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This article considers a linear model in a high dimensional data scenario. We propose a process which uses multiple loss functions both to select relevant predictors and to estimate parameters, and study its asymptotic properties. Variable…

Methodology · Statistics 2020-07-01 Guorong Dai , Ursula U. Müller

In this paper, we outline a principled approach to estimate an individualized treatment rule that is appropriate for data from observational studies where, in addition to treatment assignment not being independent of individual…

Methodology · Statistics 2019-06-05 Jeremy Roth , Noah Simon

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

Econometrics · Economics 2025-01-28 Bruno Ferman , Otávio Tecchio

A dynamic treatment regime is a sequence of decision rules in which each decision rule recommends treatment based on features of patient medical history such as past treatments and outcomes. Existing methods for estimating optimal dynamic…

Methodology · Statistics 2015-05-22 Kristin A. Linn , Eric B. Laber , Leonard A. Stefanski

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

This tutorial discusses methodology for causal inference using longitudinal modified treatment policies. This method facilitates the mathematical formalization, identification, and estimation of many novel parameters, and mathematically…

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

In the causal adjustment setting, variable selection techniques based on one of either the outcome or treatment allocation model can result in the omission of confounders, which leads to bias, or the inclusion of spurious variables, which…

Methodology · Statistics 2015-11-30 Ashkan Ertefaie , Masoud Asgharian , David Stephens

We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…

Econometrics · Economics 2022-05-06 Alexander Kreiß , Christoph Rothe

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

Econometrics · Economics 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco

Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…

Methodology · Statistics 2022-01-25 Wenfu Xu , Zhiqiang Tan

Recent advances in dynamic treatment regimes (DTRs) facilitate the search for optimal treatments, which are tailored to individuals' specific needs and able to maximize their expected clinical benefits. However, existing algorithms relying…

Machine Learning · Statistics 2024-10-18 Hanwen Ye , Wenzhuo Zhou , Ruoqing Zhu , Annie Qu

Multistage sequential decision-making scenarios are commonly seen in the healthcare diagnosis process. In this paper, an active learning-based method is developed to actively collect only the necessary patient data in a sequential manner.…

Machine Learning · Statistics 2022-01-14 Hongzhen Tian , Reuven Zev Cohen , Chuck Zhang , Yajun Mei

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Many problems within personalized medicine and digital health rely on the analysis of continuous-time functional biomarkers and other complex data structures emerging from high-resolution patient monitoring. In this context, this work…

Machine Learning · Statistics 2025-01-14 Marcos Matabuena

Propensity scores are commonly used to reduce the confounding bias in non-randomized observational studies for estimating the average treatment effect. An important assumption underlying this approach is that all confounders that are…

Methodology · Statistics 2022-08-02 Youfei Yu , Jiacong Du , Min Zhang , Zhenke Wu , Andrew M. Ryan , Bhramar Mukherjee

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

This paper studies policy learning for continuous treatments from observational data. Continuous treatments present more significant challenges than discrete ones because population welfare may need nonparametric estimation, and policy…

Econometrics · Economics 2025-12-02 Chunrong Ai , Yue Fang , Haitian Xie

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

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