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To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…

Statistics Theory · Mathematics 2024-01-24 Lukang Huang , Wei Huang , Oliver Linton , Zheng Zhang

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

Statistical inference of heterogeneous treatment effects (HTEs) across predefined subgroups is challenging when units interact because treatment effects may vary by pre-treatment variables, post-treatment exposure variables (that measure…

Econometrics · Economics 2024-10-02 Julius Owusu

Conventional methods in causal effect inferencetypically rely on specifying a valid set of control variables. When this set is unknown or misspecified, inferences will be erroneous. We propose a method for inferring average causal effects…

Methodology · Statistics 2021-06-14 Ludvig Hult , Dave Zachariah

Evaluating the value of new clinical treatment rules based on patient characteristics is important but often complicated by hidden confounding factors in observational studies. Standard methods for estimating the average patient outcome if…

Methodology · Statistics 2025-08-21 Johannes Hruza , Erin Gabriel , Arvid Sjölander , Samir Bhatt , Michael Sachs

Wang and Tchetgen Tchetgen (2017) studied identification and estimation of the average treatment effect when some confounders are unmeasured. Under their identification condition, they showed that the semiparametric efficient influence…

Econometrics · Economics 2018-07-17 Chunrong Ai , Lukang Huang , Zheng Zhang

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

Methodology · Statistics 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

Machine Learning · Computer Science 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances.…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

Methodology · Statistics 2024-08-21 Jing Li

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

Statistics Theory · Mathematics 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

In observational studies, confounding variables affect both treatment and outcome. Moreover, instrumental variables also influence the treatment assignment mechanism. This situation sets the study apart from a standard randomized controlled…

Machine Learning · Statistics 2025-07-18 Atomsa Gemechu Abdisa , Yingchun Zhou , Yuqi Qiu

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

Methodology · Statistics 2023-12-19 Shunsuke Horii , Yoichi Chikahara

We study experimentation under endogenous network interference. Interference patterns are mediated by an endogenous graph, where edges can be formed or eliminated as a result of treatment. We show that conventional estimators are biased in…

Methodology · Statistics 2026-01-21 Wenshuo Wang , Edvard Bakhitov , Dominic Coey

Observational studies have recently received significant attention from the machine learning community due to the increasingly available non-experimental observational data and the limitations of the experimental studies, such as…

Machine Learning · Computer Science 2023-01-26 Vinod Kumar Chauhan , Soheila Molaei , Marzia Hoque Tania , Anshul Thakur , Tingting Zhu , David A. Clifton

We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

This paper introduces an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two-period panel data setting: unconfoundedness and common trends. Under the unconfoundedness…

Econometrics · Economics 2024-06-25 Martin Huber , Eva-Maria Oeß

This paper investigates the estimation and inference of the average treatment effect (ATE) using deep neural networks (DNNs) in the potential outcomes framework. Under some regularity conditions, the observed response can be formulated as…

Machine Learning · Statistics 2021-12-06 Xinze Du , Yingying Fan , Jinchi Lv , Tianshu Sun , Patrick Vossler

Difference-in-differences (DiD) is a popular approach to evaluate treatment effects in settings where both pre- and post-treatment measurements of the outcome are available. Despite its popularity, existing methods face important…

Methodology · Statistics 2026-03-31 Chan Park , Eric Tchetgen Tchetgen
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