Related papers: On the probability of a causal inference is robust…
A/B tests are typically analyzed via frequentist p-values and confidence intervals; but these inferences are wholly unreliable if users endogenously choose samples sizes by *continuously monitoring* their tests. We define *always valid*…
In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…
Prior work applying semiparametric theory to causal inference has primarily focused on deriving estimators that exhibit statistical robustness under a prespecified causal model that permits identification of a desired causal parameter.…
We show that one can perform causal inference in a natural way for continuous-time scenarios using tools from stochastic analysis. This provides new alternatives to the positivity condition for inverse probability weighting. The probability…
Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…
Counterfactual inference is a useful tool for comparing outcomes of interventions on complex systems. It requires us to represent the system in form of a structural causal model, complete with a causal diagram, probabilistic assumptions on…
\citet{Rosenbaum83ps} introduced the notion of the propensity score and discussed its central role in causal inference with observational studies. Their paper, however, caused a fundamental incoherence with an early paper by…
Causal inference is only valid when its underlying assumptions are satisfied, one of the most central being the ignorability or unconfoundedness assumption. However, this hypothesis is often unrealistic in observational studies, as some…
In causal inference, the joint law of a set of counterfactual random variables is generally not identified. We show that a conservative version of the joint law - corresponding to the smallest treatment effect - is identified. Finding this…
Statistical inference with non-probability survey samples is an emerging topic in survey sampling and official statistics and has gained increased attention from researchers and practitioners in the field. Much of the existing literature,…
In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…
Limited-information inference on New Keynesian Phillips Curves (NKPCs) and other single-equation macroeconomic relations is characterised by weak and high-dimensional instrumental variables (IVs). Beyond the efficiency concerns previously…
Counterfactual explanations describe how to modify a feature vector in order to flip the outcome of a trained classifier. Obtaining robust counterfactual explanations is essential to provide valid algorithmic recourse and meaningful…
We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…
Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…
We discuss recently developed methods that quantify the stability and generalizability of statistical findings under distributional changes. In many practical problems, the data is not drawn i.i.d. from the target population. For example,…
After some general remarks about the interrelation between philosophical and statistical thinking, the discussion centres largely on significance tests. These are defined as the calculation of $p$-values rather than as formal procedures for…
The notion of p-value is a fundamental concept in statistical inference and has been widely used for reporting outcomes of hypothesis tests. However, p-value is often misinterpreted, misused or miscommunicated in practice. Part of the issue…
The possibility of unmeasured confounding is one of the main limitations for causal inference from observational studies. There are different methods for (partially) empirically assessing the plausibility of unconfoundedness. However, most…
The causal dose response curve is commonly selected as the statistical parameter of interest in studies where the goal is to understand the effect of a continuous exposure on an outcome.Most of the available methodology for statistical…