Related papers: Estimating Counterfactual Matrix Means with Short …
Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…
This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment. Several approaches have been…
In this paper we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated) outcomes for the treated…
We develop a novel method for counterfactual analysis based on observational data using prediction intervals for units under different exposures. Unlike methods that target heterogeneous or conditional average treatment effects of an…
We develop a new approach for identifying and estimating average causal effects in panel data under a linear factor model with unmeasured confounders. Compared to other methods tackling factor models such as synthetic controls and matrix…
Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…
We develop a novel approach to partially identify causal estimands, such as the average treatment effect (ATE), from observational data. To better satisfy the stable unit treatment value assumption (SUTVA) we utilize stochastic…
Estimating the distribution of outcomes under counterfactual policies is critical for decision-making in domains such as recommendation, advertising, and healthcare. We propose and analyze a novel framework-Counterfactual Policy Mean…
Counterfactual Explanations (CFEs) interpret machine learning models by identifying the smallest change to input features needed to change the model's prediction to a desired output. For classification tasks, CFEs determine how close a…
In this paper, we propose a class of low-rank panel quantile regression models which allow for unobserved slope heterogeneity over both individuals and time. We estimate the heterogeneous intercept and slope matrices via nuclear norm…
Energy justice is a growing area of interest in interdisciplinary energy research. However, identifying systematic biases in the energy sector remains challenging due to confounding variables, intricate heterogeneity in counterfactual…
Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…
This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…
This paper proposes a new framework to evaluate unconditional quantile effects (UQE) in a data combination model. The UQE measures the effect of a marginal counterfactual change in the unconditional distribution of a covariate on quantiles…
Methods for building fair predictors often involve tradeoffs between fairness and accuracy and between different fairness criteria, but the nature of these tradeoffs varies. Recent work seeks to characterize these tradeoffs in specific…
We present a new method for counterfactual explanations (CFEs) based on Bayesian optimisation that applies to both classification and regression models. Our method is a globally convergent search algorithm with support for arbitrary…
Standard measures of effect, including the risk ratio, the odds ratio, and the risk difference, are associated with a number of well-described shortcomings, and no consensus exists about the conditions under which investigators should…
This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed $T$-dimension. We advocate for a \emph{correlated interaction term estimator} (CITE) and…
The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…
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…