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In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made…
Currently, knowledge discovery in databases is an essential step to identify valid, novel and useful patterns for decision making. There are many real-world scenarios, such as bankruptcy prediction, option pricing or medical diagnosis,…
This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…
This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…
Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…
Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been…
From personalised medicine to targeted advertising, it is an inherent task to provide a sequence of decisions with historical covariates and outcome data. This requires understanding of both the dynamics and heterogeneity of treatment…
This paper provides a solution to the evaluation of treatment effects in selective samples when neither instruments nor parametric assumptions are available. We provide sharp bounds for average treatment effects under a conditional…
The instrumental variable model of Imbens and Angrist (1994) and Angrist et al. (1996) allow for the identification of the local average treatment effect, also known as the complier average causal effect. However, many empirical studies are…
Linear structural equation models relate the components of a random vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mixed graph whose vertices correspond to the components of the…
Randomized controlled experiment has long been accepted as the golden standard for establishing causal link and estimating causal effect in various scientific fields. Average treatment effect is often used to summarize the effect…
In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…
Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…
Many scientific datasets are compositional in nature. Important biological examples include species abundances in ecology, cell-type compositions derived from single-cell sequencing data, and amplicon abundance data in microbiome research.…
We study nonparametric inference for the causal dose-response (or treatment effect) curve when the treatment variable is continuous rather than binary or discrete. We do this by developing doubly robust confidence intervals for the…
Undertaking causal inference with observational data is incredibly useful across a wide range of tasks including the development of medical treatments, advertisements and marketing, and policy making. There are two significant challenges…
For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…
Monotonicity with respect to all arguments is fundamental to the definition of aggregation functions. It is also a limiting property that results in many important non-monotonic averaging functions being excluded from the theoretical…
This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…
This paper considers identifying and estimating causal effect parameters in a staggered treatment adoption setting -- that is, where a researcher has access to panel data and treatment timing varies across units. We consider the case where…