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Point identification of causal effects requires strong assumptions that are unreasonable in many practical settings. However, informative bounds on these effects can often be derived under plausible assumptions. Even when these bounds are…

Methodology · Statistics 2024-04-18 Julien D. Laurendeau , Aaron L. Sarvet , Mats J. Stensrud

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

We study estimation of factor models in a fixed-T panel data setting and significantly relax the common correlated effects (CCE) assumptions pioneered by Pesaran (2006) and used in dozens of papers since. In the simplest case, we model the…

Econometrics · Economics 2021-12-03 Nicholas L. Brown , Peter Schmidt , Jeffrey M. Wooldridge

Quantifying treatment effect heterogeneity is a crucial task in many areas of causal inference, e.g. optimal treatment allocation and estimation of subgroup effects. We study the problem of estimating the level sets of the conditional…

Methodology · Statistics 2023-07-03 Matteo Bonvini , Edward H. Kennedy , Luke J. Keele

Survey questions often ask respondents to select from ordered scales where the meanings of the categories are subjective, leaving each individual free to apply their own definitions in answering. This paper studies the use of these…

Econometrics · Economics 2025-01-29 Leonard Goff

In this paper, we investigate the identifiability of average controlled direct effects and average natural direct effects in causal systems represented by summary causal graphs, which are abstractions of full causal graphs, often used in…

Artificial Intelligence · Computer Science 2025-10-10 Simon Ferreira , Charles K. Assaad

In the statistical literature, a number of methods have been proposed to ensure valid inference about marginal effects of variables on a longitudinal outcome in settings with irregular monitoring times. However, the potential biases due to…

Methodology · Statistics 2021-12-23 Janie Coulombe , Erica E M Moodie , Robert W Platt

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

Econometrics · Economics 2025-11-11 Onil Boussim

Causal mediation analysis provides techniques for defining and estimating effects that may be endowed with mechanistic interpretations. With many scientific investigations seeking to address mechanistic questions, causal direct and indirect…

We study the problem of selecting covariates for unbiased estimation of the total causal effect.Existing approaches typically rely on global causal structure learning over all variables, or on strong assumptions such as causal sufficiency -…

Machine Learning · Statistics 2026-05-22 Zeyu Liu , Zheng Li , Feng Xie , Yan Zeng , Hao Zhang , Kun Zhang

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…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

We investigate the task of estimating the conditional average causal effect of treatment-dosage pairs from a combination of observational data and assumptions on the causal relationships in the underlying system. This has been a…

Machine Learning · Computer Science 2022-05-31 Alexis Bellot , Anish Dhir , Giulia Prando

Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one of both, is a challenging problems in causal learning. In…

Machine Learning · Computer Science 2020-05-07 Céline Beji , Michaël Bon , Florian Yger , Jamal Atif

We consider point estimation and inference for the treatment effect path of a policy. Examples include dynamic treatment effects in microeconomics, impulse response functions in macroeconomics, and event study paths in finance. We present…

Econometrics · Economics 2025-05-20 Simon Freyaldenhoven , Christian Hansen

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Machine Learning · Computer Science 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

Randomized controlled trials are the gold standard for evaluating the efficacy of an intervention. However, there is often a trade-off between selecting the most scientifically relevant primary endpoint versus a less relevant, but more…

Methodology · Statistics 2026-01-12 Jack M. Wolf , Joseph S. Koopmeiners , David M. Vock

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

Estimation of heterogeneous causal effects - i.e., how effects of policies and treatments vary across subjects - is a fundamental task in causal inference. Many methods for estimating conditional average treatment effects (CATEs) have been…

Statistics Theory · Mathematics 2023-12-27 Edward H. Kennedy , Sivaraman Balakrishnan , James M. Robins , Larry Wasserman

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…

Methodology · Statistics 2022-06-22 Oscar Hernan Madrid Padilla , Yi Yu