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Standard methods for inference about direct and indirect effects require stringent no unmeasured confounding assumptions which often fail to hold in practice, particularly in observational studies. The goal of this paper is to introduce a…
Use of machine learning to estimate nuisance functions (e.g. outcomes models, propensity score models) in estimators used in causal inference is increasingly common, as it can mitigate bias due to model misspecification. However, it can be…
Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…
Interventional effects have been proposed as a solution to the unidentifiability of natural (in)direct effects under mediator-outcome confounders affected by the exposure. Such confounders are an intrinsic characteristic of studies with…
In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…
Conventional causal estimands, such as the average treatment effect (ATE), capture how the mean outcome in a population or subpopulation would change if all units were assigned to treatment versus control. Real-world policy changes,…
Treatment effect estimation can assist in effective decision-making in e-commerce, medicine, and education. One popular application of this estimation lies in the prediction of the impact of a treatment (e.g., a promotion) on an outcome…
A multivariate errors-in-variables (EIV) model with an intercept term, and a polynomial EIV model are considered. Focus is made on a structural homoskedastic case, where vectors of covariates are i.i.d. and measurement errors are i.i.d. as…
Mediation analysis is critical to understanding the mechanisms underlying exposure-outcome relationships. In this paper, we identify the instrumental variable (IV)-direct effect of the exposure on the outcome not through the mediator, using…
We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…
This paper studies estimation of causal effects in a panel data setting. We introduce a new estimator, the Triply RObust Panel (TROP) estimator, that combines (i) a flexible model for the potential outcomes based on a low-rank factor…
The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…
Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixed effects and logistic errors as a special case. This lack…
Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…
Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…
Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…
This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…
We consider joint selection of fixed and random effects in general mixed-effects models. The interpretation of estimated mixed-effects models is challenging since changing the structure of one set of effects can lead to different choices of…
Estimators based on influence functions (IFs) have been shown to be effective in many settings, especially when combined with machine learning techniques. By focusing on estimating a specific target of interest (e.g., the average effect of…
This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…