Related papers: On IPW-based estimation of conditional average tre…
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…
Unmeasured confounding is a threat to causal inference in observational studies. In recent years, use of negative controls to mitigate unmeasured confounding has gained increasing recognition and popularity. Negative controls have a…
This paper proposes a new class of M-estimators that double weight for the twin problems of nonrandom treatment assignment and missing outcomes, both of which are common issues in the treatment effects literature. The proposed class is…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…
Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…
Most work in causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to non-identification, inefficiency, and effects with…
Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…
Inverse probability of treatment weighting (IPTW), which has been used to estimate sample average treatment effects (SATE) using observational data, tenuously relies on the positivity assumption and the correct specification of the…
For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…
This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…
The inverse probability weighting (IPW) method is used to handle attrition in association analyses derived from cohort studies. It consists in weighting the respondents at a given follow-up by their inverse probability to participate.…
Propensity scores are commonly used to estimate treatment effects from observational data. We argue that the probabilistic output of a learned propensity score model should be calibrated -- i.e., a predictive treatment probability of 90%…
We study regression discontinuity designs with the use of additional covariates for estimation of the average treatment effect. We provide a detailed proof of asymptotic normality of the covariate-adjusted estimator under minimal…
In the presence of sufficiently weak overlap, it is known that no regular root-n-consistent estimators exist and standard estimators may fail to be asymptotically normal. This paper shows that a thresholded version of the standard doubly…
We provide theoretical results for the estimation and inference of a class of welfare and value functionals of the nonparametric conditional average treatment effect (CATE) function under optimal treatment assignment, i.e., treatment is…
Correctly identifying treatment effects in observational studies is very difficult due to the fact that the outcome model or the treatment assignment model must be correctly specified. Taking advantages of semiparametric models in this…
Decomposing a total causal effect into natural direct and indirect effects is central to revealing causal mechanisms. Conventional methods achieve the decomposition by specifying an outcome model as a linear function of the treatment, the…
In randomized experiments, the actual treatments received by some experimental units may differ from their treatment assignments. This non-compliance issue often occurs in clinical trials, social experiments, and the applications of…
The extremal dependence structure of a regularly varying $d$-dimensional random vector can be described by its angular measure. The standard nonparametric estimator of this measure is the empirical measure of the observed angles of the $k$…
Regression adjustments are often considered by investigators to improve the estimation efficiency of causal effect in randomized experiments when there exists many pre-experiment covariates. In this paper, we provide conditions that…