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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

In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatment weighting, or both. The latter approaches, which are…

Methodology · Statistics 2017-01-17 Olli Saarela , Léo R. Belzile , David A. Stephens

In this paper, we address the challenge of performing counterfactual inference with observational data via Bayesian nonparametric regression adjustment, with a focus on high-dimensional settings featuring multiple actions and multiple…

Machine Learning · Computer Science 2022-11-22 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Personalized decision making requires the knowledge of potential outcomes under different treatments, and confidence intervals about the potential outcomes further enrich this decision-making process and improve its reliability in…

Machine Learning · Computer Science 2024-05-22 Zonghao Chen , Ruocheng Guo , Jean-François Ton , Yang Liu

We consider the problem of estimating the counterfactual joint distribution of multiple quantities of interests (e.g., outcomes) in a multivariate causal model extended from the classical difference-in-difference design. Existing methods…

Machine Learning · Statistics 2023-11-03 Thong Pham , Shohei Shimizu , Hideitsu Hino , Tam Le

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

We study the problem of assessing the robustness of counterfactual explanations for deep learning models. We focus on $\textit{plausible model shifts}$ altering model parameters and propose a novel framework to reason about the robustness…

Machine Learning · Computer Science 2024-07-11 Luca Marzari , Francesco Leofante , Ferdinando Cicalese , Alessandro Farinelli

The capacity to address counterfactual "what if" inquiries is crucial for understanding and making use of causal influences. Traditional counterfactual inference, under Pearls' counterfactual framework, typically depends on having access to…

Machine Learning · Computer Science 2024-02-29 Shaoan Xie , Biwei Huang , Bin Gu , Tongliang Liu , Kun Zhang

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While…

Methodology · Statistics 2026-03-27 Yifei Tian , Ying Wu

Accurate estimation of counterfactual outcomes in high-dimensional data is crucial for decision-making and understanding causal relationships and intervention outcomes in various domains, including healthcare, economics, and social…

Machine Learning · Computer Science 2024-07-31 Jiageng Zhu , Hanchen Xie , Jiazhi Li , Wael Abd-Almageed

Counterfactual inference aims to answer retrospective "what if" questions and thus belongs to the most fine-grained type of inference in Pearl's causality ladder. Existing methods for counterfactual inference with continuous outcomes aim at…

Machine Learning · Statistics 2024-01-12 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…

Statistics Theory · Mathematics 2020-04-28 Hui Guo , Philip Dawid , Giovanni Berzuini

We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to…

Econometrics · Economics 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of…

Methodology · Statistics 2023-05-16 Sayli Pokal , Yawen Guan , Honglang Wang , Yuzhen Zhou

Consider sensitivity analysis to assess the worst-case possible values of counterfactual outcome means and average treatment effects under sequential unmeasured confounding in a longitudinal study with time-varying treatments and…

Statistics Theory · Mathematics 2023-08-31 Zhiqiang Tan

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier