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For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

Methodology · Statistics 2013-03-26 Tao Liu , Joseph W. Hogan

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

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…

Methodology · Statistics 2023-08-01 Marco Zaffalon , Alessandro Antonucci , Rafael Cabañas , David Huber

Counterfactual inference aims to answer retrospective "what if" questions and thus belongs to the most fine-grained type of inference in Pearl's causality ladder. Existing methods for counterfactual inference with continuous outcomes aim at…

Machine Learning · Statistics 2024-01-12 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

The internal validity of observational study is often subject to debate. In this study, we define the counterfactuals as the unobserved sample and intend to quantify its relationship with the null hypothesis statistical testing (NHST). We…

Applications · Statistics 2019-06-21 Tenglong Li , Kenneth A. Frank

A common concern when a policymaker draws causal inferences from and makes decisions based on observational data is that the measured covariates are insufficiently rich to account for all sources of confounding, i.e., the standard no…

Methodology · Statistics 2023-10-25 Tao Shen , Yifan Cui

Decomposing a total causal effect into natural direct and indirect effects is central to revealing causal mechanisms. Conventional methods achieve the decomposition by specifying an outcome model as a linear function of the treatment, the…

Methodology · Statistics 2025-06-05 Guanglei Hong

In this article, we develop nonparametric inference methods for comparing survival data across two samples, which are beneficial for clinical trials of novel cancer therapies where long-term survival is a critical outcome. These therapies,…

Methodology · Statistics 2024-09-05 Yi-Cheng Tai , Weijing Wang , Martin T. Wells

Due to the unobservability of confoundings, there has been widespread concern about how to compute causality quantitatively. To address this challenge, proxy-based negative control approaches have been commonly adopted, where auxiliary…

Optimization and Control · Mathematics 2022-11-09 Zhiheng Zhang

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…

In causal inference, the Inverse Probability Weighting (IPW) estimator is commonly used to estimate causal effects for estimands within the class of Weighted Average Treatment Effect (WATE). When constructing confidence intervals (CIs),…

Methodology · Statistics 2023-12-14 Shunichiro Orihara

In observational research treatment effects, the average treatment effect (ATE) estimator may be biased if a confounding variable is misclassified. We discuss the impact of classification error in a dichotomous confounding variable in…

Methodology · Statistics 2019-12-13 Linda Nab , Rolf H. H. Groenwold , Maarten van Smeden , Ruth H. Keogh

The pseudo-observations approach has been gaining popularity as a method to estimate covariate effects on censored survival data. It is used regularly to estimate covariate effects on quantities such as survival probabilities, restricted…

Methodology · Statistics 2024-12-06 Yael Travis-Lumer , Micha Mandel , Rebecca A. Betensky

Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…

Case-control studies are designed towards studying associations between risk factors and a single, primary outcome. Information about additional, secondary outcomes is also collected, but association studies targeting such secondary…

Methodology · Statistics 2014-07-17 Tamar Sofer , Marilyn C. Cornelis , Peter Kraft , Eric J. Tchetgen Tchetgen

Inverse probability of treatment weighting (IPTW) is a popular propensity score (PS)-based approach to estimate causal effects in observational studies at risk of confounding bias. A major issue when estimating the PS is the presence of…

Retrospective causal questions ask what would have happened to an observed individual had they received a different treatment. We study the problem of estimating $\mu(x,y)=\mathbb{E}[Y(1)\mid X=x,Y(0)=y]$, the expected counterfactual…

Methodology · Statistics 2026-03-31 Juraj Bodik

Proximal causal inference was recently proposed as a framework to identify causal effects from observational data in the presence of hidden confounders for which proxies are available. In this paper, we extend the proximal causal inference…

Statistics Theory · Mathematics 2023-01-27 AmirEmad Ghassami , Alan Yang , Ilya Shpitser , Eric Tchetgen Tchetgen

Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…

Methodology · Statistics 2025-12-04 Jaeyoung Shin , Chi Hyun Lee , Sangwook Kang

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah
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