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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…
Effect modification occurs when the effect of the treatment on an outcome differs according to the level of a third variable (the effect modifier, EM). A natural way to assess effect modification is by subgroup analysis or include the…
Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…
We consider the problem of conditional density estimation, which is a major topic of interest in the fields of statistical and machine learning. Our method, called Marginal Contrastive Discrimination, MCD, reformulates the conditional…
There has been a growing interest in covariate adjustment in the analysis of randomized controlled trials in past years. For instance, the U.S. Food and Drug Administration recently issued guidance that emphasizes the importance of…
This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…
Analyses of causal mediation often involve exposure-induced confounders or, relatedly, multiple mediators. In such applications, researchers aim to estimate a variety of different quantities, including interventional direct and indirect…
Simonsohn (2024a) and Simonsohn (2024b) critique Hainmueller, Mummolo and Xu (2019, HMX), arguing that failing to model nonlinear relationships between the treatment and moderator leads to biased marginal effect estimates and uncontrolled…
This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…
Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…
Marginal structural models have been widely used in causal inference to estimate mean outcomes under either a static or a prespecified set of treatment decision rules. This approach requires imposing a working model for the mean outcome…
Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…
While estimation of the marginal (total) causal effect of a point exposure on an outcome is arguably the most common objective of experimental and observational studies in the health and social sciences, in recent years, investigators have…
This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation. We propose a neural network architecture that is adapted to the double machine learning (DML)…
In this paper we discuss recent developments in econometrics that we view as important for empirical researchers working on policy evaluation questions. We focus on three main areas, where in each case we highlight recommendations for…
The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…
In recent years, there has been a growing interest in the prediction of individualized treatment effects. While there is a rapidly growing literature on the development of such models, there is little literature on the evaluation of their…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…
Disagreement remains on what the target estimand should be for population-adjusted indirect treatment comparisons. This debate is of central importance for policy-makers and applied practitioners in health technology assessment.…