Related papers: Matrix Completion Methods for Causal Panel Data Mo…
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…
We focus on the problem of generalizing a causal effect estimated on a randomized controlled trial (RCT) to a target population described by a set of covariates from observational data. Available methods such as inverse propensity sampling…
Causal inference methods are widely applied in the fields of medicine, policy, and economics. Central to these applications is the estimation of treatment effects to make decisions. Current methods make binary yes-or-no decisions based on…
In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…
Matrix completion tackles the task of predicting missing values in a low-rank matrix based on a sparse set of observed entries. It is often assumed that the observation pattern is generated uniformly at random or has a very specific…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…
Randomized experiments are a powerful methodology for data-driven evaluation of decisions or interventions. Yet, their validity may be undermined by network interference. This occurs when the treatment of one unit impacts not only its…
This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…
Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Current literature on matrix completion focuses primarily on independent sampling models under…
Matching estimators for average treatment effects are widely used in the binary treatment setting, in which missing potential outcomes are imputed as the average of observed outcomes of all matches for each unit. With more than two…
Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is…
Conducting causal inference with panel data is a core challenge in social science research. We adapt a deep neural architecture for time series forecasting (the N-BEATS algorithm) to more accurately impute the counterfactual evolution of a…
Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…
Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…
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…
Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…
Regular medical records are useful for medical practitioners to analyze and monitor patient health status especially for those with chronic disease, but such records are usually incomplete due to unpunctuality and absence of patients. In…
In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…
Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…