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This Element offers a practical guide to estimating conditional marginal effects-how treatment effects vary with a moderating variable-using modern statistical methods. Commonly used approaches, such as linear interaction models, often…

Methodology · Statistics 2026-05-21 Jiehan Liu , Ziyi Liu , Yiqing Xu

Estimating long-term causal effects based on short-term surrogates is a significant but challenging problem in many real-world applications, e.g., marketing and medicine. Despite its success in certain domains, most existing methods…

Machine Learning · Computer Science 2023-11-22 Ruichu Cai , Weilin Chen , Zeqin Yang , Shu Wan , Chen Zheng , Xiaoqing Yang , Jiecheng Guo

This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…

Econometrics · Economics 2021-10-05 Charles F. Manski

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

Instrumental variables are widely used in econometrics and epidemiology for identifying and estimating causal effects when an exposure of interest is confounded by unmeasured factors. Despite this popularity, the assumptions invoked to…

Methodology · Statistics 2024-02-15 Alexander W. Levis , Edward H. Kennedy , Luke Keele

Many epidemiological questions concern potential interventions to alter the pathways presumed to mediate an association. For example, we consider a study that investigates the benefit of interventions in young adulthood for ameliorating the…

Methodology · Statistics 2020-07-14 Margarita Moreno-Betancur , Paul Moran , Denise Becker , George C Patton , John B Carlin

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

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

Statistical inferential results generally come with a measure of reliability for decision-making purposes. For a policy implementer, the value of implementing published policy research depends critically upon this reliability. For a policy…

Other Statistics · Statistics 2024-08-21 Duncan Ermini Leaf

In recent years many important societal decisions are made by machine-learning algorithms, and many such important decisions have strict capacity limits, allowing resources to be allocated only to the highest utility individuals. For…

Computers and Society · Computer Science 2026-02-27 Eitan Bachmat , Inbal Livni Navon

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Econometrics · Economics 2026-05-25 Bruno Fava

Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions…

Methodology · Statistics 2025-10-16 Zach Shahn , David Madigan

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

Reweighting a distribution to minimize a distance to a target distribution is a powerful and flexible strategy for estimating a wide range of causal effects, but can be challenging in practice because optimal weights typically depend on…

Machine Learning · Statistics 2026-02-16 Oscar Clivio , Avi Feller , Chris Holmes

Existing strategies for determining the optimal treatment or monitoring strategy typically assume unlimited access to resources. However, when a health system has resource constraints, such as limited funds, access to medication, or…

Applications · Statistics 2019-03-18 Ellen C Caniglia , Eleanor J Murray , Miguel A Hernan , Zach Shahn

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide…

Econometrics · Economics 2021-12-15 Gonzalo Vazquez-Bare

In a comprehensive cohort study of two competing treatments (say, A and B), clinically eligible individuals are first asked to enroll in a randomized trial and, if they refuse, are then asked to enroll in a parallel observational study in…

Methodology · Statistics 2019-10-09 Yi Lu , Daniel O. Scharfstein , Maria M. Brooks , Kevin Quach , Edward H. Kennedy

When longitudinal outcomes are evaluated in mortal populations, their non-existence after death complicates the analysis and its causal interpretation. Where popular methods often merge longitudinal outcome and survival into one scale or…

Defining and identifying causal intervention effects for transmissible infectious disease outcomes is challenging because a treatment -- such as a vaccine -- given to one individual may affect the infection outcomes of others.…

Applications · Statistics 2019-12-11 Xiaoxuan Cai , Wen Wei Loh , Forrest W. Crawford
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