English
Related papers

Related papers: On the Nuisance of Control Variables in Regression…

200 papers

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

Econometrics · Economics 2025-12-16 Nadav Kunievsky

Results in epidemiology and social science often require the removal of confounding effects from measurements of the pairwise correlation of variables in survey data. This is typically accomplished by some variant of linear regression…

Methodology · Statistics 2025-12-02 William H. Press

This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…

Econometrics · Economics 2023-12-05 Guido W. Imbens , Davide Viviano

This paper investigates the use of regularization priors in the context of treatment effect estimation using observational data where the number of control variables is large relative to the number of observations. First, the phenomenon of…

Methodology · Statistics 2016-12-30 P. Richard Hahn , Carlos M. Carvalho , Jingyu He , David Puelz

Background: In longitudinal data, it is common to create 'change scores' by subtracting measurements taken at baseline from those taken at follow-up, and then to analyse the resulting 'change' as the outcome variable. In observational data,…

Methodology · Statistics 2019-07-08 Peter W. G. Tennant , Kellyn F. Arnold , George T. H. Ellison , Mark S. Gilthorpe

In this paper, we study causal inference when the treatment variable is an aggregation of multiple sub-treatment variables. Researchers often report marginal causal effects for the aggregated treatment, implicitly assuming that the target…

Econometrics · Economics 2026-01-08 Carolina Caetano , Gregorio Caetano , Brantly Callaway , Derek Dyal

We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…

Econometrics · Economics 2023-11-22 Ben Deaner

It is often asserted that to control for the effects of confounders, one should include the confounding variables of concern in a statistical model as a covariate. Conversely, it is also asserted that control can only be concluded by…

Other Statistics · Statistics 2024-05-28 Grayson L. Baird , Stephen L. Bieber

An important step for any causal inference study design is understanding the distribution of the treated and control subjects in terms of measured baseline covariates. However, not all baseline variation is equally important. In the…

Methodology · Statistics 2021-07-02 Rachael C. Aikens , Michael Baiocchi

Adjusting for latent covariates is crucial for estimating causal effects from observational textual data. Most existing methods only account for confounding covariates that affect both treatment and outcome, potentially leading to biased…

Computation and Language · Computer Science 2023-11-27 Yuxiang Zhou , Yulan He

The control function approach allows the researcher to identify various causal effects of interest. While powerful, it requires a strong invertibility assumption in the selection process, which limits its applicability. This paper expands…

Econometrics · Economics 2026-04-28 Sukjin Han , Hiroaki Kaido

In this paper, we consider the problem of treating linear regression equation coefficients in the case of correlated predictors. It is shown that in general there are no natural ways of interpreting these coefficients similar to the case of…

Statistics Theory · Mathematics 2012-05-14 A. N. Varaksin , V. G. Panov

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber

In observational studies, the causal effect of a treatment may be confounded with variables that are related to both the treatment and the outcome of interest. In order to identify a causal effect, such studies often rely on the…

Methodology · Statistics 2017-10-17 Emma Persson , Jenny Häggström , Ingeborg Waernbaum , Xavier de Luna

There has been a growing interest in covariate adjustment in the analysis of randomized controlled trials in past years. For instance, the U.S. Food and Drug Administration recently issued guidance that emphasizes the importance of…

Methodology · Statistics 2023-06-12 Kelly Van Lancker , Frank Bretz , Oliver Dukes

Conditioning on some set of confounders that causally affect both treatment and outcome variables can be sufficient for eliminating bias introduced by all such confounders when estimating causal effect of the treatment on the outcome from…

Methodology · Statistics 2018-04-24 Priyantha Wijayatunga

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

Despite the major advances taken in causal modeling, causality is still an unfamiliar topic for many statisticians. In this paper, it is demonstrated from the beginning to the end how causal effects can be estimated from observational data…

Methodology · Statistics 2014-07-03 Juha Karvanen

Beta coefficients for linear regression models represent the ideal form of an interpretable feature effect. However, for non-linear models and especially generalized linear models, the estimated coefficients cannot be interpreted as a…

Machine Learning · Computer Science 2022-01-24 Christian A. Scholbeck , Giuseppe Casalicchio , Christoph Molnar , Bernd Bischl , Christian Heumann

Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…

Methodology · Statistics 2024-03-12 Stephen Bates , Edward Kennedy , Robert Tibshirani , Valerie Ventura , Larry Wasserman