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A common theme in causal inference is learning causal relationships between observed variables, also known as causal discovery. This is usually a daunting task, given the large number of candidate causal graphs and the combinatorial nature…

Machine Learning · Statistics 2022-10-11 Romain Lopez , Jan-Christian Hütter , Jonathan K. Pritchard , Aviv Regev

We develop a new approach for identifying and estimating average causal effects in panel data under a linear factor model with unmeasured confounders. Compared to other methods tackling factor models such as synthetic controls and matrix…

Methodology · Statistics 2021-08-10 Guido Imbens , Nathan Kallus , Xiaojie Mao

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

We propose the Sequential Synthetic Difference-in-Differences (Sequential SDiD) estimator for event studies with staggered treatment adoption, particularly when the parallel trends assumption fails. The method uses an iterative imputation…

Econometrics · Economics 2025-06-23 Dmitry Arkhangelsky , Aleksei Samkov

This paper examines methods of causal inference based on groupwise matching when we observe multiple large groups of individuals over several periods. We formulate causal inference validity through a generalized matching condition,…

Econometrics · Economics 2026-03-24 Ratzanyel Rincón , Kyungchul Song

Factorial designs are widely used in agriculture, engineering, and the social sciences to study the causal effects of several factors simultaneously on a response. The objective of such a design is to estimate all factorial effects of…

Methodology · Statistics 2015-11-09 Zach Branson , Tirthankar Dasgupta , Donald B. Rubin

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

Methodology · Statistics 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

Econometrics · Economics 2025-06-04 Laura Caron

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

An essential and challenging problem in causal inference is causal effect estimation from observational data. The problem becomes more difficult with the presence of unobserved confounding variables. The front-door adjustment is a practical…

Machine Learning · Computer Science 2023-10-04 Ziqi Xu , Debo Cheng , Jiuyong Li , Jixue Liu , Lin Liu , Kui Yu

Policymakers and researchers often seek to understand how a policy differentially affects a population and the pathways driving this heterogeneity. For example, when studying an excise tax on sweetened beverages, researchers might assess…

Methodology · Statistics 2026-01-06 Gary Hettinger , Youjin Lee , Nandita Mitra

Bayesian causal inference offers a principled approach to policy evaluation of proposed interventions on mediators or time-varying exposures. We outline a general approach to the estimation of causal quantities for settings with…

Methodology · Statistics 2019-02-28 Leah Comment , Brent A. Coull , Corwin Zigler , Linda Valeri

A new class of two-level non-regular fractional factorial designs is defined. We call this class an {\it affinely full-dimensional factorial design}, meaning that design points in the design of this class are not contained in any affine…

Methodology · Statistics 2009-07-22 Satoshi Aoki , Akimichi Takemura

Difference-in-differences is a widely-used evaluation strategy that draws causal inference from observational panel data. Its causal identification relies on the assumption of parallel trends, which is scale dependent and may be…

Applications · Statistics 2019-06-25 Peng Ding , Fan Li

Causality plays an important role in understanding intelligent behavior, and there is a wealth of literature on mathematical models for causality, most of which is focused on causal graphs. Causal graphs are a powerful tool for a wide range…

Artificial Intelligence · Computer Science 2024-12-23 Scott Garrabrant , Matthias Georg Mayer , Magdalena Wache , Leon Lang , Sam Eisenstat , Holger Dell

Bipartite experiments arise in various fields, in which the treatments are randomized over one set of units, while the outcomes are measured over another separate set of units. However, existing methods often rely on strong model…

Methodology · Statistics 2025-04-16 Sizhu Lu , Lei Shi , Yue Fang , Wenxin Zhang , Peng Ding

This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or…

Econometrics · Economics 2026-05-07 Yamato Igarashi

In this paper, we consider a setting where heterogeneous agents with connectivity are performing inference using unlabeled streaming data. Observed data are only partially informative about the target variable of interest. In order to…

Machine Learning · Computer Science 2025-01-28 Mert Kayaalp , Yunus Inan , Visa Koivunen , Ali H. Sayed

Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…

Econometrics · Economics 2025-09-26 Yixiao Sun , Haitian Xie , Yuhang Zhang

Quasi-experimental methods have proliferated over the last two decades, as researchers develop causal inference tools for settings in which randomization is infeasible. Two popular such methods, difference-in-differences (DID) and…

Methodology · Statistics 2020-07-09 Carrie E. Fry , Laura A. Hatfield
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