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Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

Using observational data to estimate the effect of a treatment is a powerful tool for decision-making when randomized experiments are infeasible or costly. However, observational data often yields biased estimates of treatment effects,…

Methodology · Statistics 2022-03-01 Tobias Hatt , Stefan Feuerriegel

Many observational studies feature irregular longitudinal data, where the observation times are not common across individuals in the study. Further, the observation times may be related to the longitudinal outcome. In this setting, failing…

Methodology · Statistics 2024-05-27 Grace Tompkins , Joel A Dubin , Michael Wallace

Structural Nested Mean Models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at pre-fixed time points for all subjects, which,…

Methodology · Statistics 2020-01-13 Shu Yang

Estimating effects of spatially structured exposures is complicated by unmeasured spatial confounders, which undermine identifiability in spatial linear regression models unless structural assumptions are imposed. We develop a general…

Methodology · Statistics 2025-12-30 Anik Burman , Elizabeth L. Ogburn , Abhirup Datta

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

Random-effects meta-analyses of observational studies can produce biased estimates if the synthesized studies are subject to unmeasured confounding. We propose sensitivity analyses quantifying the extent to which unmeasured confounding of…

Methodology · Statistics 2017-10-10 Maya B. Mathur , Tyler J. VanderWeele

This research addresses the challenge of conducting interpretable causal inference between a binary treatment and its resulting outcome when not all confounders are known. Confounders are factors that have an influence on both the treatment…

Machine Learning · Computer Science 2023-10-24 Sohaib Kiani , Jared Barton , Jon Sushinsky , Lynda Heimbach , Bo Luo

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…

Methodology · Statistics 2018-06-20 Edward H. Kennedy

No unmeasured confounding is a common assumption when reasoning about counterfactual outcomes, but such an assumption may not be plausible in observational studies. Sensitivity analysis is often employed to assess the robustness of causal…

Methodology · Statistics 2025-08-20 Abhinandan Dalal , Eric J. Tchetgen Tchetgen

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

Methodology · Statistics 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…

Artificial Intelligence · Computer Science 2026-05-19 Yu Wang , Xiangchen Liu , Siguang Li

Omitted variable bias can affect treatment effect estimates obtained from observational data due to the lack of random assignment to treatment groups. Sensitivity analyses adjust these estimates to quantify the impact of potential omitted…

Methodology · Statistics 2010-11-10 Carrie A. Hosman , Ben B. Hansen , Paul W. Holland

Estimating treatment effects from observational data is challenging due to two main reasons: (a) hidden confounding, and (b) covariate mismatch (control and treatment groups not having identical distributions). Long lines of works exist…

Machine Learning · Computer Science 2025-04-30 Praharsh Nanavati , Ranjitha Prasad , Karthikeyan Shanmugam

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…

Machine Learning · Computer Science 2022-06-06 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Uncertainty quantification of causal effects is crucial for safety-critical applications such as personalized medicine. A powerful approach for this is conformal prediction, which has several practical benefits due to model-agnostic…

Machine Learning · Computer Science 2026-02-04 Maresa Schröder , Dennis Frauen , Jonas Schweisthal , Konstantin Heß , Valentyn Melnychuk , Stefan Feuerriegel

Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…

Methodology · Statistics 2018-01-11 Joseph Antonelli , Matthew Cefalu , Nathan Palmer , Denis Agniel

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

Propensity scores are commonly used to reduce the confounding bias in non-randomized observational studies for estimating the average treatment effect. An important assumption underlying this approach is that all confounders that are…

Methodology · Statistics 2022-08-02 Youfei Yu , Jiacong Du , Min Zhang , Zhenke Wu , Andrew M. Ryan , Bhramar Mukherjee

Studying causal effects of continuous treatments is important for gaining a deeper understanding of many interventions, policies, or medications, yet researchers are often left with observational studies for doing so. In the observational…

Methodology · Statistics 2023-06-16 Jared D. Huling , Noah Greifer , Guanhua Chen