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We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Methodology · Statistics 2022-07-21 Heejun Shin , Joseph Antonelli

A standard assumption for causal inference about the joint effects of time-varying treatment is that one has measured sufficient covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values,…

Methodology · Statistics 2022-08-04 Andrew Ying , Wang Miao , Xu Shi , Eric J. Tchetgen Tchetgen

A growing number of scholars seek to estimate causal effects of unstructured data such as text, images, and video. However, existing methods typically treat each object as a single, static observation. We develop a statistical framework for…

Methodology · Statistics 2026-05-11 Kentaro Nakamura , Kosuke Imai

Although understanding and characterizing causal effects have become essential in observational studies, it is challenging when the confounders are high-dimensional. In this article, we develop a general framework $\textit{CausalEGM}$ for…

Machine Learning · Statistics 2023-03-20 Qiao Liu , Zhongren Chen , Wing Hung Wong

Causal inference in longitudinal biomedical data remains a central challenge, especially in psychiatry, where symptom heterogeneity and latent confounding frequently undermine classical estimators. Most existing methods for treatment effect…

Machine Learning · Computer Science 2025-07-28 Eric V. Strobl

This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…

Methodology · Statistics 2018-01-16 Ivan Fernandez-Val , Joonhwah Lee

We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g.,…

Methodology · Statistics 2023-12-12 Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo

Causal inference methods such as instrumental variables, regression discontinuity, and difference-in-differences are widely used to identify and estimate treatment effects. However, when outcomes are qualitative, their application poses…

Econometrics · Economics 2025-06-30 Riccardo Di Francesco , Giovanni Mellace

This paper presents methods to study the causal effect of a binary treatment on a functional outcome with observational data. We define a Functional Average Treatment Effect and develop an outcome regression estimator. We show how to obtain…

Methodology · Statistics 2025-09-08 Kreske Ecker , Xavier de Luna , Lina Schelin

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

Traditional panel-data causal inference frameworks, such as difference-in-differences and synthetic control methods, rely on pre-intervention data to estimate counterfactual means. However, such data may be unavailable in real-world…

Methodology · Statistics 2026-02-10 Zou Yang , Seung Hee Lee , Julia R. Köhler , AmirEmad Ghassami

We assume that we have observational data generated from an unknown underlying directed acyclic graph (DAG) model. A DAG is typically not identifiable from observational data, but it is possible to consistently estimate the equivalence…

Methodology · Statistics 2009-09-02 Marloes H. Maathuis , Markus Kalisch , Peter Bühlmann

In many stochastic service systems, decision-makers find themselves making a sequence of decisions, with the number of decisions being unpredictable. To enhance these decisions, it is crucial to uncover the causal impact these decisions…

Methodology · Statistics 2023-07-18 Juan C. David Gomez , Amy L. Cochran , Gabriel Zayas-Caban

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

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

This paper discusses the fundamental principles of causal inference - the area of statistics that estimates the effect of specific occurrences, treatments, interventions, and exposures on a given outcome from experimental and observational…

Methodology · Statistics 2021-12-03 Francesca Dominici , Falco J. Bargagli-Stoffi , Fabrizia Mealli

Causal inference studies whether the presence of a variable influences an observed outcome. As measured by quantities such as the "average treatment effect," this paradigm is employed across numerous biological fields, from vaccine and drug…

We consider the task of causal imputation, where we aim to predict the outcomes of some set of actions across a wide range of possible contexts. As a running example, we consider predicting how different drugs affect cells from different…

Machine Learning · Statistics 2024-09-19 Alvaro Ribot , Chandler Squires , Caroline Uhler

We address the problem of two-variable causal inference without intervention. This task is to infer an existing causal relation between two random variables, i.e. $X \rightarrow Y$ or $Y \rightarrow X$ , from purely observational data. As…

Machine Learning · Statistics 2020-01-07 Maximilian Kurthen , Torsten A. Enßlin

This paper focuses on estimating the coefficients and average partial effects of observed regressors in nonlinear panel data models with interactive fixed effects, using the common correlated effects (CCE) framework. The proposed two-step…

Econometrics · Economics 2023-04-27 Liang Chen , Minyuan Zhang