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Granger causality analysis, as one of the most popular time series causality methods, has been widely used in the economics, neuroscience. However, unobserved confounders is a fundamental problem in the observational studies, which is still…

Machine Learning · Computer Science 2019-09-10 Yuan Meng

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

Unobserved effect modifiers can induce bias when generalizing causal effect estimates to target populations. In this work, we extend a sensitivity analysis framework assessing the robustness of study results to unobserved effect…

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

Causal mediation analysis is routinely conducted by applied researchers in a variety of disciplines. The goal of such an analysis is to investigate alternative causal mechanisms by examining the roles of intermediate variables that lie in…

Methodology · Statistics 2010-11-05 Kosuke Imai , Luke Keele , Teppei Yamamoto

An important strategy for identifying principal causal effects, which are often used in settings with noncompliance, is to invoke the principal ignorability (PI) assumption. As PI is untestable, it is important to gauge how sensitive effect…

In contingency table analysis, the odds ratio is a commonly applied measure used to summarize the degree of association between two categorical variables, say R and S. Suppose now that for each individual in the table, a vector of…

Methodology · Statistics 2012-11-16 Francis K. C. Hui , Gery Geenens

Questions concerning mediated causal effects are of great interest in psychology, cognitive science, medicine, social science, public health, and many other disciplines. For instance, about 60% of recent papers published in leading journals…

Statistics Theory · Mathematics 2013-03-05 Ilya Shpitser

The proportional hazards assumption in the commonly used Cox model for censored failure time data is often violated in scientific studies. Yang and Prentice (2005) proposed a novel semiparametric two-sample model that includes the…

Methodology · Statistics 2012-06-06 Guoqing Diao , Donglin Zeng , Song Yang

Background: The E-value has become widely used for assessing robustness to unmeasured confounding in observational studies, but the original framework was developed for single time-point exposure-outcome settings. This study extends the…

Applications · Statistics 2026-03-02 Md. Niamul Islam Sium

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been…

Machine Learning · Statistics 2014-11-03 Ricardo Silva , Robin Evans

The Cox regression model and its associated hazard ratio (HR) are frequently used for summarizing the effect of treatments on time to event outcomes. However, the HR's interpretation strongly depends on the assumed underlying survival…

Methodology · Statistics 2021-08-10 Pablo Martinez-Camblor , Todd A. MacKenzie , A. James O'Malley

Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed…

Machine Learning · Computer Science 2020-07-14 Nathan Kallus , Angela Zhou

It is important to draw causal inference from observational studies, which, however, becomes challenging if the confounders have missing values. Generally, causal effects are not identifiable if the confounders are missing not at random. We…

Methodology · Statistics 2019-02-04 Shu Yang , Linbo Wang , Peng Ding

The test-negative design has become popular for evaluating the effectiveness of post-licensure vaccines using observational data. In addition to its logistical convenience on data collection, the design is also believed to control for the…

Methodology · Statistics 2026-05-15 Soumyabrata Kundu , Peng Ding , Jingshu Wang , Xinran Li

Quasi-experimental evaluations are central for generating real-world causal evidence and complementing insights from randomized trials. The regression discontinuity design (RDD) is a quasi-experimental design that can be used to estimate…

Machine Learning · Statistics 2026-04-07 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani , Stefan Wager

An essential goal of program evaluation and scientific research is the investigation of causal mechanisms. Over the past several decades, causal mediation analysis has been used in medical and social sciences to decompose the treatment…

Methodology · Statistics 2016-01-15 K. C. G. Chan , K. Imai , S. C. P. Yam , Z. Zhang

Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the…

Machine Learning · Computer Science 2019-05-16 Chirag Nagpal , Rohan Sangave , Amit Chahar , Parth Shah , Artur Dubrawski , Bhiksha Raj

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

Econometrics · Economics 2019-08-26 Michael Zimmert , Michael Lechner

Estimating the effects of continuous-valued interventions from observational data is a critically important task for climate science, healthcare, and economics. Recent work focuses on designing neural network architectures and…

Machine Learning · Computer Science 2022-10-13 Andrew Jesson , Alyson Douglas , Peter Manshausen , Maëlys Solal , Nicolai Meinshausen , Philip Stier , Yarin Gal , Uri Shalit
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