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Financial event studies, ubiquitous in finance research, typically use linear factor models with known factors to estimate abnormal returns and identify causal effects of information events. This paper demonstrates that when factor models…

Econometrics · Economics 2025-11-20 Paul Goldsmith-Pinkham , Tianshu Lyu

Post-treatment confounding is a common problem in causal inference, including special cases of noncompliance, truncation by death, surrogate endpoint, etc. Principal stratification (Frangakis and Rubin 2002) is a general framework for…

Computation · Statistics 2023-04-07 Bo Liu , Fan Li

OBJECTIVE: To propose time-to-event estimators that help evaluate incident diagnostic coding and possible upcoding in Medicare as well as introduce an open-source software package that enables more reproducible methods development relevant…

Applications · Statistics 2026-05-21 Oana M. Enache , Sherri Rose

Estimating causal effects with propensity scores relies upon the availability of treated and untreated units observed at each value of the estimated propensity score. In settings with strong confounding, limited so-called "overlap" in…

Methodology · Statistics 2017-10-25 Corwin M Zigler , Matthew Cefalu

Research in psychology generates interesting data sets and unique statistical modelling tasks. However, these tasks, while important, are often very specific, so appropriate statistical models and methods cannot be found in accessible…

Applications · Statistics 2019-07-04 Jure Demšar , Grega Repovš , Erik Štrumbelj

Observational studies of recurrent event rates are common in biomedical statistics. Broadly, the goal is to estimate differences in event rates under two treatments within a defined target population over a specified followup window.…

Methodology · Statistics 2024-11-13 Arman Oganisian , Anthony Girard , Jon A. Steingrimsson , Patience Moyo

Causal inference can be formalized as Bayesian inference that combines a prior distribution over causal models and likelihoods that account for both observations and interventions. We show that it is possible to implement this approach…

Artificial Intelligence · Computer Science 2019-11-01 Sam Witty , Alexander Lew , David Jensen , Vikash Mansinghka

Health policy decisions are often informed by estimates of long-term survival based primarily on short-term data. A range of methods are available to include longer-term information, but there has previously been no comprehensive and…

Methodology · Statistics 2025-05-05 Christopher Jackson

We present a bayesassurance R package that computes the Bayesian assurance under various settings characterized by different assumptions and objectives. The package offers a constructive set of simulation-based functions suitable for…

Methodology · Statistics 2022-03-30 Jane Pan , Sudipto Banerjee

Deep learning (DL) has recently drawn much attention in image analysis, natural language process, and high-dimensional medical data analysis. Under the causal direct acyclic graph (DAG) interpretation, the input variables without incoming…

Applications · Statistics 2022-03-22 Jong-Hyeon Jeong , Yichen Jia

Causal inference has recently gained notable attention across various fields like biology, healthcare, and environmental science, especially within explainable artificial intelligence (xAI) systems, for uncovering the causal relationships…

Machine Learning · Computer Science 2025-01-13 Xiaofeng Xiao , Khawlah Alharbi , Pengyu Zhang , Hantang Qin , Xubo Yue

An essential goal of program evaluation and scientific research is the investigation of causal mechanisms. Over the past several decades, causal mediation analysis has been used in medical and social sciences to decompose the treatment…

Methodology · Statistics 2016-01-15 K. C. G. Chan , K. Imai , S. C. P. Yam , Z. Zhang

Analysts often use data-driven approaches to supplement their substantive knowledge when selecting covariates for causal effect estimation. Multiple variable selection procedures tailored for causal effect estimation have been devised in…

Methodology · Statistics 2020-03-27 Denis Talbot , Claudia Beaudoin

Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…

Methodology · Statistics 2025-07-01 Satarupa Bhattacharjee , Bing Li , Xiao Wu , Lingzhou Xue

Randomised field experiments, such as A/B testing, have long been the gold standard for evaluating the value that new software brings to customers. However, running randomised field experiments is not always desired, possible or even…

Software Engineering · Computer Science 2022-07-04 Yuchu Liu , David Issa Mattos , Jan Bosch , Helena Holmström Olsson , Jonn Lantz

Causal inference and the estimation of causal effects plays a central role in decision-making across many areas, including healthcare and economics. Estimating causal effects typically requires an estimator that is tailored to each problem…

Causal effect estimation from observational data is fundamental across various applications. However, selecting an appropriate estimator from dozens of specialized methods demands substantial manual effort and domain expertise. We present…

Machine Learning · Computer Science 2025-10-29 Vahid Balazadeh , Hamidreza Kamkari , Valentin Thomas , Benson Li , Junwei Ma , Jesse C. Cresswell , Rahul G. Krishnan

We develop a Bayesian nonparametric (BNP) approach to evaluate the causal effect of treatment in a randomized trial where a nonterminal event may be censored by a terminal event, but not vice versa (i.e., semi-competing risks). Based on the…

Methodology · Statistics 2019-07-23 Yanxun Xu , Daniel Scharfstein , Peter Müller , Michael Daniels

This paper introduces an R package SensIAT that implements a sensitivity analysis methodology, based on augmented inverse intensity weighting, for randomized trials with irregular and potentially informative assessment times. Targets of…

Estimating treatment effects (TE) from observational data is a critical yet complex task in many fields, from healthcare and economics to public policy. While recent advances in machine learning and causal inference have produced powerful…

Machine Learning · Computer Science 2025-08-15 Jeroen Berrevoets , Julianna Piskorz , Robert Davis , Harry Amad , Jim Weatherall , Mihaela van der Schaar