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Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…

Methodology · Statistics 2021-11-25 Yoshiyuki Ninomiya , Yuta Umezu , Ichiro Takeuchi

We analyze the properties of the Synthetic Control (SC) and related estimators when the pre-treatment fit is imperfect. In this framework, we show that these estimators are generally biased if treatment assignment is correlated with…

Econometrics · Economics 2021-01-13 Bruno Ferman , Cristine Pinto

Inferring the causal effect of a treatment on an outcome in an observational study requires adjusting for observed baseline confounders to avoid bias. However, adjusting for all observed baseline covariates, when only a subset are…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Stijn Vansteelandt

This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…

Econometrics · Economics 2023-12-05 Guido W. Imbens , Davide Viviano

We present current methods for estimating treatment effects and spillover effects under "interference", a term which covers a broad class of situations in which a unit's outcome depends not only on treatments received by that unit, but also…

Applications · Statistics 2020-01-16 Peter M. Aronow , Dean Eckles , Cyrus Samii , Stephanie Zonszein

Controlled Direct Effect (CDE) is one of the causal estimands used to evaluate both exposure and mediation effects on an outcome. When there are unmeasured confounders existing between the mediator and the outcome, the ordinary…

Methodology · Statistics 2024-10-30 Shunichiro Orihara , Shinpei Imori , Kosuke Morikawa , Atsushi Goto , Masataka Taguri

Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…

Machine Learning · Computer Science 2026-05-08 Ana Leticia Garcez Vicente , Gijs van Seeventer , Saber Salehkaleybar

We address the common yet often-overlooked selection bias in interventional studies, where subjects are selectively enrolled into experiments. For instance, participants in a drug trial are usually patients of the relevant disease; A/B…

Machine Learning · Computer Science 2025-03-11 Haoyue Dai , Ignavier Ng , Jianle Sun , Zeyu Tang , Gongxu Luo , Xinshuai Dong , Peter Spirtes , Kun Zhang

This paper develops a framework for testing for associations in a possibly high-dimensional linear model where the number of features/variables may far exceed the number of observational units. In this framework, the observations are split…

Methodology · Statistics 2018-05-04 Rina Foygel Barber , Emmanuel J. Candes

When predicting a target variable $Y$ from features $X$, the prediction $\hat{Y}$ can be performative: an agent might act on this prediction, affecting the value of $Y$ that we eventually observe. Performative predictions are deliberately…

Machine Learning · Computer Science 2024-04-09 Philip Boeken , Onno Zoeter , Joris M. Mooij

Synthetic Control methods have recently gained considerable attention in applications with only one treated unit. Their popularity is partly based on the key insight that we can predict good synthetic counterfactuals for our treated unit.…

Econometrics · Economics 2025-07-15 Tzvetan Moev

Causal models communicate our assumptions about causes and effects in real-world phe- nomena. Often the interest lies in the identification of the effect of an action which means deriving an expression from the observed probability…

Machine Learning · Statistics 2018-06-20 Santtu Tikka , Juha Karvanen

In this paper, we adopt results in nonlinear time series analysis for causal inference in dynamical settings.~Our motivation is policy analysis with panel data, particularly through the use of "synthetic control" methods. These methods…

Methodology · Statistics 2020-03-03 Yi Ding , Panos Toulis

Causal effect identification considers whether an interventional probability distribution can be uniquely determined from a passively observed distribution in a given causal structure. If the generating system induces context-specific…

Artificial Intelligence · Computer Science 2024-07-03 Santtu Tikka , Antti Hyttinen , Juha Karvanen

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding…

Machine Learning · Computer Science 2024-05-28 Feng Xie , Zhengming Chen , Shanshan Luo , Wang Miao , Ruichu Cai , Zhi Geng

Since their introduction in Abadie and Gardeazabal (2003), Synthetic Control (SC) methods have quickly become one of the leading methods for estimating causal effects in observational studies in settings with panel data. Formal discussions…

Econometrics · Economics 2023-07-20 Lea Bottmer , Guido Imbens , Jann Spiess , Merrill Warnick

In clinical studies, the risk of the primary (terminal) event may be modified by intermediate events, resulting in semicompeting risks. To study the treatment effect on the terminal event mediated by the intermediate event, researchers wish…

Methodology · Statistics 2026-05-26 Yuhao Deng , Rui Wang , Tao Zhang , Xiang Zhan

In auction and matching markets, estimating the welfare effects of demand-side treatments is challenging because of spillovers through the mechanism. We develop a quasi-experimental approach that avoids parametric assumptions typically…

Econometrics · Economics 2026-03-03 Evan Munro

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…

Machine Learning · Computer Science 2019-07-02 Rohit Bhattacharya , Daniel Malinsky , Ilya Shpitser

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus