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This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

We study variants of the average treatment effect on the treated with population parameters replaced by their sample counterparts. For each estimand, we derive the limiting distribution with respect to a semiparametric efficient estimator…

Methodology · Statistics 2024-02-12 Andrew Yiu

Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

Methodology · Statistics 2022-09-26 Zhiqiang Tan

The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…

Statistics Theory · Mathematics 2020-02-26 Vincent Brault , Christine Keribin , Mahendra Mariadassou

Identifying a biomarker or treatment-dose threshold that marks a specified level of risk is an important problem, especially in clinical trials. This risk, viewed as a function of thresholds and possibly adjusted for covariates, we call the…

Methodology · Statistics 2023-03-22 Lars van der Laan , Wenbo Zhang , Peter B. Gilbert

Non-randomized treatment effect models are widely used for the assessment of treatment effects in various fields and in particular social science disciplines like political science, psychometry, psychology. More specifically, these are…

Methodology · Statistics 2021-12-02 Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

Estimating what would be an individual's potential response to varying levels of exposure to a treatment is of high practical relevance for several important fields, such as healthcare, economics and public policy. However, existing methods…

Machine Learning · Computer Science 2020-12-11 Patrick Schwab , Lorenz Linhardt , Stefan Bauer , Joachim M. Buhmann , Walter Karlen

Existing machine learning methods for causal inference usually estimate quantities expressed via the mean of potential outcomes (e.g., average treatment effect). However, such quantities do not capture the full information about the…

Machine Learning · Computer Science 2023-06-21 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Estimation of the Average Treatment Effect (ATE) is often carried out in 2 steps, wherein the first step, the treatment and outcome are modeled, and in the second step the predictions are inserted into the ATE estimator. In the first steps,…

Methodology · Statistics 2023-07-21 Mehdi Rostami , Olli Saarela

We propose a general framework for the specification testing of continuous treatment effect models. We assume a general residual function, which includes the average and quantile treatment effect models as special cases. The null models are…

Econometrics · Economics 2021-09-06 Wei Huang , Oliver Linton , Zheng Zhang

Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…

Statistics Theory · Mathematics 2019-11-18 Frédéric Lavancier , Arnaud Poinas , Rasmus Waagepetersen

In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are…

Methodology · Statistics 2026-04-21 Trinetri Ghosh , Jiawei Shan , Menggang Yu , Jiwei Zhao

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

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

Methodology · Statistics 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Machine Learning · Computer Science 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data…

Statistics Theory · Mathematics 2026-05-15 Ziyang Liu , Niwen Zhou , Peng Wu , Xu Guo

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…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

In response to the increasing complexity of policy environments and the proliferation of high-dimensional data, this paper introduces the S-DIDML estimator a framework grounded in structure and semiparametrically flexible for causal…

Methodology · Statistics 2025-07-15 Yile Yu , Anzhi Xu

This paper proposes a simple, novel, and fully-Bayesian approach for causal inference in partially linear models with high-dimensional control variables. Off-the-shelf machine learning methods can introduce biases in the causal parameter…

Econometrics · Economics 2025-08-19 Francis J. DiTraglia , Laura Liu