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We introduce a double/debiased machine learning estimator for the impulse response function in settings where a time series of interest is subjected to multiple discrete treatments, assigned over time, which can have a causal effect on…

Econometrics · Economics 2025-12-17 Daniele Ballinari , Alexander Wehrli

This paper aims to provide practitioners of causal mediation analysis with a better understanding of estimation options. We take as inputs two familiar strategies (weighting and model-based prediction) and a simple way of combining them…

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

In many applications, researchers are interested in the direct and indirect causal effects of a treatment or exposure on an outcome of interest. Mediation analysis offers a rigorous framework for identifying and estimating these causal…

Statistics Theory · Mathematics 2024-10-08 Yizhen Xu , Numair Sani , AmirEmad Ghassami , Ilya Shpitser

Causal inference is a critical research area with multi-disciplinary origins and applications, ranging from statistics, computer science, economics, psychology to public health. In many scientific research, randomized experiments provide a…

Methodology · Statistics 2022-07-26 Jingying Zeng

This paper investigates the problem of making inference about a parametric model for the regression of an outcome variable $Y$ on covariates $(V,L)$ when data are fused from two separate sources, one which contains information only on $(V,…

Methodology · Statistics 2020-12-15 Katherine Evans , BaoLuo Sun , James Robins , Eric J. Tchetgen Tchetgen

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for…

Methodology · Statistics 2017-11-27 Sokbae Lee , Ryo Okui , Yoon-Jae Whang

We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While…

Machine Learning · Computer Science 2026-02-20 Seyedeh Baharan Khatami , Harsh Parikh , Haowei Chen , Sudeepa Roy , Babak Salimi

Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

Methodology · Statistics 2022-09-26 Zhiqiang Tan

In this paper, we introduce and prove asymptotic normality for a new nonparametric estimator of continuous treatment effects. Specifically, we estimate the average dose-response function - the expected value of an outcome of interest at a…

Econometrics · Economics 2021-04-22 Sylvia Klosin

The idea of covariate balance is at the core of causal inference. Inverse propensity weights play a central role because they are the unique set of weights that balance the covariate distributions of different treatment groups. We discuss…

Methodology · Statistics 2021-10-29 Eli Ben-Michael , Avi Feller , David A. Hirshberg , José R. Zubizarreta

Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that…

Econometrics · Economics 2026-04-17 Yukun Ma , Pedro H. C. Sant'Anna , Yuya Sasaki , Takuya Ura

The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

Methodology · Statistics 2026-02-03 Chengxin Yang , Laine E. Thomas , Fan Li

Consider a logistic partially linear model, in which the logit of the mean of a binary response is related to a linear function of some covariates and a nonparametric function of other covariates. We derive simple, doubly robust estimators…

Methodology · Statistics 2019-01-29 Zhiqiang Tan

Missing data is unavoidable in longitudinal clinical trials, and outcomes are not always normally distributed. In the presence of outliers or heavy-tailed distributions, the conventional multiple imputation with the mixed model with…

Methodology · Statistics 2022-03-22 Siyi Liu , Yilong Zhang , Gregory T Golm , Guanghan , Liu , Shu Yang

Bayesian doubly robust (DR) causal inference faces a fundamental dilemma: joint modeling of outcome and propensity score suffers from the feedback problem where outcome information contaminates propensity score estimation, while two-step…

Methodology · Statistics 2026-01-05 Shunichiro Orihara , Tomotaka Momozaki , Shonosuke Sugasawa

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

Statistics Theory · Mathematics 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

With the evolution of single-cell RNA sequencing techniques into a standard approach in genomics, it has become possible to conduct cohort-level causal inferences based on single-cell-level measurements. However, the individual gene…

Methodology · Statistics 2025-04-23 Jin-Hong Du , Zhenghao Zeng , Edward H. Kennedy , Larry Wasserman , Kathryn Roeder

Longitudinal studies are often subject to missing data. The ICH E9(R1) addendum addresses the importance of defining a treatment effect estimand with the consideration of intercurrent events. Jump-to-reference (J2R) is one classically…

Methodology · Statistics 2023-12-06 Siyi Liu , Shu Yang , Yilong Zhang , Guanghan , Liu