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When examining a contrast between two interventions, longitudinal causal inference studies frequently encounter positivity violations when one or both regimes are impossible to observe for some subjects. Existing weighting methods either…

Methodology · Statistics 2025-08-11 Alec McClean , Iván Díaz

This paper proposes a debiased estimator for causal effects in high-dimensional generalized linear models with binary outcomes and general link functions. The estimator augments a regularized regression plug-in with weights computed from a…

Econometrics · Economics 2025-10-21 Jing Kong

Estimation of causal effects is fundamental in situations were the underlying system will be subject to active interventions. Part of building a causal inference engine is defining how variables relate to each other, that is, defining the…

Methodology · Statistics 2021-03-02 Sergio Garrido , Stanislav S. Borysov , Jeppe Rich , Francisco C. Pereira

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

This paper was prepared as a comment on "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly" by Michal Koles\'{a}r and Mikkel Plagborg-M{\o}ller. We make three comments, including a novel contribution to the…

Econometrics · Economics 2025-07-01 Toru Kitagawa , Weining Wang , Mengshan Xu

Estimating causal effects from observational data informs us about which factors are important in an autonomous system, and enables us to take better decisions. This is important because it has applications in selecting a treatment in…

Machine Learning · Computer Science 2021-10-29 Plabon Shaha , Talha Islam Zadid , Ismat Rahman , Md. Mosaddek Khan

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

We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…

Methodology · Statistics 2026-05-28 Tom Hochsprung , Nils Sturma , Jakob Runge , Mathias Drton , Andreas Gerhardus

This paper aims to provide practitioners of causal mediation analysis with a better understanding of estimation options. We take as inputs two familiar strategies (weighting and model-based prediction) and a simple way of combining them…

In this paper, we introduce the direct potential outcome system as a framework for analyzing dynamic causal effects of assignments on outcomes in observational time series settings. We provide conditions under which common predictive time…

Econometrics · Economics 2025-01-23 Ashesh Rambachan , Neil Shephard

Additive models play an essential role in studying non-linear relationships. Despite many recent advances in estimation, there is a lack of methods and theories for inference in high-dimensional additive models, including confidence…

Statistics Theory · Mathematics 2022-02-18 Zijian Guo , Wei Yuan , Cun-Hui Zhang

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…

Statistics Theory · Mathematics 2025-07-25 Nils Sturma , Mathias Drton

Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediation, and parameters of economic structural models. The…

Statistics Theory · Mathematics 2022-10-25 Victor Chernozhukov , Whitney K Newey , Rahul Singh

Structural causal models postulate noisy functional relations among a set of interacting variables. The causal structure underlying each such model is naturally represented by a directed graph whose edges indicate for each variable which…

Statistics Theory · Mathematics 2022-03-15 David Strieder , Tobias Freidling , Stefan Haffner , Mathias Drton

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

Econometrics · Economics 2025-12-16 Nadav Kunievsky

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…

Methodology · Statistics 2024-03-12 Stephen Bates , Edward Kennedy , Robert Tibshirani , Valerie Ventura , Larry Wasserman

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…

Computational Engineering, Finance, and Science · Computer Science 2023-06-13 Yaroslav Kivva , Saber Salehkaleybar , Negar Kiyavash
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