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Background: Policy evaluation studies that assess how state-level policies affect health-related outcomes are foundational to health and social policy research. The relative ability of newer analytic methods to address confounding, a key…

This paper addresses the challenges of giving a causal interpretation to vector autoregressions (VARs). I show that under independence assumptions VARs can identify average treatment effects, average causal responses, or a mix of the two,…

Econometrics · Economics 2025-10-29 Raimondo Pala

Introduction: Methods now exist to detect residual confounding. One requires an "indicator" with two key properties: conditional independence of the outcome (given exposure and measured covariates) absent confounding and other model…

Methodology · Statistics 2015-10-26 W. Dana Flanders , Matthew J. Strickland , Mitchel Klein

Omitted variables are one of the most important threats to the identification of causal effects. Several widely used methods assess the impact of omitted variables on empirical conclusions by comparing measures of selection on observables…

Econometrics · Economics 2026-02-05 Paul Diegert , Matthew A. Masten , Alexandre Poirier

Counterfactuals have become a popular technique nowadays for interacting with black-box machine learning models and understanding how to change a particular instance to obtain a desired outcome from the model. However, most existing…

Machine Learning · Computer Science 2021-09-29 Philip Naumann , Eirini Ntoutsi

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna

We generalize the low-rank decomposition problem, such as principal and independent component analysis (PCA, ICA) for continuous-time vector-valued signals and provide a model-agnostic implicit neural signal representation framework to…

Machine Learning · Computer Science 2025-07-15 Shayan K. Azmoodeh , Krishna Subramani , Paris Smaragdis

Synthetic Control Methods (SCMs) have become a fundamental tool for comparative case studies. The core idea behind SCMs is to estimate treatment effects by predicting counterfactual outcomes for a treated unit using a weighted combination…

Econometrics · Economics 2025-11-10 Masahiro Kato , Akari Ohda

Observational studies are the primary source of data for causal inference, but it is challenging when existing unmeasured confounding. Missing data problems are also common in observational studies. How to obtain the causal effects from the…

Methodology · Statistics 2023-05-15 Renzhong Zheng

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

Econometrics · Economics 2025-11-11 Onil Boussim

The challenge of balancing fairness and predictive accuracy in machine learning models, especially when sensitive attributes such as race, gender, or age are considered, has motivated substantial research in recent years. Counterfactual…

Machine Learning · Computer Science 2025-02-21 Bowei Tian , Ziyao Wang , Shwai He , Wanghao Ye , Guoheng Sun , Yucong Dai , Yongkai Wu , Ang Li

Estimating an individual's potential response to interventions from observational data is of high practical relevance for many domains, such as healthcare, public policy or economics. In this setting, it is often the case that combinations…

Machine Learning · Computer Science 2021-03-23 Sonali Parbhoo , Stefan Bauer , Patrick Schwab

Synthetic control methods often rely on matching pre-treatment characteristics (called predictors) of the treated unit. The choice of predictors and how they are weighted plays a key role in the performance and interpretability of synthetic…

Methodology · Statistics 2023-01-02 Jaume Vives-i-Bastida

Causal mediation analysis has historically been limited in two important ways: (i) a focus has traditionally been placed on binary treatments and static interventions, and (ii) direct and indirect effect decompositions have been pursued…

Methodology · Statistics 2022-01-13 Nima S. Hejazi , Kara E. Rudolph , Mark J. van der Laan , Iván Díaz

Causal inference from observational data often relies on the assumption of no unmeasured confounding, an assumption frequently violated in practice due to unobserved or poorly measured covariates. Proximal causal inference (PCI) offers a…

Methodology · Statistics 2025-07-02 Myeonghun Yu , Xu Shi , Eric J. Tchetgen Tchetgen

Latent class analysis (LCA) is a useful tool to investigate the heterogeneity of a disease population with time-to-event data. We propose a new method based on non-parametric maximum likelihood estimator (NPMLE), which facilitates…

Methodology · Statistics 2022-02-03 Teng Fei , John Hanfelt , Limin Peng

Causal decomposition analysis aims to assess the effect of modifying risk factors on reducing social disparities in outcomes. Recently, this analysis has incorporated individual characteristics when modifying risk factors by utilizing…

Machine Learning · Statistics 2025-09-16 Soojin Park , Suyeon Kang , Chioun Lee

One of the most common ways researchers compare survival outcomes across treatments when confounding is present is using Cox regression. This model is limited by its underlying assumption of proportional hazards; in some cases, substantial…

Applications · Statistics 2021-02-02 Elizabeth A. Handorf , Marc Smaldone , Sujana Movva , Nandita Mitra

This paper discusses endogenous treatment models with duration outcomes, competing risks and random right censoring. The endogeneity issue is solved using a discrete instrumental variable. We show that the competing risks model generates a…

Methodology · Statistics 2021-05-04 Jad Beyhum , Jean-Pierre Florens , Ingrid Van Keilegom

Medical professionals evaluating alternative treatment plans for a patient often encounter time varying confounders, or covariates that affect both the future treatment assignment and the patient outcome. The recently proposed…

Machine Learning · Computer Science 2022-01-21 Garima Gupta , Lovekesh Vig , Gautam Shroff
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