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Imbalance in covariate distributions leads to biased estimates of causal effects. Weighting methods attempt to correct this imbalance but rely on specifying models for the treatment assignment mechanism, which is unknown in observational…
We derive the asymptotic theory of Bai (2009)'s interactive fixed effects estimator for unbalanced panels in which the source of attrition is conditionally random. For inference, we propose a method of alternating projections algorithm…
This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…
We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are $U$-statistics in the observations. The $U$-statistics are based on higher order…
Methods that rely on proxies, without imposing strong parametric structure, are increasingly used to deal with unobserved variables in causal inference. One influential line of this work reconstructs latent distributions used to identify…
Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…
The goal of mediation analysis is to study the effect of exposure on an outcome interceded by a mediator. Two simple hypotheses are tested: the effect of the exposure on the mediator, and the effect of the mediator on the outcome. When…
Dynamical models are often corrupted by model uncertainties, external disturbances, and measurement noise. These factors affect the performance of model-based observers and as a result, affect the closed-loop performance. Therefore, it is…
In causal mediation studies that decompose an average treatment effect into a natural indirect effect (NIE) and a natural direct effect (NDE), examples of post-treatment confounding are abundant. Past research has generally considered it…
An important strategy for identifying principal causal effects, which are often used in settings with noncompliance, is to invoke the principal ignorability (PI) assumption. As PI is untestable, it is important to gauge how sensitive effect…
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…
Mediation analysis is becoming an increasingly important tool in scientific studies. A central question in high-dimensional mediation analysis is to infer the significance of individual mediators. The main challenge is the sheer number of…
Often linear regression is used to perform mediation analysis. However, in many instances, the underlying relationships may not be linear, as in the case of placental-fetal hormones and fetal development. Although, the exact functional form…
In social science researches, causal inference regarding peer effects often faces significant challenges due to homophily bias and contextual confounding. For example, unmeasured health conditions (e.g., influenza) and psychological states…
We explore how violations of the often-overlooked standard assumption that the random effects model matrix in a linear mixed model is fixed (and thus independent of the random effects vector) can lead to bias in estimators of estimable…
Mediation analysis has been widely used to investigate how a treatment influences an outcome through intermediate variables, known as mediators. Analyzing a mediation mechanism typically requires assessing multiple model parameters that…
We propose a set of causal estimands that we call the "mediated probabilities of causation." These estimands quantify the probabilities that an observed negative outcome was induced via a mediating pathway versus a direct pathway in a…
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…
Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…
We explore methods to reduce the impact of unobserved confounders on the causal mediation analysis of high-dimensional mediators with spatially smooth structures, such as brain imaging data. The key approach is to incorporate the latent…