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Accurately estimating treatment effects over time is crucial in fields such as precision medicine, epidemiology, economics, and marketing. Many current methods for estimating treatment effects over time assume that all confounders are…

Machine Learning · Statistics 2025-11-11 Mouad El Bouchattaoui , Myriam Tami , Benoit Lepetit , Paul-Henry Cournède

Many parametric statistical models are not properly normalised and only specified up to an intractable partition function, which renders parameter estimation difficult. Examples of unnormalised models are Gibbs distributions, Markov random…

Machine Learning · Statistics 2018-06-12 Ciwan Ceylan , Michael U. Gutmann

In the estimation of the causal effect under linear Structural Causal Models (SCMs), it is common practice to first identify the causal structure, estimate the probability distributions, and then calculate the causal effect. However, if the…

Methodology · Statistics 2021-03-16 Shunsuke Horii

As an alternative to synthetic control, the distributional Synthetic Control (DSC) proposed by Gunsilius (2023) provides estimates for quantile treatment effect and thus enabling researchers to comprehensively understand the impact of…

Econometrics · Economics 2026-05-12 Lu Zhang , Xiaomeng Zhang , Xinyu Zhang

A key condition for obtaining reliable estimates of the causal effect of a treatment is overlap (a.k.a. positivity): the distributions of the features used to perform causal adjustment cannot be too different in the treated and control…

Methodology · Statistics 2021-04-14 Alexander D'Amour , Alexander Franks

This paper focuses on estimating the coefficients and average partial effects of observed regressors in nonlinear panel data models with interactive fixed effects, using the common correlated effects (CCE) framework. The proposed two-step…

Econometrics · Economics 2023-04-27 Liang Chen , Minyuan Zhang

Causal effect estimation from observational data is one of the essential problems in causal inference. However, most estimation methods rely on the strong assumption that all confounders are observed, which is impractical and untestable in…

Methodology · Statistics 2023-02-14 Yubai Yuan , Annie Qu

Evidence syntheses and meta-analyses are used to inform clinical practice guidelines and health economic evaluations. However, heterogeneity of treatment effects poses a significant challenge. Conventional meta-analysis addresses…

We study methods for simultaneous analysis of many noisy experiments in the presence of rich covariate information. The goal of the analyst is to optimally estimate the true effect underlying each experiment. Both the noisy experimental…

Methodology · Statistics 2020-01-14 Nikolaos Ignatiadis , Stefan Wager

The synthetic control method (SCM) allows estimating the causal effect of an intervention in settings where panel data on a small number of treated and control units are available. We show that the existing SCM, as well as its extensions,…

Applications · Statistics 2022-05-20 Giovanni Mellace , Alessandra Pasquini

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

Latent confounders---unobserved variables that influence both treatment and outcome---can bias estimates of causal effects. In some cases, these confounders are shared across observations, e.g. all students taking a course are influenced by…

Methodology · Statistics 2020-07-15 Sam Witty , Kenta Takatsu , David Jensen , Vikash Mansinghka

Counterfactual explanations (CEs) are a practical tool for demonstrating why machine learning classifiers make particular decisions. For CEs to be useful, it is important that they are easy for users to interpret. Existing methods for…

Machine Learning · Computer Science 2021-03-17 Lisa Schut , Oscar Key , Rory McGrath , Luca Costabello , Bogdan Sacaleanu , Medb Corcoran , Yarin Gal

To unbiasedly estimate a causal effect on an outcome unconfoundedness is often assumed. If there is sufficient knowledge on the underlying causal structure then existing confounder selection criteria can be used to select subsets of the…

Methodology · Statistics 2017-03-20 Jenny Häggström

Given only data generated by a standard confounding graph with unobserved confounder, the Average Treatment Effect (ATE) is not identifiable. To estimate the ATE, a practitioner must then either (a) collect deconfounded data;(b) run a…

Machine Learning · Statistics 2021-03-09 Kyra Gan , Andrew A. Li , Zachary C. Lipton , Sridhar Tayur

We study estimation of factor models in a fixed-T panel data setting and significantly relax the common correlated effects (CCE) assumptions pioneered by Pesaran (2006) and used in dozens of papers since. In the simplest case, we model the…

Econometrics · Economics 2021-12-03 Nicholas L. Brown , Peter Schmidt , Jeffrey M. Wooldridge

Recently, many causal estimators for Conditional Average Treatment Effect (CATE) and instrumental variable (IV) problems have been published and open sourced, allowing to estimate granular impact of both randomized treatments (such as A/B…

Machine Learning · Computer Science 2022-12-21 Egor Kraev , Timo Flesch , Hudson Taylor Lekunze , Mark Harley , Pere Planell Morell

Over the past few decades, statistical methods for causal inference have made impressive strides, enabling progress across a range of scientific fields. However, much of this methodological development has been confined to individual…

Methodology · Statistics 2025-09-30 Wenqi Shi , José R. Zubizarreta

Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…

Statistics Theory · Mathematics 2023-08-22 Edward H. Kennedy

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
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