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This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber

Penalized regression models such as the Lasso have proved useful for variable selection in many fields - especially for situations with high-dimensional data where the numbers of predictors far exceeds the number of observations. These…

Methodology · Statistics 2014-03-19 Kasper Brink-Jensen , Claus Thorn Ekstrøm

This paper proposes new nonparametric diagnostic tools to assess the asymptotic validity of different treatment effects estimators that rely on the correct specification of the propensity score. We derive a particular restriction relating…

Methodology · Statistics 2019-02-11 Pedro H. C. Sant'Anna , Xiaojun Song

Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing…

Methodology · Statistics 2020-02-26 Imke Mayer , Julie Josse , Félix Raimundo , Jean-Philippe Vert

We provide guidance on multiple imputation of missing at random treatments in observational studies. Specifically, analysts should account for both covariates and outcomes, i.e., not just use propensity scores, when imputing the missing…

Methodology · Statistics 2025-01-23 Joseph Feldman , Jerome P. Reiter

Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by…

Machine Learning · Computer Science 2023-12-06 Yash Chandak , Shiv Shankar , Vasilis Syrgkanis , Emma Brunskill

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

In this paper, we propose a novel variable selection approach in the framework of multivariate linear models taking into account the dependence that may exist between the responses. It consists in estimating beforehand the covariance matrix…

Statistics Theory · Mathematics 2017-07-14 Marie Perrot-Dockès , Céline Lévy-Leduc , Laure Sansonnet , Julien Chiquet

In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatment weighting, or both. The latter approaches, which are…

Methodology · Statistics 2017-01-17 Olli Saarela , Léo R. Belzile , David A. Stephens

We consider covariate adjusted regression (CAR), a regression method for situations where predictors and response are observed after being distorted by a multiplicative factor. The distorting factors are unknown functions of an observable…

Statistics Theory · Mathematics 2016-08-16 Damla Şentürk , Hans-Georg Müller

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…

Methodology · Statistics 2019-05-03 Sanjay Chaudhuri , Mark S. Handcock

Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…

Methodology · Statistics 2026-03-09 Takamichi Baba , Yoshiyuki Ninomiya

Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…

Statistics Theory · Mathematics 2022-07-08 Wei Ma , Yichen Qin , Yang Li , Feifang Hu

Adjusting for covariates is a well established method to estimate the total causal effect of an exposure variable on an outcome of interest. Depending on the causal structure of the mechanism under study there may be different adjustment…

Statistics Theory · Mathematics 2021-04-27 Jack Kuipers , Giusi Moffa

Propensity score methods were proposed by Rosenbaum and Rubin [Biometrika 70 (1983) 41--55] as central tools to help assess the causal effects of interventions. Since their introduction more than two decades ago, they have found wide…

Statistics Theory · Mathematics 2007-06-13 Donald B. Rubin , Richard P. Waterman

In randomized clinical trials, adjusting for baseline covariates can improve credibility and efficiency for demonstrating and quantifying treatment effects. This article studies the augmented inverse propensity weighted (AIPW) estimator,…

Methodology · Statistics 2024-03-27 Marlena S. Bannick , Jun Shao , Jingyi Liu , Yu Du , Yanyao Yi , Ting Ye

Distinguishing causal connections from correlations is important in many scenarios. However, the presence of unobserved variables, such as the latent confounder, can introduce bias in conditional independence testing commonly employed in…

Methodology · Statistics 2024-05-03 Mingzhou Liu , Xinwei Sun , Yu Qiao , Yizhou Wang

Nowadays, in many scientific and industrial fields there is an increasing need for estimating treatment effects and answering causal questions. The key for addressing these problems is the wealth of observational data and the processes for…

Machine Learning · Statistics 2022-05-24 Niki Kiriakidou , Christos Diou

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

Methodology · Statistics 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork
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