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With the widespread application of causal inference, it is increasingly important to have tools which can test for the presence of causal effects in a diverse array of circumstances. In this vein we focus on the problem of testing for…

Machine Learning · Statistics 2023-11-08 Jake Fawkes , Robert Hu , Robin J. Evans , Dino Sejdinovic

The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for…

Methodology · Statistics 2023-11-02 Diego Martinez-Taboada , Aaditya Ramdas , Edward H. Kennedy

Missing data and confounding are two problems researchers face in observational studies for comparative effectiveness. Williamson et al. (2012) recently proposed a unified approach to handle both issues concurrently using a multiply-robust…

Methodology · Statistics 2020-07-22 Katherine Evans , Isabel Fulcher , Eric J. Tchetgen Tchetgen

This paper develops methods for uncertainty quantification in causal inference settings with random network interference. We study the large-sample distributional properties of the classical difference-in-means Hajek treatment effect…

Methodology · Statistics 2025-11-11 Matias D. Cattaneo , Yihan He , Ruiqi Rae Yu

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

Methodology · Statistics 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , 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

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

Methodology · Statistics 2024-08-21 Jing Li

To infer the treatment effect for a single treated unit using panel data, synthetic control methods construct a linear combination of control units' outcomes that mimics the treated unit's pre-treatment outcome trajectory. This linear…

Methodology · Statistics 2024-05-07 Hongxiang Qiu , Xu Shi , Wang Miao , Edgar Dobriban , Eric Tchetgen Tchetgen

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

In this paper, we introduce an innovative testing procedure for assessing individual hypotheses in high-dimensional linear regression models with measurement errors. This method remains robust even when either the X-model or Y-model is…

Methodology · Statistics 2025-01-14 Shijie Cui , Xu Guo , Songshan Yang , Zhe Zhang

Interference occurs when the treatment (or exposure) of one individual affects the outcomes of others. In some settings it may be reasonable to assume individuals can be partitioned into clusters such that there is no interference between…

Methodology · Statistics 2018-06-21 Lan Liu , Michael G. Hudgens , Bradley Saul , John D. Clemens , Mohammad Ali , Michael E. Emch

We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…

Methodology · Statistics 2019-06-11 Karla DiazOrdaz , Rhian Daniel , Noemi Kreif

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

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

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

Doubly robust (DR) estimation is a crucial technique in causal inference and missing data problems. We propose a novel Propensity score Augmentved Doubly robust (PAD) estimator to enhance the commonly used DR estimator for average treatment…

Methodology · Statistics 2023-04-18 Liangbo Lyu , Molei Liu

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna

This paper investigates the problem of making inference about a parametric model for the regression of an outcome variable $Y$ on covariates $(V,L)$ when data are fused from two separate sources, one which contains information only on $(V,…

Methodology · Statistics 2020-12-15 Katherine Evans , BaoLuo Sun , James Robins , Eric J. Tchetgen Tchetgen

In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for…

Methodology · Statistics 2017-11-27 Sokbae Lee , Ryo Okui , Yoon-Jae Whang