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In this paper we consider a class of nonparametric estimators of a distribution function F, with compact support, based on the theory of IFSs. The estimator of F is tought as the fixed point of a contractive operator T defined in terms of a…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus , Davide La Torre

The propensity score is widely used for causal inference in observational studies, but common parametric estimators can produce biased and inefficient effect estimates when model assumptions are violated. Nonparametric approaches reduce…

Methodology · Statistics 2026-04-09 Maosen Peng , Yan Li , Chong Wu , Liang Li

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

Influence functions (IFs) elucidate how training data changes model behavior. However, the increasing size and non-convexity in large-scale models make IFs inaccurate. We suspect that the fragility comes from the first-order approximation…

Machine Learning · Computer Science 2024-05-07 Hyeonsu Lyu , Jonggyu Jang , Sehyun Ryu , Hyun Jong Yang

Mediation analysis extending beyond single mediators has gained significant attention in recent years. However, related methods often assume the absence of unmeasured mediator-outcome confounding. To address this, we develop a mediation…

Methodology · Statistics 2026-03-31 Kang Shuai , Lan Liu , Yangbo He , Wei Li

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…

Econometrics · Economics 2021-02-17 Helmut Farbmacher , Martin Huber , Lukáš Lafférs , Henrika Langen , Martin Spindler

Robins et al. (2008) introduced a class of influence functions (IFs) which could be used to obtain doubly robust moment functions for the corresponding parameters. However, that class does not include the IF of parameters for which the…

Machine Learning · Statistics 2022-03-08 AmirEmad Ghassami , Andrew Ying , Ilya Shpitser , Eric Tchetgen Tchetgen

Mediation analysis seeks to identify and quantify the paths by which an exposure affects an outcome. Intermediate variables which are effected by the exposure and which effect the outcome are known as mediators. There exists extensive work…

Methodology · Statistics 2020-11-13 James P. Long , Ehsan Irajizad , James D. Doecke , Kim-Anh Do , Min Jin Ha

In observational studies, balancing covariates in different treatment groups is essential to estimate treatment effects. One of the most commonly used methods for such purposes is weighting. The performance of this class of methods usually…

Methodology · Statistics 2021-07-07 Ruoqi Yu , Shulei Wang

Mediation analysis allows one to use observational data to estimate the importance of each potential mediating pathway involved in the causal effect of an exposure on an outcome. However, current approaches to mediation analysis with…

Causal mediation analysis examines causal pathways linking exposures to disease. The estimation of interventional effects, which are mediation estimands that overcome certain identifiability problems of natural effects, has been advanced…

Causal effect estimation from observational data is one of the essential problems in causal inference. However, most estimation methods rely on the strong assumption that all confounders are observed, which is impractical and untestable in…

Methodology · Statistics 2023-02-14 Yubai Yuan , Annie Qu

Causal mediation analysis can improve understanding of the mechanisms underlying epidemiologic associations. However, the utility of natural direct and indirect effect estimation has been limited by the assumption of no confounder of the…

Applications · Statistics 2020-06-16 Kara E. Rudolph , Oleg Sofrygin , Wenjing Zheng , Mark J. van der Laan

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Recurrent events, including cardiovascular events, are commonly observed in biomedical studies. Researchers must understand the effects of various treatments on recurrent events and investigate the underlying mediation mechanisms by which…

Methodology · Statistics 2025-07-08 Yan-Lin Chen , Yan-Hong Chen , Pei-Fang Su , Huang-Tz Ou , An-Shun Tai

The path-specific effect (PSE) is of primary interest in mediation analysis when multiple intermediate variables between treatment and outcome are observed, as it can isolate the specific effect through each mediator, thus mitigating…

Methodology · Statistics 2025-07-16 Jiawei Shan , Ting Wang , Wei Li , Chunrong Ai

Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

Methodology · Statistics 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

Causal mediation analysis decomposes the total treatment effect into a portion operating through a hypothesized mediator and a residual direct portion. Identification of natural direct and indirect effects typically rests on the mediator…

Methodology · Statistics 2026-05-19 Yuki Ohnishi , Fan Li

The use of causal mediation analysis to evaluate the pathways by which an exposure affects an outcome is widespread in the social and biomedical sciences. Recent advances in this area have established formal conditions for identification…

Methodology · Statistics 2018-08-14 Isabel R. Fulcher , Xu Shi , Eric J. Tchetgen Tchetgen