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We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…

Econometrics · Economics 2024-01-09 Jad Beyhum

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

We provide novel bounds on average treatment effects (on the treated) that are valid under an unconfoundedness assumption. Our bounds are designed to be robust in challenging situations, for example, when the conditioning variables take on…

Econometrics · Economics 2026-05-12 Sokbae Lee , Martin Weidner

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

Statistics Theory · Mathematics 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

The fundamental problem in treatment effect estimation from observational data is confounder identification and balancing. Most of the previous methods realized confounder balancing by treating all observed pre-treatment variables as…

Methodology · Statistics 2021-10-13 Anpeng Wu , Kun Kuang , Junkun Yuan , Bo Li , Runze Wu , Qiang Zhu , Yueting Zhuang , Fei Wu

Standard approaches in generalizability often focus on generalizing the intent-to-treat (ITT). However, in practice, a more policy-relevant quantity is the generalized impact of an intervention across compliers. While instrumental variable…

Methodology · Statistics 2025-06-03 Zhongren Chen , Melody Huang

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

Methodology · Statistics 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

Randomized clinical trials are considered the gold standard for informing treatment guidelines, but results may not generalize to real-world populations. Generalizability is hindered by distributional differences in baseline covariates and…

Methodology · Statistics 2025-06-03 Rachael K. Ross , Ivan Diaz , Amy J. Pitts , Elizabeth A. Stuart , Kara E. Rudolph

Single-parameter summaries of variable effects in regression settings are desirable for ease of interpretation. However (partially) linear models for example, which would deliver these, may fit poorly to the data. On the other hand, an…

Statistics Theory · Mathematics 2025-07-28 Harvey Klyne , Rajen D. Shah

When designing and evaluating an experiment or observational study, it is useful to have a realistic hypothesis regarding the average treatment effect. We present an approach to conceptualizing this average by first considering a…

Methodology · Statistics 2026-04-10 Andrew Gelman , Amy Krefman , Lauren Kennedy , Jessica Hullman

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Researchers are frequently interested in understanding the causal effect of treatment interventions. However, in some cases, the treatment of interest--readily available in a randomized controlled trial (RCT)--is either not directly…

Methodology · Statistics 2025-09-29 Lan Wen , Aaron L Sarvet

This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…

Econometrics · Economics 2024-12-20 Laurent Davezies , Xavier D'Haultfœuille , Louise Laage

We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

Methodology · Statistics 2026-04-14 Matteo Bonvini , Edward H. Kennedy

Identifying effects of actions (treatments) on outcome variables from observational data and causal assumptions is a fundamental problem in causal inference. This identification is made difficult by the presence of confounders which can be…

Methodology · Statistics 2012-03-19 Ilya Shpitser , Tyler VanderWeele , James M. Robins

When assessing causal effects, determining the target population to which the results are intended to generalize is a critical decision. Randomized and observational studies each have strengths and limitations for estimating causal effects…

Methodology · Statistics 2022-10-21 Irina Degtiar , Sherri Rose

We propose a general formulation for continuous treatment recommendation problems in settings with clinical survival data, which we call the Deep Survival Dose Response Function (DeepSDRF). That is, we consider the problem of learning the…

Machine Learning · Statistics 2023-09-27 Jie Zhu , Blanca Gallego

Unobserved effect modifiers can induce bias when generalizing causal effect estimates to target populations. In this work, we extend a sensitivity analysis framework assessing the robustness of study results to unobserved effect…

We investigate how to exploit structural similarities of an individual's potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is…

Machine Learning · Statistics 2021-10-26 Alicia Curth , Mihaela van der Schaar