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We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…

Econometrics · Economics 2024-06-26 Dmitry Arkhangelsky , Guido Imbens

Many clinical questions involve estimating the effects of multiple treatments using observational data. When using longitudinal data, the interest is often in the effect of treatment strategies that involve sustaining treatment over time.…

Methodology · Statistics 2024-05-03 Emily Granger , Gwyneth Davies , Ruth H. Keogh

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

Methodology · Statistics 2025-08-26 Ye Wang , Michael Jetsupphasuk

This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive…

Econometrics · Economics 2025-01-08 Gianluca Cubadda , Francesco Giancaterini , Stefano Grassi

Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…

Methodology · Statistics 2024-06-24 Yidong Zhou , Hans-Georg Müller

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Machine Learning · Computer Science 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

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

This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an…

Econometrics · Economics 2021-10-14 Yingjie Feng

Observational cohort data is an important source of information for understanding the causal effects of treatments on survival and the degree to which these effects are mediated through changes in disease-related risk factors. However,…

Methodology · Statistics 2026-05-20 Saurabh Bhandari , Michael J. Daniels , Juned Siddique

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

Methodology · Statistics 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Longitudinal study designs are indispensable for studying disease progression. Inferring covariate effects from longitudinal data, however, requires interpretable methods that can model complicated covariance structures and detect nonlinear…

Machine Learning · Statistics 2022-10-27 Juho Timonen , Henrik Mannerström , Aki Vehtari , Harri Lähdesmäki

Observational longitudinal data on treatments and covariates are increasingly used to investigate treatment effects, but are often subject to time-dependent confounding. Marginal structural models (MSMs), estimated using inverse probability…

Methodology · Statistics 2020-02-11 Ruth H. Keogh , Shaun R. Seaman , Jon Michael Gran , Stijn Vansteelandt

Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…

Methodology · Statistics 2022-05-31 Nicolas-Domenic Reiter , Andreas Gerhardus , Jakob Runge

Modern medical research demands specialized causal inference methods evaluating complex continuous-time dynamic treatment regimens using observational data. For instance, obtaining the causal effects of intravenous administration, a…

Methodology · Statistics 2026-04-02 Haiyan Zhu , Yingchun Zhou

Causal discovery has achieved substantial theoretical progress, yet its deployment in large-scale longitudinal systems remains limited. A key obstacle is that operational data are generated under institutional workflows whose induced…

Methodology · Statistics 2026-03-02 Tadahisa Okuda , Shohei Shimizu , Thong Pham , Tatsuyoshi Ikenoue , Shingo Fukuma

We study identifying and estimating the causal effect of a treatment variable on a long-term outcome using data from an observational and an experimental domain. The observational data are subject to unobserved confounding. Furthermore,…

Multivariate functional data arise in a wide range of applications. One fundamental task is to understand the causal relationships among these functional objects of interest, which has not yet been fully explored. In this article, we…

Methodology · Statistics 2022-10-25 Fangting Zhou , Kejun He , Kunbo Wang , Yanxun Xu , Yang Ni

Causal variable selection in time-varying treatment settings is challenging due to evolving confounding effects. Existing methods mainly focus on time-fixed exposures and are not directly applicable to time-varying scenarios. We propose a…

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