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Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have…

Artificial Intelligence · Computer Science 2024-02-01 Katherine A. Keith , Sergey Feldman , David Jurgens , Jonathan Bragg , Rohit Bhattacharya

In industry, online randomized controlled experiment (a.k.a. A/B experiment) is a standard approach to measure the impact of a causal change. These experiments have small treatment effect to reduce the potential blast radius. As a result,…

Econometrics · Economics 2025-05-29 Tanmoy Das , Dohyeon Lee , Arnab Sinha

Complete randomization allows for consistent estimation of the average treatment effect based on the difference in means of the outcomes without strong modeling assumptions on the outcome-generating process. Appropriate use of the…

Methodology · Statistics 2021-08-03 Anqi Zhao , Peng Ding

When analyzing data from randomized clinical trials, covariate adjustment can be used to account for chance imbalance in baseline covariates and to increase precision of the treatment effect estimate. A practical barrier to covariate…

Methodology · Statistics 2023-07-04 Chia-Rui Chang , Yue Song , Fan Li , Rui Wang

Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used…

Methodology · Statistics 2019-07-30 M. Usaid Awan , Yameng Liu , Marco Morucci , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

Estimating causal effects from randomized experiments is central to clinical research. Reducing the statistical uncertainty in these analyses is an important objective for statisticians. Registries, prior trials, and health records…

Machine Learning · Statistics 2021-12-06 Alejandro Schuler , David Walsh , Diana Hall , Jon Walsh , Charles Fisher

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

Existing statistical methods for the analysis of micro-randomized trials (MRTs) are designed to estimate causal excursion effects using data from a single MRT. In practice, however, researchers can often find previous MRTs that employ…

Methodology · Statistics 2025-05-13 Easton Huch , Inbal Nahum-Shani , Lindsey Potter , Cho Lam , David W. Wetter , Walter Dempsey

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

Methodology · Statistics 2023-04-18 Zijian Guo

Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the…

Methodology · Statistics 2020-11-10 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

Attrition in survey and field experiments presents a challenge for social science research. Common approaches to deal with this problem -- such as complete case analysis, multiple imputation, and weighting methods -- rely on strong…

Methodology · Statistics 2026-04-13 Xiangyu Song

To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…

Methodology · Statistics 2025-10-28 Zikai Li

In observational studies, instrumental variables estimation is greatly utilized to identify causal effects. One of the key conditions for the instrumental variables estimator to be consistent is the exclusion restriction, which indicates…

Methodology · Statistics 2020-06-16 Gyuhyeong Goh , Jisang Yu

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

Methodology · Statistics 2018-08-14 Heng Shu , Zhiqiang Tan

We provide a novel characterization of semiparametric efficiency in a generic supervised learning setting where the outcome mean function -- defined as the conditional expectation of the outcome of interest given the other observed…

Methodology · Statistics 2025-04-22 Harrison H. Li

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega

Recent years have seen the development of many novel scoring tools for disease prognosis and prediction. To become accepted for use in clinical applications, these tools have to be validated on external data. In practice, validation is…

Methodology · Statistics 2022-12-06 Matthias Schmid , Tim Friede , Nadja Klein , Leonie Weinhold

Although randomized experiments are widely regarded as the gold standard for estimating causal effects, missing data of the pretreatment covariates makes it challenging to estimate the subgroup causal effects. When the missing data…

Statistics Theory · Mathematics 2014-01-08 Peng Ding , Zhi Geng

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

Methodology · Statistics 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen