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Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…

General Economics · Economics 2022-11-24 Clint Harris

Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that…

Methodology · Statistics 2021-10-08 Ruth H. Keogh , Jon Michael Gran , Shaun R. Seaman , Gwyneth Davies , Stijn Vansteelandt

Estimation of temporal counterfactual outcomes from observed history is crucial for decision-making in many domains such as healthcare and e-commerce, particularly when randomized controlled trials (RCTs) suffer from high cost or…

Machine Learning · Computer Science 2024-02-13 Chuizheng Meng , Yihe Dong , Sercan Ö. Arık , Yan Liu , Tomas Pfister

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

In observational studies, potential unobserved confounding is a major barrier in isolating the average causal effect (ACE). In these scenarios, two main approaches are often used: confounder adjustment for causality (CAC) and instrumental…

Methodology · Statistics 2024-11-26 Roy S. Zawadzki , Daniel L. Gillen

Choosing the best treatment-plan for each individual patient requires accurate forecasts of their outcome trajectories as a function of the treatment, over time. While large observational data sets constitute rich sources of information to…

Machine Learning · Computer Science 2021-12-08 Jeroen Berrevoets , Alicia Curth , Ioana Bica , Eoin McKinney , Mihaela van der Schaar

Detecting latent confounders from proxy variables is an essential problem in causal effect estimation. Previous approaches are limited to low-dimensional proxies, sorted proxies, and binary treatments. We remove these assumptions and…

Machine Learning · Statistics 2024-03-22 Nathan Mankovich , Homer Durand , Emiliano Diaz , Gherardo Varando , Gustau Camps-Valls

Estimating dynamic treatment effects is a crucial endeavor in causal inference, particularly when confronted with high-dimensional confounders. Doubly robust (DR) approaches have emerged as promising tools for estimating treatment effects…

Methodology · Statistics 2023-05-17 Jelena Bradic , Weijie Ji , Yuqian Zhang

We propose an approach to estimate the effect of multiple simultaneous interventions in the presence of hidden confounders. To overcome the problem of hidden confounding, we consider the setting where we have access to not only the…

Methodology · Statistics 2020-06-17 Sorawit Saengkyongam , Ricardo Silva

The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…

Methodology · Statistics 2014-08-19 Dylan Small , Zhiqiang Tan , Scott Lorch , Alan Brookhart

An essential problem in causal inference is estimating causal effects from observational data. The problem becomes more challenging with the presence of unobserved confounders. When there are unobserved confounders, the commonly used…

Machine Learning · Computer Science 2023-04-25 Ziqi Xu , Debo Cheng , Jiuyong Li , Jixue Liu , Lin Liu , Kui Yu

Over the years, there has been growing interest in using Machine Learning techniques for biomedical data processing. When tackling these tasks, one needs to bear in mind that biomedical data depends on a variety of characteristics, such as…

Machine Learning · Computer Science 2020-02-05 Elisa Ferrari , Alessandra Retico , Davide Bacciu

Estimating causal effects on time-to-event outcomes from observational data is particularly challenging due to censoring, limited sample sizes, and non-random treatment assignment. The need for answering such "when-if" questions--how the…

Machine Learning · Computer Science 2025-11-19 Jessy Xinyi Han , Devavrat Shah

We address the problem of causal effect estimation in the presence of hidden confounders, using nonparametric instrumental variable (IV) regression. A leading strategy employs spectral features - that is, learned features spanning the top…

Machine Learning · Statistics 2025-11-27 Dimitri Meunier , Antoine Moulin , Jakub Wornbard , Vladimir R. Kostic , Arthur Gretton

Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing…

Methodology · Statistics 2020-02-26 Imke Mayer , Julie Josse , Félix Raimundo , Jean-Philippe Vert

Instrumental variables (IVs), sources of treatment randomization that are conditionally independent of the outcome, play an important role in causal inference with unobserved confounders. However, the existing IV-based counterfactual…

Machine Learning · Computer Science 2022-01-14 Junkun Yuan , Anpeng Wu , Kun Kuang , Bo Li , Runze Wu , Fei Wu , Lanfen Lin

We are in the middle of a remarkable rise in the use and capability of artificial intelligence. Much of this growth has been fueled by the success of deep learning architectures: models that map from observables to outputs via multiple…

Applications · Statistics 2017-01-02 Jason Hartford , Greg Lewis , Kevin Leyton-Brown , Matt Taddy

Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…

Methodology · Statistics 2026-03-12 Yushu Zou , Liangyuan Hu , Amanda Ricciuto , Mark Deneau , Kuan Liu

Estimating an individual's counterfactual outcomes under interventions is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, facial images) and…

Machine Learning · Computer Science 2025-03-19 Yulun Wu , Louie McConnell , Claudia Iriondo

Scientists regularly pose questions about treatment effects on outcomes conditional on a post-treatment event. However, causal inference in such settings requires care, even in perfectly executed randomized experiments. Recently, the…

Methodology · Statistics 2026-02-19 Chan Park , Mats Stensrud , Eric Tchetgen Tchetgen