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Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

The perturbation theory for critical points of causal variational principles is developed. We first analyze the class of perturbations obtained by multiplying the universal measure by a weight function and taking the push-forward under a…

Mathematical Physics · Physics 2020-08-26 Felix Finster

Establishing cause-effect relationships from observational data often relies on untestable assumptions. It is crucial to know whether, and to what extent, the conclusions drawn from non-experimental studies are robust to potential…

Change point detection algorithms have numerous applications in fields of scientific and economic importance. We consider the problem of change point detection on compositional multivariate data (each sample is a probability mass function),…

Applications · Statistics 2019-01-16 Prabuchandran K. J. , Nitin Singh , Pankaj Dayama , Vinayaka Pandit

The most widely discussed methods for estimating the Average Causal Effect/Average Treatment Effect are those for intervention in discrete binary variables whose value represents intervention/non-intervention groups. On the other hand,…

Machine Learning · Statistics 2022-03-21 Yoshiaki Kitazawa

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

Methodology · Statistics 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

Statistical analysis on compositional data has gained a lot of attention due to their great potential of applications. A feature of these data is that they are multivariate vectors that lie in the simplex, that is, the components of each…

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

Estimating the effect of intervention from observational data while accounting for confounding variables is a key task in causal inference. Oftentimes, the confounders are unobserved, but we have access to large amounts of additional…

Machine Learning · Computer Science 2022-12-13 Shachi Deshpande , Kaiwen Wang , Dhruv Sreenivas , Zheng Li , Volodymyr Kuleshov

Electronic health records and other sources of observational data are increasingly used for drawing causal inferences. The estimation of a causal effect using these data not meant for research purposes is subject to confounding and…

Methodology · Statistics 2023-04-19 Janie Coulombe , Shu Yang

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

Causal evidence is needed to act and it is often enough for the evidence to point towards a direction of the effect of an action. For example, policymakers might be interested in estimating the effect of slightly increasing taxes on private…

Methodology · Statistics 2020-08-11 Dominik Rothenhäusler , Bin Yu

Recent approaches to causal inference have focused on causal effects defined as contrasts between the distribution of counterfactual outcomes under hypothetical interventions on the nodes of a graphical model. In this article we develop…

Methodology · Statistics 2023-04-26 Iván Díaz

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Methodology · Statistics 2022-07-25 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Jixue Liu , Thuc Duy Le

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

Methodology · Statistics 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

Recent approaches in causal inference have proposed estimating average causal effects that are local to some subpopulation, often for reasons of efficiency. These inferential targets are sometimes data-adaptive, in that they are dependent…

Statistics Theory · Mathematics 2016-02-08 Peter M. Aronow

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai