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In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

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

To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…

Statistics Theory · Mathematics 2024-01-24 Lukang Huang , Wei Huang , Oliver Linton , Zheng Zhang

When designing a randomized experiment, one way to ensure treatment and control groups exhibit similar covariate distributions is to randomize treatment until some prespecified level of covariate balance is satisfied; this strategy is known…

Methodology · Statistics 2025-06-05 Kyle Schindl , Zach Branson

When estimating causal effects using observational data, it is desirable to replicate a randomized experiment as closely as possible by obtaining treated and control groups with similar covariate distributions. This goal can often be…

Methodology · Statistics 2010-10-28 Elizabeth A. Stuart

The weighted controlled direct effect (WCDE) generalizes the standard controlled direct effect (CDE) by averaging over the mediator distribution, providing a robust estimate when treatment effects vary across mediator levels. This makes the…

Methodology · Statistics 2026-02-09 Ruiyang Lin , Yongyi Guo , Kyra Gan

Several recently developed methods have the potential to harness machine learning in the pursuit of target quantities inspired by causal inference, including inverse weighting, doubly robust estimating equations and substitution estimators…

Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification…

Methodology · Statistics 2025-10-15 Clara Bicalho , Adam Bouyamourn , Thad Dunning

Randomized controlled trials (RCTs) face inherent limitations, such as ethical or resource constraints, which lead to a limited number of study participants. To address these limitations, recent research endeavors have sought to incorporate…

Methodology · Statistics 2025-02-20 Peijin Wang , Hwanhee Hong , Kyungeun Jeon , Laine Elliott Thomas

Over the past few decades, statistical methods for causal inference have made impressive strides, enabling progress across a range of scientific fields. However, much of this methodological development has been confined to individual…

Methodology · Statistics 2025-09-30 Wenqi Shi , José R. Zubizarreta

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

Methodology · Statistics 2018-01-03 Michael J Lopez , Roee Gutman

In observational studies of treatment effects, matched samples are created so treated and control groups are similar in terms of observable covariates. Traditionally such matched samples consist of matched pairs. If a pair match fails to…

Methodology · Statistics 2014-10-22 Luke Keele , Sam Pimentel , Frank Yoon

Feature selection is an important but challenging task in causal inference for obtaining unbiased estimates of causal quantities. Properly selected features in causal inference not only significantly reduce the time required to implement a…

Methodology · Statistics 2025-02-04 Tianyu Yang , Md. Noor-E-Alam

This paper presents a weighted optimization framework that unifies the binary,multi-valued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the…

Econometrics · Economics 2018-08-20 Chunrong Ai , Oliver Linton , Kaiji Motegi , Zheng Zhang

Estimating causal effects is particularly challenging when outcomes arise in complex, non-Euclidean spaces, where conventional methods often fail to capture meaningful structural variation. We develop a framework for topological causal…

Methodology · Statistics 2026-03-04 Kwangho Kim , Hajin Lee

In a clustered observational study, a treatment is assigned to groups and all units within the group are exposed to the treatment. We develop a new method for statistical adjustment in clustered observational studies using approximate…

Methodology · Statistics 2023-03-06 Luke Keele , Eli Ben-Michael , Lindsay Page

Analyses of causal mediation often involve exposure-induced confounders or, relatedly, multiple mediators. In such applications, researchers aim to estimate a variety of different quantities, including interventional direct and indirect…

Methodology · Statistics 2025-06-18 Jesse Zhou , Geoffrey T. Wodtke

We discuss a weighted estimation of correlation and covariance matrices from historical financial data. To this end, we introduce a weighting scheme that accounts for similarity of previous market conditions to the present one. The…

Statistical Finance · Quantitative Finance 2010-07-01 Michael C. Münnix , Rudi Schäfer , Oliver Grothe
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