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Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental…

Machine Learning · Computer Science 2023-12-13 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Wentao Gao , Thuc Duy Le

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior…

Statistics Theory · Mathematics 2024-05-07 Zhenghao Zeng , Sivaraman Balakrishnan , Yanjun Han , Edward H. Kennedy

We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…

Machine Learning · Statistics 2021-02-03 Robert E. McCulloch , Rodney A. Sparapani , Brent R. Logan , Purushottam W. Laud

When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…

Applications · Statistics 2013-05-27 Kosuke Imai , Marc Ratkovic

Instrumental variable methods are widely used in medical and social science research to draw causal conclusions when the treatment and outcome are confounded by unmeasured confounding variables. One important feature of such studies is that…

Methodology · Statistics 2021-05-25 Bo Zhang , Siyu Heng , Emily J. MacKay , Ting Ye

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

Machine Learning · Statistics 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

One obstacle to ``elevating" correlation to causation is the phenomenon of confounding, i.e., when a correlation between two variables exists because both variables are in fact caused by a third variable. The situation where the confounders…

Applications · Statistics 2025-06-24 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

Causal inference is difficult in the presence of unobserved confounders. We introduce the instrumented common confounding (ICC) approach to (nonparametrically) identify causal effects with instruments, which are exogenous only conditional…

Econometrics · Economics 2022-09-20 Christian Tien

Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this…

Methodology · Statistics 2026-03-02 Gregor Steiner , Mark Steel

In observational studies, the causal effect of a treatment may be confounded with variables that are related to both the treatment and the outcome of interest. In order to identify a causal effect, such studies often rely on the…

Methodology · Statistics 2017-10-17 Emma Persson , Jenny Häggström , Ingeborg Waernbaum , Xavier de Luna

Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the presence of unobservable confounders. Within the nonparametric setting (NPIV), recent methods have been based on nonlinear generalizations of…

Machine Learning · Statistics 2024-12-24 Yuri Fonseca , Caio Peixoto , Yuri Saporito

We study causal inference in randomized experiments (or quasi-experiments) following a $2\times 2$ factorial design. There are two treatments, denoted $A$ and $B$, and units are randomly assigned to one of four categories: treatment $A$…

Econometrics · Economics 2024-12-12 Mate Kormos , Robert P. Lieli , Martin Huber

Causal inference methods are widely applied in various decision-making domains such as precision medicine, optimal policy and economics. Central to causal inference is the treatment effect estimation of intervention strategies, such as…

Artificial Intelligence · Computer Science 2021-05-31 Tri Dung Duong , Qian Li , Guandong Xu

It has recently become popular to define treatment effects for subsets of the target population characterized by variables not observable at the time a treatment decision is made. Characterizing and estimating such treatment effects is…

Statistics Theory · Mathematics 2007-08-30 Marshall M. Joffe , Dylan Small , Chi-Yuan Hsu

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

Econometrics · Economics 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

Methodology · Statistics 2019-02-20 Jason Abrevaya , Haiqing Xu

The primary analysis of randomized screening trials for cancer typically adheres to the intention-to-screen principle, measuring cancer-specific mortality reductions between screening and control arms. These mortality reductions result from…

Methodology · Statistics 2021-07-30 Sudipta Saha , Zhihui Liu , Olli Saarela

In settings where Machine Learning (ML) algorithms automate or inform consequential decisions about people, individual decision subjects are often incentivized to strategically modify their observable attributes to receive more favorable…

Machine Learning · Computer Science 2022-06-10 Keegan Harris , Daniel Ngo , Logan Stapleton , Hoda Heidari , Zhiwei Steven Wu

In causal inference, encouragement designs (EDs) are widely used to analyze causal effects, when randomized controlled trials (RCTs) are impractical or compliance to treatment cannot be perfectly enforced. Unlike RCTs, which directly…

Machine Learning · Computer Science 2024-12-20 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Xiangwei Chen , Zexu Sun , Fei Wu , Kun Zhang

There has been considerable recent interest in estimating heterogeneous causal effects. In this paper, we study conditional average partial causal effects (CAPCE) to reveal the heterogeneity of causal effects with continuous treatment. We…

Machine Learning · Computer Science 2024-06-03 Yuta Kawakami , Manabu Kuroki , Jin Tian
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