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The problem of regression extrapolation, or out-of-distribution generalization, arises when predictions are required at test points outside the range of the training data. In such cases, the non-parametric guarantees for regression methods…
The ICH E9(R1) Addendum (International Council for Harmonization 2019) suggests treatment-policy as one of several strategies for addressing intercurrent events such as treatment withdrawal when defining an estimand. This strategy requires…
Estimating an individual's potential outcomes under counterfactual treatments is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, impulse…
When choosing estimands and estimators in randomized clinical trials, caution is warranted as intercurrent events, such as - due to patients who switch treatment after disease progression, are often extreme. Statistical analyses may then…
We propose a sensitivity analysis for Synthetic Control (SC) treatment effect estimates to interrogate the assumption that the SC method is well-specified, namely that choosing weights to minimize pre-treatment prediction error yields…
The regression discontinuity (RD) design is a quasi-experimental design that estimates the causal effects of a treatment by exploiting naturally occurring treatment rules. It can be applied in any context where a particular treatment or…
Two broad positions within statistics define a treatment effect, on the one hand, as a parameter of a statistical model, and on the other, as an appropriate population-level difference in outcomes or counterfactual outcomes under the…
The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…
Counterfactuals are central in causal human reasoning and the scientific discovery process. The uplift, also called conditional average treatment effect, measures the causal effect of some action, or treatment, on the outcome of an…
Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…
We consider causal inference in dynamic settings where treatment is assigned by thresholding a state variable that can change over time. There is a large literature on regression-discontinuity methods building on the fact that, in the…
This article introduces Regression Discontinuity Design (RDD) with Distribution-Valued Outcomes (R3D), extending the standard RDD framework to settings where the outcome is a distribution rather than a scalar. Such settings arise when…
Recent literature proposes combining short-term experimental and long-term observational data to provide alternatives to conventional observational studies for the identification of long-term average treatment effects (LTEs). This paper…
Structural models that admit multiple reduced forms, such as game-theoretic models with multiple equilibria, pose challenges in practice, especially when parameters are set-identified and the identified set is large. In such cases,…
We propose a nonlinear difference-in-differences method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data. Our approach sheds a new light on existing approaches…
Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…
When we interpret linear regression as estimating causal effects justified by quasi-experimental treatment variation, what do we mean? This paper formalizes a minimal criterion for quasi-experimental interpretation and characterizes its…
Regression discontinuity (RD) designs are often interpreted as local randomized experiments: a RD design can be considered as a randomized experiment for units with a realized value of a so-called forcing variable falling around a pre-fixed…
Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…
The main challenge of offline reinforcement learning, where data is limited, arises from a sequence of counterfactual reasoning dilemmas within the realm of potential actions: What if we were to choose a different course of action? These…