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In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…

Methodology · Statistics 2023-05-05 Shenbo Xu , Bang Zheng , Bowen Su , Stan Finkelstein , Roy Welsch , Kenney Ng , Ioanna Tzoulaki , Zach Shahn

After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…

Methodology · Statistics 2020-07-07 Oliver Dukes , Vahe Avagyan , Stijn Vansteelandt

Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

Econometrics · Economics 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

We study nonparametric inference for the causal dose-response (or treatment effect) curve when the treatment variable is continuous rather than binary or discrete. We do this by developing doubly robust confidence intervals for the…

Methodology · Statistics 2025-08-13 Charles R. Doss

We consider assessing causal mediation in the presence of a post-treatment event (examples include noncompliance, a clinical event, or death). We identify natural mediation effects for the entire study population and for each principal…

Methodology · Statistics 2024-09-13 Chao Cheng , Fan Li

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

Applications · Statistics 2021-12-28 Denise Rava , Ronghui Xu

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…

Methodology · Statistics 2025-04-21 Yikun Zhang , Yen-Chi Chen

Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…

Methodology · Statistics 2025-07-01 Satarupa Bhattacharjee , Bing Li , Xiao Wu , Lingzhou Xue

Due to label scarcity and covariate shift happening frequently in real-world studies, transfer learning has become an essential technique to train models generalizable to some target populations using existing labeled source data. Most…

Methodology · Statistics 2022-11-09 Doudou Zhou , Molei Liu , Mengyan Li , Tianxi Cai

Continuous treatments (e.g., doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We…

Methodology · Statistics 2017-04-21 Edward H. Kennedy , Zongming Ma , Matthew D. McHugh , Dylan S. Small

Estimators of doubly robust functionals typically rely on estimating two complex nuisance functions, such as the propensity score and conditional outcome mean for the average treatment effect functional. We consider the problem of how to…

Statistics Theory · Mathematics 2026-03-10 Sean McGrath , Rajarshi Mukherjee

Semiparametric efficient estimation of various multi-valued causal effects, including quantile treatment effects, is important in economic, biomedical, and other social sciences. Under the unconfoundedness condition, adjustment for…

Methodology · Statistics 2023-11-20 Xiaohong Chen , Ying Liu , Shujie Ma , Zheng Zhang

We propose a doubly robust estimator for the average treatment effect in high dimensional low sample size observational studies, where contamination and model misspecification pose serious inferential challenges. The estimator combines…

Methodology · Statistics 2025-11-04 Byeonghee Lee , Sangwook Kang , Ju-Hyun Park , Saebom Jeon , Joonsung Kang

To estimate the dynamic effects of an absorbing treatment, researchers often use two-way fixed effects regressions that include leads and lags of the treatment. We show that in settings with variation in treatment timing across units, the…

Econometrics · Economics 2020-09-24 Liyang Sun , Sarah Abraham

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

Methodology · Statistics 2017-02-16 Thai Pham

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

Doubly robust estimators (DRE) are widely used in causal inference because they yield consistent estimators of average causal effect when at least one of the nuisance models, the propensity for treatment (exposure) or the outcome…

Methodology · Statistics 2025-11-25 Hao Wu , Lucy Shao , Toni Gui , Tsungchin Wu , Zhuochao Huang , Shengjia Tu , Xin Tu , Jinyuan Liu , Tuo Lin

Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…

Methodology · Statistics 2025-01-08 Oliver Dukes , Stijn Vansteelandt , David Whitney

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains.…

Machine Learning · Computer Science 2026-05-27 Nikita Dhawan , Arnav Paruthi , Andrew Kim , Lovedeep Gondara , Jekaterina Novikova , Chris J. Maddison