Related papers: Gaussian and Bootstrap Approximation for Matching-…
Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…
Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…
As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent…
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…
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots,X_n$ over the class of rectangles in the case when the covariance…
Common variance estimation methods for weighted average treatment effects (WATEs) in observational studies include nonparametric bootstrap and model-based, closed-form sandwich variance estimation. However, the computational cost of…
In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…
This paper studies the Gaussian approximation of high-dimensional and non-degenerate U-statistics of order two under the supremum norm. We propose a two-step Gaussian approximation procedure that does not impose structural assumptions on…
Bootstrap smoothed (bagged) parameter estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. The key result of Efron (2014) is a very convenient and widely applicable formula for a…
Average treatment effect estimation is the most central problem in causal inference with application to numerous disciplines. While many estimation strategies have been proposed in the literature, the statistical optimality of these methods…
A tuning-free procedure is proposed to estimate the covariate-adjusted Gaussian graphical model. For each finite subgraph, this estimator is asymptotically normal and efficient. As a consequence, a confidence interval can be obtained for…
When estimating causal effects, it is important to assess external validity, i.e., determine how useful a given study is to inform a practical question for a specific target population. One challenge is that the covariate distribution in…
This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…
We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main…
Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…
The Average Treatment Effect on the Treated (ATT) is a common causal parameter defined as the average effect of a binary treatment among the subset of the population receiving treatment. We propose a novel family of parameters, Generalized…
We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…
In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…
This study addresses the challenge of estimating average treatment effects (ATEs) for advertising campaigns in online marketplaces where complete randomized experimentation is infeasible. We propose two key innovations: (1) a shrinkage…
The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…