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We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to…

Machine Learning · Computer Science 2023-05-19 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Researchers are often interested in treatment effects on outcomes that are only defined conditional on a post-treatment event status. For example, in a study of the effect of different cancer treatments on quality of life at end of…

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

Econometrics · Economics 2023-11-28 Sukjin Han , Haiqing Xu

We consider the task of causal imputation, where we aim to predict the outcomes of some set of actions across a wide range of possible contexts. As a running example, we consider predicting how different drugs affect cells from different…

Machine Learning · Statistics 2024-09-19 Alvaro Ribot , Chandler Squires , Caroline Uhler

Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model which…

Machine Learning · Statistics 2017-01-23 Min Lu , Saad Sadiq , Daniel J. Feaster , Hemant Ishwaran

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

Machine Learning · Statistics 2019-03-04 Rajesh Ranganath , Adler Perotte

The difference-in-differences (DID) research design is a key identification strategy which allows researchers to estimate causal effects under the parallel trends assumption. While the parallel trends assumption is counterfactual and cannot…

Methodology · Statistics 2026-05-12 Jonas M. Mikhaeil , Christopher Harshaw

Referred to as the third rung of the causal inference ladder, counterfactual queries typically ask the "What if ?" question retrospectively. The standard approach to estimate counterfactuals resides in using a structural equation model that…

Machine Learning · Computer Science 2023-01-18 Edward De Brouwer

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Machine Learning · Computer Science 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

Methodology · Statistics 2017-02-16 Thai Pham

Counterfactual inference is a powerful tool, capable of solving challenging problems in high-profile sectors. To perform counterfactual inference, one requires knowledge of the underlying causal mechanisms. However, causal mechanisms cannot…

Machine Learning · Computer Science 2023-01-23 Athanasios Vlontzos , Bernhard Kainz , Ciaran M. Gilligan-Lee

Evaluating sports players based on their performance shares core challenges with evaluating healthcare providers based on patient outcomes. Drawing on recent advances in healthcare provider profiling, we cast sports player evaluation within…

Applications · Statistics 2026-02-27 Herbert P. Susmann , Antonio D'Alessandro

Counterfactual reasoning is an important paradigm applicable in many fields, such as healthcare, economics, and education. In this work, we propose a novel method to address the issue of \textit{selection bias}. We learn two groups of…

Machine Learning · Computer Science 2019-12-20 Zichen Zhang , Qingfeng Lan , Lei Ding , Yue Wang , Negar Hassanpour , Russell Greiner

Estimating an individual's potential response to interventions from observational data is of high practical relevance for many domains, such as healthcare, public policy or economics. In this setting, it is often the case that combinations…

Machine Learning · Computer Science 2021-03-23 Sonali Parbhoo , Stefan Bauer , Patrick Schwab

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen

Scientists regularly pose questions about treatment effects on outcomes conditional on a post-treatment event. However, causal inference in such settings requires care, even in perfectly executed randomized experiments. Recently, the…

Methodology · Statistics 2026-02-19 Chan Park , Mats Stensrud , Eric Tchetgen Tchetgen

The goal of causal inference is to understand the outcome of alternative courses of action. However, all causal inference requires assumptions. Such assumptions can be more influential than in typical tasks for probabilistic modeling, and…

Methodology · Statistics 2016-10-31 Dustin Tran , Francisco J. R. Ruiz , Susan Athey , David M. Blei

The use of machine learning systems to support decision making in healthcare raises questions as to what extent these systems may introduce or exacerbate disparities in care for historically underrepresented and mistreated groups, due to…

Machine Learning · Computer Science 2019-07-16 Stephen Pfohl , Tony Duan , Daisy Yi Ding , Nigam H. Shah