Related papers: Causal Panel Analysis under Parallel Trends: Lesso…
While significant progress has been made in heterogeneous treatment effect (HTE) estimation, the evaluation of HTE estimators remains underdeveloped. In this article, we propose a robust evaluation framework based on relative error, which…
Causal inference methods are widely applied in the fields of medicine, policy, and economics. Central to these applications is the estimation of treatment effects to make decisions. Current methods make binary yes-or-no decisions based on…
Inferring the causal direction between two variables from their observation data is one of the most fundamental and challenging topics in data science. A causal direction inference algorithm maps the observation data into a binary value…
This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…
In the new era of personalization, learning the heterogeneous treatment effect (HTE) becomes an inevitable trend with numerous applications. Yet, most existing HTE estimation methods focus on independently and identically distributed…
Uplift modeling and Heterogeneous Treatment Effect (HTE) estimation aim at predicting the causal effect of an action, such as a medical treatment or a marketing campaign on a specific individual. In this paper, we focus on data from…
Causal inference problems have remained an important research topic over the past several decades due to their general applicability in assessing a treatment effect in many different real-world settings. In this paper, we propose two…
Purpose: The Targeted Learning roadmap provides a systematic guide for generating and evaluating real-world evidence (RWE). From a regulatory perspective, RWE arises from diverse sources such as randomized controlled trials that make use of…
Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…
Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments…
We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…
We introduce causal inference reasoning to cross-over trials, with a focus on Thorough QT (TQT) studies. For such trials, we propose different sets of assumptions and consider their impact on the modelling strategy and estimation procedure.…
Background: Pairwise and network meta-analyses using fixed effect and random effects models are commonly applied to synthesise evidence from randomised controlled trials. The models differ in their assumptions and the interpretation of the…
In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…
Economists often estimate continuous treatment effects in panel data using linear two-way fixed effects models (TWFE). When the treatment-outcome relationship is nonlinear, TWFE is misspecifed and potentially biased for the average partial…
We study the assessment of the accuracy of heterogeneous treatment effect (HTE) estimation, where the HTE is not directly observable so standard computation of prediction errors is not applicable. To tackle the difficulty, we propose an…
We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…
Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…
We regularly consider answering counterfactual questions in practice, such as "Would people with diabetes take a turn for the better had they choose another medication?". Observational studies are growing in significance in answering such…
The past 20 years have brought fundamental advances in modeling unobserved heterogeneity in panel data. Interactive Fixed Effects (IFE) proved to be a foundational framework, generalizing the standard one-way and two-way fixed effects…