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In clinical studies, the risk of the primary (terminal) event may be modified by intermediate events, resulting in semicompeting risks. To study the treatment effect on the terminal event mediated by the intermediate event, researchers wish…

Methodology · Statistics 2026-05-26 Yuhao Deng , Rui Wang , Tao Zhang , Xiang Zhan

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

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

Longitudinal causal inference is concerned with defining, identifying, and estimating the effect of a time-varying intervention on a time-varying outcome that is indexed by a follow-up time. In an observational study, Robins's generalized…

Methodology · Statistics 2025-10-01 Herbert P. Susmann , Nicholas T. Williams , Richard Liu , Jessica G. Young , Iván Díaz

Mixed-effect models are very popular for analyzing data with a hierarchical structure, e.g. repeated observations within subjects in a longitudinal design, patients nested within centers in a multicenter design. However, recently, due to…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Magne Thoresen

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous…

Methodology · Statistics 2026-05-19 Peikai Wu , Kuan Sun , Zhiguo Xiao

In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even…

Statistics Theory · Mathematics 2015-09-02 Judith J. Lok

This work bridges the gap between staggered adoption designs and survival analysis to estimate causal effects in settings with time-varying treatments, addressing a fundamental challenge in medical research exemplified by the Stanford Heart…

Methodology · Statistics 2025-03-04 Xiang Meng , Iavor Bojinov

Treatment switching in a randomized controlled trial is said to occur when a patient randomized to one treatment arm switches to another treatment arm during follow-up. This can occur at the point of disease progression, whereby patients in…

Methodology · Statistics 2021-03-24 Andrew Ying , Eric J. Tchetgen Tchetgen

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers…

Methodology · Statistics 2025-01-15 Wenxuan Guo , JungHo Lee , Panos Toulis

Mobile technology (mobile phones and wearable devices) generates continuous data streams encompassing outcomes, exposures and covariates, presented as intensive longitudinal or multivariate time series data. The high frequency of…

To draw real-world evidence about the comparative effectiveness of multiple time-varying treatments on patient survival, we develop a joint marginal structural survival model and a novel weighting strategy to account for time-varying…

Methodology · Statistics 2023-08-08 Liangyuan Hu , Jiayi Ji , Himanshu Joshi , Erick Scott , Fan Li

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

Econometrics · Economics 2021-07-16 Michela Bia , Martin Huber , Lukáš Lafférs

Recently, applied sciences, including longitudinal and clustered studies in biomedicine require the analysis of ultra-high dimensional linear mixed effects models where we need to select important fixed effect variables from a vast pool of…

Methodology · Statistics 2020-05-01 Abhik Ghosh , Magne Thoresen

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…

Computational Engineering, Finance, and Science · Computer Science 2023-06-13 Yaroslav Kivva , Saber Salehkaleybar , Negar Kiyavash

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

Machine Learning · Statistics 2020-08-07 Xinkun Nie , Stefan Wager

Many interventions are both beneficial to initiate and harmful to stop. Traditionally, to determine whether to deploy that intervention in a time-limited way depends on if, on average, the increase in the benefits of starting it outweigh…

The generalized g-formula can be used to estimate the probability of survival under a sustained treatment strategy. When treatment strategies are deterministic, estimators derived from the so-called efficient influence function (EIF) for…

Methodology · Statistics 2022-02-10 Lan Wen , Julia Marcus , Jessica Young

This paper studies settings where the analyst is interested in identifying and estimating the average \emph{direct} causal effect of a binary treatment on an outcome. We consider a setup in which the outcome realization does not get…

Econometrics · Economics 2025-08-01 Federico A. Bugni , Ivan A. Canay , Steve McBride