Related papers: Double Debiased Machine Learning for Mediation Ana…
This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…
Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…
Causal learning is the key to obtaining stable predictions and answering \textit{what if} problems in decision-makings. In causal learning, it is central to seek methods to estimate the average treatment effect (ATE) from observational…
This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…
Structure-agnostic causal inference studies how well one can estimate a treatment effect given black-box machine learning estimates of nuisance functions (like the impact of confounders on treatment and outcomes). Here, we find that the…
In response to the increasing complexity of policy environments and the proliferation of high-dimensional data, this paper introduces the S-DIDML estimator a framework grounded in structure and semiparametrically flexible for causal…
Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…
Many programs evaluated in observational studies incorporate a sequential structure, where individuals may be assigned to various programs over time. While this complexity is often simplified by analyzing programs at single points in time,…
We develop a unified framework for automatic debiased machine learning (autoDML) for inference on a broad class of statistical parameters. The framework applies to any smooth functional of a nonparametric M-estimand, defined as the…
Economists often estimate continuous treatment effects in panel data using linear two-way fixed effects models (TWFE). When the treatment-outcome relationship is nonlinear, TWFE is misspecifed and potentially biased for the average partial…
Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis…
We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…
Adversarial examples derived from deliberately crafted perturbations on visual inputs can easily harm decision process of deep neural networks. To prevent potential threats, various adversarial training-based defense methods have grown…
We propose plug-in (PI) and double machine learning (DML) estimators of average treatment effect (ATE), average treatment effect on the treated (ATET) and local average treatment effect (LATE) in the multivariate sample selection model with…
In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…
One way to quantify exposure to air pollution and its constituents in epidemiologic studies is to use an individual's nearest monitor. This strategy results in potential inaccuracy in the actual personal exposure, introducing bias in…
To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…
Mediation analysis aims to decipher the underlying causal mechanisms between an exposure, an outcome, and intermediate variables called mediators. Initially developed for fixed-time mediator and outcome, it has been extended to the…
We study inference on a low-dimensional functional $\beta$ in the presence of infinite-dimensional nuisance parameters. Classical inferential methods are typically based on Wald intervals, whose large-sample validity rests on asymptotic…
Causal mediation analyses investigate the mechanisms through which causes exert their effects, and are therefore central to scientific progress. The literature on the non-parametric definition and identification of mediational effects in…