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Related papers: Combining stated and revealed preferences

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There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of…

Econometrics · Economics 2022-05-06 Matthew A. Masten , Alexandre Poirier

Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is…

Artificial Intelligence · Computer Science 2016-11-09 Alexander Peysakhovich , Akos Lada

LLMs are increasingly used to make or support high-stakes decisions under uncertainty, where alignment depends not only on factual accuracy but on how models weigh tradeoffs between different outcomes. We present an empirical pipeline for…

Machine Learning · Computer Science 2026-05-12 Khurram Yamin , Jingjing Tang , Eric Horvitz , Bryan Wilder

We study preferences estimated from finite choice experiments and provide sufficient conditions for convergence to a unique underlying "true" preference. Our conditions are weak, and therefore valid in a wide range of economic environments.…

Theoretical Economics · Economics 2020-11-03 Christopher P. Chambers , Federico Echenique , Nicolas Lambert

Massive amounts of data are the foundation of data-driven recommendation models. As an inherent nature of big data, data heterogeneity widely exists in real-world recommendation systems. It reflects the differences in the properties among…

Information Retrieval · Computer Science 2023-05-26 Zimu Wang , Jiashuo Liu , Hao Zou , Xingxuan Zhang , Yue He , Dongxu Liang , Peng Cui

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding…

Machine Learning · Computer Science 2024-05-28 Feng Xie , Zhengming Chen , Shanshan Luo , Wang Miao , Ruichu Cai , Zhi Geng

We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds…

Econometrics · Economics 2019-05-21 Yuichi Kitamura , Jörg Stoye

Causal inference with observational data can be performed under an assumption of no unobserved confounders (unconfoundedness assumption). There is, however, seldom clear subject-matter or empirical evidence for such an assumption. We…

Methodology · Statistics 2023-11-13 Minna Genbäck , Xavier de Luna

Economic choices are often stochastic: the same person may make a different choice when facing the same alternatives repeatedly. Standard models assume that the degree of randomness reflects the size of utility differences, but choice…

Theoretical Economics · Economics 2026-05-05 Shuhua Si

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

Background: Pairwise and network meta-analyses using fixed effect and random effects models are commonly applied to synthesise evidence from randomised controlled trials. The models differ in their assumptions and the interpretation of the…

Methodology · Statistics 2017-08-04 Shijie Ren , Jeremy E. Oakley , John W. Stevens

In the era of fast-paced precision medicine, observational studies play a major role in properly evaluating new treatments in clinical practice. Yet, unobserved confounding can significantly compromise causal conclusions drawn from…

Machine Learning · Statistics 2026-03-20 Piersilvio De Bartolomeis , Javier Abad , Konstantin Donhauser , Fanny Yang

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

Machine Learning · Computer Science 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo

Evidence-based decision-making entails collecting (costly) observations about an underlying phenomenon of interest, and subsequently committing to an (informed) decision on the basis of accumulated evidence. In this setting, active sensing…

Machine Learning · Statistics 2020-06-26 Daniel Jarrett , Mihaela van der Schaar

We propose a new method for studying environments with unobserved individual heterogeneity. Based on model-implied pairwise inequalities, the method classifies individuals in the sample into groups defined by discrete unobserved…

Econometrics · Economics 2020-11-19 Elena Krasnokutskaya , Kyungchul Song , Xun Tang

Conjoint experiments have become central to survey research in political science and related fields because they allow researchers to study preferences across multiple attributes simultaneously. Beyond estimating main effects, scholars…

Methodology · Statistics 2025-10-03 Steven Wang , Isys Johnson , Jessica Grogan , Lalit Jain , Atri Rudra , Kyle Hunt , Kenneth Joseph

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…

Methodology · Statistics 2025-08-29 Muye Liu , Jun Xie

We consider the problem of causal discovery (structure learning) from heterogeneous observational data. Most existing methods assume a homogeneous sampling scheme, which leads to misleading conclusions when violated in many applications. To…

Methodology · Statistics 2022-02-01 Fangting Zhou , Kejun He , Yang Ni

Unobserved confounding is a central barrier to drawing causal inferences from observational data. Several authors have recently proposed that this barrier can be overcome in the case where one attempts to infer the effects of several…

Machine Learning · Statistics 2019-03-20 Alexander D'Amour