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This paper presents a general difference-in-differences framework for identifying path-dependent treatment effects when treatment histories are partially observed. We introduce a novel robust estimator that adjusts for missing histories…

Econometrics · Economics 2025-06-18 Akanksha Negi , Didier Nibbering

We discuss causal mediation analyses for survival data and propose a new approach based on the additive hazards model. The emphasis is on a dynamic point of view, that is, understanding how the direct and indirect effects develop over time.…

A fundamental difficulty of causal learning is that causal models can generally not be fully identified based on observational data only. Interventional data, that is, data originating from different experimental environments, improves…

Methodology · Statistics 2021-11-04 Juan L. Gamella , Christina Heinze-Deml

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

Causal treatment effect estimation is a key problem that arises in a variety of real-world settings, from personalized medicine to governmental policy making. There has been a flurry of recent work in machine learning on estimating causal…

Machine Learning · Computer Science 2020-10-22 Niki Kilbertus , Matt J. Kusner , Ricardo Silva

Recent methodological research in causal inference has focused on effects of stochastic interventions, which assign treatment randomly, often according to subject-specific covariates. In this work, we demonstrate that the usual notion of…

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental…

Machine Learning · Computer Science 2023-12-13 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Wentao Gao , Thuc Duy Le

We propose the instrumental variable regime (IVR) method to estimate the causal effects of multiple sequential treatments. This method serves to address the problem of endogenous selections of sequential treatments. An IVR is a sequence of…

Methodology · Statistics 2017-02-21 Thai Pham , Weixin Chen

Causality lays the foundation for the trajectory of our world. Causal inference (CI), which aims to infer intrinsic causal relations among variables of interest, has emerged as a crucial research topic. Nevertheless, the lack of observation…

Machine Learning · Computer Science 2024-06-21 Yaochen Zhu , Yinhan He , Jing Ma , Mengxuan Hu , Sheng Li , Jundong Li

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

This paper considers how to classify the effects of interventions in causal models for outcomes and exposures observed over time. First, we demonstrate the limitations of the most common uses of potential outcomes and causal directed…

Methodology · Statistics 2026-05-29 Russell Steele , Naftali Weinberger , Tess Baker , Ian Shrier

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

Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…

Machine Learning · Computer Science 2022-07-19 Zhenyu Lu , Yurong Cheng , Mingjun Zhong , George Stoian , Ye Yuan , Guoren Wang

One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias…

Machine Learning · Computer Science 2023-06-23 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc Duy Le , Jixue Liu

Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this…

Machine Learning · Statistics 2026-04-08 Frances Dean , Jenna Fields , Radhika Bhalerao , Marie Charpignon , Ahmed Alaa

Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains.…

Machine Learning · Computer Science 2026-05-27 Nikita Dhawan , Arnav Paruthi , Andrew Kim , Lovedeep Gondara , Jekaterina Novikova , Chris J. Maddison

Randomized experiments can be susceptible to selection bias due to potential non-compliance by the participants. While much of the existing work has studied compliance as a static behavior, we propose a game-theoretic model to study…

Machine Learning · Computer Science 2021-07-29 Daniel Ngo , Logan Stapleton , Vasilis Syrgkanis , Zhiwei Steven Wu

Decomposing an exposure effect on an outcome into separate natural indirect effects through multiple mediators requires strict assumptions, such as correctly postulating the causal structure of the mediators, and no unmeasured confounding…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Beatrijs Moerkerke , Tom Loeys , Stijn Vansteelandt

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…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong

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
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