary intermediate variables. Principal causal effects are subgroup effects within strata defined by potential values of an…

Methodology · Statistics 2026-03-11 Rui Zhang , Charles R. Doss , Jared D. Huling

We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are…

Econometrics · Economics 2024-07-29 Phillip Heiler

In program evaluations, units can often anticipate the implementation of a new policy before it occurs. Such anticipatory behavior can lead to units' outcomes becoming dependent on their future treatment assignments. In this paper, I employ…

Econometrics · Economics 2022-12-02 Aibo Gong

Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…

Methodology · Statistics 2012-06-26 Roland R. Ramsahai

Although randomized controlled trials have long been regarded as the ``gold standard'' for evaluating treatment effects, there is no natural prevention from post-treatment events. For example, non-compliance makes the actual treatment…

Methodology · Statistics 2025-04-25 Qinqing Liu , Xiang Peng , Tao Zhang , Yuhao Deng

We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not…

Methodology · Statistics 2023-12-25 Lan Wen , Aaron L. Sarvet , Mats J. Stensrud

Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed features, distributions, or unobserved confounders often…

Machine Learning · Computer Science 2025-07-10 Xueping Gong , Wei You , Jiheng Zhang