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Additive noise models (ANMs) are an important setting studied in causal inference. Most of the existing works on ANMs assume causal sufficiency, i.e., there are no unobserved confounders. This paper focuses on confounded ANMs, where a set…

Methodology · Statistics 2024-07-16 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu

Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…

Methodology · Statistics 2023-11-07 Santiago Cortes-Gomez , Mateo Dulce , Carlos Patino , Bryan Wilder

Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…

Econometrics · Economics 2020-06-30 Florian Gunsilius

Large-scale population-level datasets, such as the UK Biobank and the All of Us Research Program, often lack covariates needed for a specific analysis, such as genetic or lifestyle measures, while related studies measure them. This creates…

Methodology · Statistics 2026-05-07 Huali Zhao , Tianying Wang

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

Econometrics · Economics 2024-12-18 Fu Ouyang , Thomas Tao Yang

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

Econometrics · Economics 2024-12-18 Fu Ouyang , Thomas T. Yang

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

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann

A conditional expectation function (CEF) can at best be partially identified when the conditioning variable is interval censored. When the number of bins is small, existing methods often yield minimally informative bounds. We propose three…

Econometrics · Economics 2018-03-01 Sam Asher , Paul Novosad , Charlie Rafkin

This paper provides partial identification of various binary choice models with misreported dependent variables. We propose two distinct approaches by exploiting different instrumental variables respectively. In the first approach, the…

Econometrics · Economics 2024-01-31 Orville Mondal , Rui Wang

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

Statistics Theory · Mathematics 2020-09-23 Kolyan Ray , Aad van der Vaart

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

Statistics Theory · Mathematics 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

We study the problem of conditional predictive inference on multiple outcomes missing at random (MAR) -- or equivalently, under covariate shift. While the weighted conformal prediction offers a tool for inference under covariate shift with…

Methodology · Statistics 2025-08-01 Yonghoon Lee , Edgar Dobriban , Eric Tchetgen Tchetgen

Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…

Methodology · Statistics 2025-09-19 Ting-Hsuan Chang , Zijian Guo , Daniel Malinsky

Causal inference of exact individual treatment outcomes in the presence of hidden confounders is rarely possible. Recent work has extended prediction intervals with finite-sample guarantees to partially identifiable causal outcomes, by…

Machine Learning · Computer Science 2023-11-02 Myrl G. Marmarelis , Greg Ver Steeg , Aram Galstyan , Fred Morstatter

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Machine Learning · Statistics 2020-07-14 Stefan T. Radev , Andreas Voss , Eva Marie Wieschen , Paul-Christian Bürkner

Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…

Methodology · Statistics 2022-01-24 Hua Yun Chen

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…

Methodology · Statistics 2023-08-01 Marco Zaffalon , Alessandro Antonucci , Rafael Cabañas , David Huber

This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatment effects, under multiway clustering. The causal function…

Econometrics · Economics 2024-09-11 Nan Liu , Yanbo Liu , Yuya Sasaki

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan