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This paper introduces tools for assessing the sensitivity, to unobserved confounding, of a common estimator of the causal effect of a treatment on an outcome that employs weights: the weighted linear regression of the outcome on the…

Methodology · Statistics 2025-08-06 Leonard Wainstein , Chad Hazlett

Studying causal effects of continuous treatments is important for gaining a deeper understanding of many interventions, policies, or medications, yet researchers are often left with observational studies for doing so. In the observational…

Methodology · Statistics 2023-06-16 Jared D. Huling , Noah Greifer , Guanhua Chen

In observational causal inference, in order to emulate a randomized experiment, weights are used to render treatments independent of observed covariates. This property is known as balance; in its absence, estimated causal effects may be…

Methodology · Statistics 2020-07-16 David Arbour , Drew Dimmery , Arjun Sondhi

The estimation of the treatment effect is often biased in the presence of unobserved confounding variables which are commonly referred to as hidden variables. Although a few methods have been recently proposed to handle the effect of hidden…

Methodology · Statistics 2022-08-01 Kevin Jiang , Yang Ning

In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…

Methodology · Statistics 2023-05-05 Shenbo Xu , Bang Zheng , Bowen Su , Stan Finkelstein , Roy Welsch , Kenney Ng , Ioanna Tzoulaki , Zach Shahn

A basic principle in the design of observational studies is to approximate the randomized experiment that would have been conducted under controlled circumstances. Now, linear regression models are commonly used to analyze observational…

Methodology · Statistics 2022-07-08 Ambarish Chattopadhyay , Jose R. Zubizarreta

In observational studies, weighting methods that directly optimize the balance between treatment and covariates have received much attention lately; however these have mainly focused on binary treatments. Inspired by domain adaptation, we…

Statistics Theory · Mathematics 2020-02-27 Guillaume Martinet

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment.…

Methodology · Statistics 2025-07-29 Erin Hartman , Chad Hazlett , Arisa Sadeghpour

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

A key to causal inference with observational data is achieving balance in predictive features associated with each treatment type. Recent literature has explored representation learning to achieve this goal. In this work, we discuss the…

Machine Learning · Statistics 2021-02-25 Serge Assaad , Shuxi Zeng , Chenyang Tao , Shounak Datta , Nikhil Mehta , Ricardo Henao , Fan Li , Lawrence Carin

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

When we are interested in high-dimensional system and focus on classification performance, the $\ell_{1}$-penalized logistic regression is becoming important and popular. However, the Lasso estimates could be problematic when penalties of…

Machine Learning · Statistics 2020-06-12 Huamei Huang , Yujing Gao , Huiming Zhang , Bo Li

We study regressions with multiple treatments and a set of controls that is flexible enough to purge omitted variable bias. We show that these regressions generally fail to estimate convex averages of heterogeneous treatment effects --…

Econometrics · Economics 2024-12-31 Paul Goldsmith-Pinkham , Peter Hull , Michal Kolesár

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

Estimating causal effects from observational data is a central problem in many domains. A general approach is to balance covariates with weights such that the distribution of the data mimics randomization. We present generalized balancing…

Machine Learning · Statistics 2023-10-02 Yoshiaki Kitazawa

Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

Machine Learning · Computer Science 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

In the heteroscedastic linear model, the weighted least squares (WLS) estimate of the model coefficients is more efficient than the ordinary least squares (OLS) esti- mate. However, the practical application of WLS is challenging because it…

Statistics Theory · Mathematics 2025-05-28 Jordan Bryan , Haibo Zhou , Didong Li

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…

Machine Learning · Statistics 2020-11-05 Kristjan Greenewald , Dmitriy Katz-Rogozhnikov , Karthik Shanmugam