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Learning about cause and effect is arguably the main goal in applied econometrics. In practice, the validity of these causal inferences is contingent on a number of critical assumptions regarding the type of data that has been collected and…

Econometrics · Economics 2023-03-03 Paul Hünermund , Elias Bareinboim

Interference bias is a major impediment to identifying causal effects in real-world settings. For example, vaccination reduces the transmission of a virus in a population such that everyone benefits -- even those who are not treated. This…

Methodology · Statistics 2025-03-25 Michael O'Riordan , Ciarán M. Gilligan-Lee

Causal inference is capable of estimating the treatment effect (i.e., the causal effect of treatment on the outcome) to benefit the decision making in various domains. One fundamental challenge in this research is that the treatment…

Machine Learning · Computer Science 2021-12-28 Qian Li , Zhichao Wang , Shaowu Liu , Gang Li , Guandong Xu

In studies of discrimination, researchers often seek to estimate a causal effect of race or gender on outcomes. For example, in the criminal justice context, one might ask whether arrested individuals would have been subsequently charged or…

Methodology · Statistics 2022-04-06 Johann Gaebler , William Cai , Guillaume Basse , Ravi Shroff , Sharad Goel , Jennifer Hill

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

Average Treatment Effect (ATE) estimation is a well-studied problem in causal inference. However, it does not necessarily capture the heterogeneity in the data, and several approaches have been proposed to tackle the issue, including…

Machine Learning · Computer Science 2024-03-19 Raghavendra Addanki , Siddharth Bhandari

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

Causal inference of exact individual treatment outcomes in the presence of hidden confounders is rarely possible. Recent work has extended prediction intervals with finite-sample guarantees to partially identifiable causal outcomes, by…

Machine Learning · Computer Science 2023-11-02 Myrl G. Marmarelis , Greg Ver Steeg , Aram Galstyan , Fred Morstatter

Causal inference has traditionally focused on interventions at the unit level. In many applications, however, the central question concerns the causal effects of connections between units, such as transportation links, social relationships,…

Methodology · Statistics 2026-01-13 Shuli Chen , Jie Hu , Zhichao Jiang

The machine learning toolbox for estimation of heterogeneous treatment effects from observational data is expanding rapidly, yet many of its algorithms have been evaluated only on a very limited set of semi-synthetic benchmark datasets. In…

Machine Learning · Computer Science 2021-07-29 Alicia Curth , Mihaela van der Schaar

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

Methodology · Statistics 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

Causal inference from observational datasets often relies on measuring and adjusting for covariates. In practice, measurements of the covariates can often be noisy and/or biased, or only measurements of their proxies may be available.…

Machine Learning · Computer Science 2022-02-23 Wenshuo Guo , Mingzhang Yin , Yixin Wang , Michael I. Jordan

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…

Machine Learning · Statistics 2025-06-18 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

A further understanding of cause and effect within observational data is critical across many domains, such as economics, health care, public policy, web mining, online advertising, and marketing campaigns. Although significant advances…

Machine Learning · Computer Science 2023-04-11 Zhixuan Chu , Sheng Li

There has been considerable recent interest in estimating heterogeneous causal effects. In this paper, we study conditional average partial causal effects (CAPCE) to reveal the heterogeneity of causal effects with continuous treatment. We…

Machine Learning · Computer Science 2024-06-03 Yuta Kawakami , Manabu Kuroki , Jin Tian

Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…

Econometrics · Economics 2020-06-30 Florian Gunsilius

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee

Recent methods to improve generalizations from nonrandom samples typically invoke assumptions such as the strong ignorability of sample selection that are often controversial in practice to derive point estimates. Rather than focus on the…

Applications · Statistics 2017-01-06 Wendy Chan