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Delayed outcomes are ubiquitous in online experimentation. When such a temporal dimension is present, treatment influences not only the outcome value but also the outcome timing, which can move in opposite directions. Motivated by the…

Methodology · Statistics 2026-03-30 Michael Lindon , Nathan Kallus

Many identification results in instrumental variables (IV) models hold without requiring any restrictions on the distribution of potential outcomes, or how those outcomes are correlated with selection behavior. This enables IV models to…

Econometrics · Economics 2025-02-28 Leonard Goff

This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…

Econometrics · Economics 2025-03-28 Koki Fusejima , Takuya Ishihara

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of…

Econometrics · Economics 2022-05-06 Matthew A. Masten , Alexandre Poirier

A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…

Probability · Mathematics 2008-12-24 Mikhail Gordin

In causal analysis, understanding the causal mechanisms through which an intervention or treatment affects an outcome is often of central interest. We propose a test to evaluate (i) whether the causal effect of a treatment that is randomly…

Econometrics · Economics 2026-03-05 Martin Huber , Kevin Kloiber , Lukáš Lafférs

We present an exploratory restricted latent class model where response data is for a single time point, polytomous, and differing across items, and where latent classes reflect a multi-attribute state where each attribute is ordinal. Our…

Methodology · Statistics 2026-03-10 Eric Alan Wayman , Steven Andrew Culpepper , Jeff Douglas , Jesse Bowers

This paper establishes an extended representation theorem for unit-root VARs. A specific algebraic technique is devised to recover stationarity from the solution of the model in the form of a cointegrating transformation. Closed forms of…

Econometrics · Economics 2021-02-23 Mario Faliva , Maria Grazia Zoia

We propose novel estimators for categorical and continuous treatments by using an optimal covariate balancing strategy for inverse probability weighting. The resulting estimators are shown to be consistent and asymptotically normal for…

Methodology · Statistics 2025-09-08 Seong-ho Lee , Yanyuan Ma , Xavier de Luna

When the difference between treatments in a clinical trial is estimated by a difference in means, then it is well known that randomization ensures unbiassed estimation, even if no account is taken of important baseline covariates. However,…

Statistics Theory · Mathematics 2014-07-22 J. N. S. Matthews , Nuri H. Badi

Where performance comparison of healthcare providers is of interest, characteristics of both patients and the health condition of interest must be balanced across providers for a fair comparison. This is unlikely to be feasible within…

Methodology · Statistics 2019-09-04 Wendy J. Harrison , Paul D. Baxter , Mark S. Gilthorpe

Estimating treatment effects plays a crucial role in causal inference, having many real-world applications like policy analysis and decision making. Nevertheless, estimating treatment effects in the longitudinal setting in the presence of…

Machine Learning · Computer Science 2023-02-22 Defu Cao , James Enouen , Yan Liu

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

Latent variable models provide a powerful framework for incorporating and inferring unobserved factors in observational data. In causal inference, they help account for hidden factors influencing treatment or outcome, thereby addressing…

Machine Learning · Computer Science 2025-08-29 Tetsuro Morimura , Tatsushi Oka , Yugo Suzuki , Daisuke Moriwaki

Causal representation learning aims at identifying high-level causal variables from perceptual data. Most methods assume that all latent causal variables are captured in the high-dimensional observations. We instead consider a partially…

We study causal inference under case-control and case-population sampling. Specifically, we focus on the binary-outcome and binary-treatment case, where the parameters of interest are causal relative and attributable risks defined via the…

Econometrics · Economics 2023-10-24 Sung Jae Jun , Sokbae Lee

How should one assess the credibility of assumptions weaker than statistical independence, like quantile independence? In the context of identifying causal effects of a treatment variable, we argue that such deviations should be chosen…

Econometrics · Economics 2018-05-01 Matthew A. Masten , Alexandre Poirier

The goal of causal representation learning is to find a representation of data that consists of causally related latent variables. We consider a setup where one has access to data from multiple domains that potentially share a causal…

Machine Learning · Statistics 2023-10-30 Nils Sturma , Chandler Squires , Mathias Drton , Caroline Uhler

Interference occurs when the potential outcomes of a unit depend on the treatment of others. Interference can be highly heterogeneous, where treating certain individuals might have a larger effect on the population's overall outcome. A…

Methodology · Statistics 2025-04-11 Samantha G Dean , Georgia Papadogeorgou , Laura Forastiere