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Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

Econometrics · Economics 2020-06-29 Qingliang Fan , Yaqian Wu

Most of the widely used estimators of the average treatment effect (ATE) in causal inference rely on the assumptions of unconfoundedness and overlap. Unconfoundedness requires that the observed covariates account for all correlations…

Statistics Theory · Mathematics 2025-07-01 Yang Cai , Alkis Kalavasis , Katerina Mamali , Anay Mehrotra , Manolis Zampetakis

Outcome-dependent sampling designs are extensively utilized in various scientific disciplines, including epidemiology, ecology, and economics, with retrospective case-control studies being specific examples of such designs. Additionally, if…

Methodology · Statistics 2023-09-22 Min Zeng , Zeyang Jia , Zijian Sui , Jinfeng Xu , Hong Zhang

An essential problem in causal inference is estimating causal effects from observational data. The problem becomes more challenging with the presence of unobserved confounders. When there are unobserved confounders, the commonly used…

Machine Learning · Computer Science 2023-04-25 Ziqi Xu , Debo Cheng , Jiuyong Li , Jixue Liu , Lin Liu , Kui Yu

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

Machine Learning · Computer Science 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

Econometrics · Economics 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

Causal evidence is needed to act and it is often enough for the evidence to point towards a direction of the effect of an action. For example, policymakers might be interested in estimating the effect of slightly increasing taxes on private…

Methodology · Statistics 2020-08-11 Dominik Rothenhäusler , Bin Yu

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

Scholars from diverse fields increasingly rely on high-frequency spatio-temporal data. Yet, causal inference with these data remains challenging due to spatial spillover and temporal carryover effects. We develop methods to estimate…

Methodology · Statistics 2025-11-03 Lingxiao Zhou , Kosuke Imai , Jason Lyall , Georgia Papadogeorgou

Conditional average treatment effects (CATEs) allow us to understand the effect heterogeneity across a large population of individuals. However, typical CATE learners assume all confounding variables are measured in order for the CATE to be…

Machine Learning · Computer Science 2022-02-01 Yao Zhang , Jeroen Berrevoets , Mihaela van der Schaar

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

Machine Learning · Computer Science 2022-06-17 Nabeel Seedat , Fergus Imrie , Alexis Bellot , Zhaozhi Qian , Mihaela van der Schaar

The widely used 'Counterfactual' definition of Causal Effects was derived for unbiasedness and accuracy - and not generalizability. We propose a Combinatorial definition for the External Validity (EV) of intervention effects. We first…

Methodology · Statistics 2025-04-18 Andre F. Ribeiro

Instrumental variable methods are widely used in medical and social science research to draw causal conclusions when the treatment and outcome are confounded by unmeasured confounding variables. One important feature of such studies is that…

Methodology · Statistics 2021-05-25 Bo Zhang , Siyu Heng , Emily J. MacKay , Ting Ye

For treatment effects - one of the core issues in modern econometric analysis - prediction and estimation are two sides of the same coin. As it turns out, machine learning methods are the tool for generalized prediction models. Combined…

Econometrics · Economics 2021-04-27 Daniel Jacob

There is a growing literature on design-based methods to estimate average treatment effects for randomized controlled trials (RCTs) using the underpinnings of experiments. In this article, we build on these methods to consider design-based…

Methodology · Statistics 2024-01-17 Peter Z Schochet

Estimating heterogeneous treatment effects is important to tailor treatments to those individuals who would most likely benefit. However, conditional average treatment effect predictors may often be trained on one population but possibly…

Machine Learning · Computer Science 2024-10-18 Christoph Kern , Michael Kim , Angela Zhou

Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT is substantially different from the target population.…

Methodology · Statistics 2023-01-11 Bénédicte Colnet , Julie Josse , Erwan Scornet , Gaël Varoquaux

Causal inference studies whether the presence of a variable influences an observed outcome. As measured by quantities such as the "average treatment effect," this paradigm is employed across numerous biological fields, from vaccine and drug…

Inference for causal effects can benefit from the availability of an instrumental variable (IV) which, by definition, is associated with the given exposure, but not with the outcome of interest other than through a causal exposure effect.…

Methodology · Statistics 2012-01-13 Stijn Vansteelandt , Jack Bowden , Manoochehr Babanezhad , Els Goetghebeur

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel
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