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This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…

Econometrics · Economics 2021-02-17 Helmut Farbmacher , Martin Huber , Lukáš Lafférs , Henrika Langen , Martin Spindler

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

Consider the problem of estimating the causal effect of some attribute of a text document; for example: what effect does writing a polite vs. rude email have on response time? To estimate a causal effect from observational data, we need to…

Machine Learning · Statistics 2023-02-09 Lin Gui , Victor Veitch

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

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

Data scarcity is a tremendous challenge in causal effect estimation. In this paper, we propose to exploit additional data sources to facilitate estimating causal effects in the target population. Specifically, we leverage additional source…

Machine Learning · Computer Science 2021-06-01 Thanh Vinh Vo , Pengfei Wei , Trong Nghia Hoang , Tze-Yun Leong

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

Randomized experiments are an excellent tool for estimating internally valid causal effects with the sample at hand, but their external validity is frequently debated. While classical results on the estimation of Population Average…

Methodology · Statistics 2023-01-13 Apoorva Lal , Wenjing Zheng , Simon Ejdemyr

Causal mediation analysis examines causal pathways linking exposures to disease. The estimation of interventional effects, which are mediation estimands that overcome certain identifiability problems of natural effects, has been advanced…

Randomized controlled trials (RCT's) allow researchers to estimate causal effects in an experimental sample with minimal identifying assumptions. However, to generalize or transport a causal effect from an RCT to a target population,…

Methodology · Statistics 2022-02-08 Melody Huang

We consider methods for transporting a prediction model and assessing its performance for use in a new target population, when outcome and covariate information for model development is available from a simple random sample from the source…

Applications · Statistics 2021-04-15 Jon A. Steingrimsson , Constantine Gatsonis , Issa J. Dahabreh

[See paper for full abstract] Meta-analysis is a crucial tool for answering scientific questions. It is usually conducted on a relatively small amount of ``trusted'' data -- ideally from randomized, controlled trials -- which allow causal…

Machine Learning · Statistics 2024-07-15 Shiva Kaul , Geoffrey J. Gordon

One of the central goals of causal machine learning is the accurate estimation of heterogeneous treatment effects from observational data. In recent years, meta-learning has emerged as a flexible, model-agnostic paradigm for estimating…

Artificial Intelligence · Computer Science 2024-11-14 Henri Arno , Paloma Rabaey , Thomas Demeester

Extending (generalizing or transporting) causal inferences from a randomized trial to a target population requires ``generalizability'' or ``transportability'' assumptions, which state that randomized and non-randomized individuals are…

Learning about causal effects in target populations and their subsets may be facilitated by combining information from multiple sources. One major class of study designs that combine information involves appending an index study with data…

When individuals participating in a randomized trial differ with respect to the distribution of effect modifiers compared compared with the target population where the trial results will be used, treatment effect estimates from the trial…

Identifying covariates that modify treatment effects is a central problem in causal inference. Yet existing data-adaptive procedures do not provide finite-sample control over the expected number of false discoveries, risking spurious…

Methodology · Statistics 2026-05-12 Falco J. Bargagli-Stoffi , Omar Melikechi

Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT is substantially different from the target population.…

Methodology · Statistics 2023-01-11 Bénédicte Colnet , Julie Josse , Erwan Scornet , Gaël Varoquaux

Matching on covariates is a well-established framework for estimating causal effects in observational studies. The principal challenge stems from the often high-dimensional structure of the problem. Many methods have been introduced to…

Methodology · Statistics 2022-07-12 Florian Gunsilius , Yuliang Xu

Studies intended to estimate the effect of a treatment, like randomized trials, may not be sampled from the desired target population. To correct for this discrepancy, estimates can be transported to the target population. Methods for…

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