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Related papers: Doubly Robust Proximal Causal Learning for Continu…

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Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…

Methodology · Statistics 2025-04-21 Yikun Zhang , Yen-Chi Chen

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Econometrics · Economics 2025-01-28 Masahiro Kato

Unobserved confounding prevents standard covariate adjustment from identifying causal response functions in observational studies. Proxy causal learning addresses this problem through bridge equations involving treatment- and…

Machine Learning · Computer Science 2026-05-12 Bariscan Bozkurt , Alexandre Galashov , Dimitri Meunier , Zikai Shen , Arthur Gretton , Houssam Zenati

We study the problem of causal function estimation in the Proxy Causal Learning (PCL) framework, where confounders are not observed but proxies for the confounders are available. Two main approaches have been proposed: outcome bridge-based…

Machine Learning · Computer Science 2026-03-27 Bariscan Bozkurt , Houssam Zenati , Dimitri Meunier , Liyuan Xu , Arthur Gretton

We propose a doubly robust inference method for causal effects of continuous treatment variables, under unconfoundedness and with nonparametric or high-dimensional nuisance functions. Our double debiased machine learning (DML) estimators…

Econometrics · Economics 2023-10-02 Kyle Colangelo , Ying-Ying Lee

Estimating dynamic treatment effects is a crucial endeavor in causal inference, particularly when confronted with high-dimensional confounders. Doubly robust (DR) approaches have emerged as promising tools for estimating treatment effects…

Methodology · Statistics 2023-05-17 Jelena Bradic , Weijie Ji , Yuqian Zhang

Causal effect estimation under networked interference is an important but challenging problem. Available parametric methods are limited in their model space, while previous semiparametric methods, e.g., leveraging neural networks to fit…

Machine Learning · Computer Science 2025-02-27 Weilin Chen , Ruichu Cai , Zeqin Yang , Jie Qiao , Yuguang Yan , Zijian Li , Zhifeng Hao

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

Methodology · Statistics 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at a specific outcome…

Econometrics · Economics 2023-07-04 Yu-Chin Hsu , Martin Huber , Yu-Min Yen

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Causal learning is the key to obtaining stable predictions and answering \textit{what if} problems in decision-makings. In causal learning, it is central to seek methods to estimate the average treatment effect (ATE) from observational…

Machine Learning · Statistics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Qi Wu , Xing Yan

Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in…

Econometrics · Economics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Shumin Ma , Zhiri Yuan , Dongdong Wang , Zhixiang Huang

In many applications, researchers are interested in the direct and indirect causal effects of a treatment or exposure on an outcome of interest. Mediation analysis offers a rigorous framework for identifying and estimating these causal…

Statistics Theory · Mathematics 2024-10-08 Yizhen Xu , Numair Sani , AmirEmad Ghassami , Ilya Shpitser

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

Methodology · Statistics 2022-05-12 Chan Park , Hyunseung Kang

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee

Confounding bias is a key challenge in causal effect estimation from observational data. Double Machine Learning (DML) addresses this issue by estimating treatment and outcome nuisance functions, constructing treatment and outcome…

Machine Learning · Computer Science 2026-05-26 Guodu Xiang , Kui Yu , Yujie Wang , Richang Hong , Fuyuan Cao , Jiye Liang

We introduce the Strategic Doubly Robust (SDR) estimator, a novel framework that integrates strategic equilibrium modeling with doubly robust estimation for causal inference in strategic environments. SDR addresses endogenous treatment…

Machine Learning · Computer Science 2026-04-03 Sibo Xiao

Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that…

Econometrics · Economics 2026-04-17 Yukun Ma , Pedro H. C. Sant'Anna , Yuya Sasaki , Takuya Ura
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