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Causal mediation analysis has historically been limited in two important ways: (i) a focus has traditionally been placed on binary treatments and static interventions, and (ii) direct and indirect effect decompositions have been pursued…

Methodology · Statistics 2022-01-13 Nima S. Hejazi , Kara E. Rudolph , Mark J. van der Laan , Iván Díaz

We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at a specific outcome…

Econometrics · Economics 2023-07-04 Yu-Chin Hsu , Martin Huber , Yu-Min Yen

Causal mediation analysis has been extended to estimate path-specific effects with multiple intermediate variables, isolating treatment effects through a mediator of interest while excluding pathways through its ancestors. Such analyses…

Methodology · Statistics 2026-05-12 Yang Bai , Sihan Wu , Baoluo Sun , Yifan Cui

The inverse probability (IPW) and doubly robust (DR) estimators are often used to estimate the average causal effect (ATE), but are vulnerable to outliers. The IPW/DR median can be used for outlier-resistant estimation of the ATE, but the…

Methodology · Statistics 2024-09-16 Kazuharu Harada , Hironori Fujisawa

Mediation analysis is difficult when the number of potential mediators is larger than the sample size. In this paper we propose new inference procedures for the indirect effect in the presence of high-dimensional mediators for linear…

Methodology · Statistics 2019-10-29 Ruixuan Rachel Zhou , Liewei Wang , Sihai Dave Zhao

Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…

Methodology · Statistics 2026-01-21 Danielle Tsao , Krikamol Muandet , Frederick Eberhardt , Emilija Perković

We consider assessing causal mediation in the presence of a post-treatment event (examples include noncompliance, a clinical event, or death). We identify natural mediation effects for the entire study population and for each principal…

Methodology · Statistics 2024-09-13 Chao Cheng , Fan Li

This paper develops a novel nonparametric identification method for treatment effects in settings where individuals self-select into treatment sequences. I propose an identification strategy which relies on a dynamic version of standard…

Econometrics · Economics 2023-12-05 Pedro Picchetti

Causal mediation analysis seeks to determine whether an independent variable affects a response variable directly or whether it does so indirectly, by way of a mediator. The existing statistical tests to determine the existence of an…

Methodology · Statistics 2023-09-28 John Kidd , Dan-Yu Lin

This paper provides robust estimators and efficient inference of causal effects involving multiple interacting mediators. Most existing works either impose a linear model assumption among the mediators or are restricted to handle…

Methodology · Statistics 2024-01-12 Haoyu Wei , Hengrui Cai , Chengchun Shi , Rui Song

There is a growing literature on finding so-called optimal treatment rules, which are rules by which to assign treatment to individuals based on an individual's characteristics, such that a desired outcome is maximized. A related goal…

Applications · Statistics 2021-01-22 Kara E. Rudolph , Ivan Diaz

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis…

Applications · Statistics 2025-05-13 Judith Abécassis , Houssam Zenati , Sami Boumaïza , Julie Josse , Bertrand Thirion

It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a…

Machine Learning · Statistics 2022-03-22 Kazuhiko Shinoda , Takahiro Hoshino

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…

Econometrics · Economics 2022-01-21 Gonzalo Vazquez-Bare

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

Econometrics · Economics 2026-04-07 Yu-Min Yen

Mediation analysis seeks to understand the mechanism by which a treatment affects an outcome. Count or zero-inflated count outcome are common in many studies in which mediation analysis is of interest. For example, in dental studies,…

Methodology · Statistics 2016-07-12 Zijian Guo , Dylan S. Small , Stuart A. Gansky , Jing Cheng

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

Estimating causal effects from observational data is challenging, especially in the presence of latent confounders. Much work has been done on addressing this challenge, but most of the existing research ignores the bias introduced by the…

Machine Learning · Computer Science 2024-08-15 Yang Xie , Ziqi Xu , Debo Cheng , Jiuyong Li , Lin Liu , Yinghao Zhang , Zaiwen Feng

Inverse probability of treatment weighting (IPTW) is a popular method for estimating the average treatment effect (ATE). However, empirical studies show that the IPTW estimators can be sensitive to the misspecification of the propensity…

Methodology · Statistics 2021-08-04 Jianqing Fan , Kosuke Imai , Inbeom Lee , Han Liu , Yang Ning , Xiaolin Yang