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We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatment weighting, or both. The latter approaches, which are…

Methodology · Statistics 2017-01-17 Olli Saarela , Léo R. Belzile , David A. Stephens

Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…

Methodology · Statistics 2025-01-08 Oliver Dukes , Stijn Vansteelandt , David Whitney

Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…

Applications · Statistics 2021-01-05 Fan Li , Fan Li

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While…

Methodology · Statistics 2026-03-27 Yifei Tian , Ying Wu

Understanding causal relationships in the presence of complex, structured data remains a central challenge in modern statistics and science in general. While traditional causal inference methods are well-suited for scalar outcomes, many…

The class of dual $\phi$-divergence estimators (introduced in Broniatowski and Keziou (2009) is explored with respect to robustness through the influence function approach. For scale and location models, this class is investigated in terms…

Statistics Theory · Mathematics 2009-12-15 Aida Toma , Michel Broniatowski

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…

Methodology · Statistics 2023-01-27 Eunah Cho , Shu Yang

Double robustness is a major selling point of semiparametric and missing data methodology. Its virtues lie in protection against partial nuisance misspecification and asymptotic semiparametric efficiency under correct nuisance…

Methodology · Statistics 2026-05-28 Lorenzo Testa , Francesca Chiaromonte , Kathryn Roeder

Bayesian doubly robust (DR) causal inference faces a fundamental dilemma: joint modeling of outcome and propensity score suffers from the feedback problem where outcome information contaminates propensity score estimation, while two-step…

Methodology · Statistics 2026-01-05 Shunichiro Orihara , Tomotaka Momozaki , Shonosuke Sugasawa

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

Applications · Statistics 2021-12-28 Denise Rava , Ronghui Xu

Standard approaches to causal inference, such as Outcome Regression and Inverse Probability Weighted Regression Adjustment (IPWRA), are typically derived through the lens of missing data imputation and identification theory. In this work,…

Machine Learning · Statistics 2025-12-23 Ashley Zhang

Semiparametric inference on average causal effects from observational data is based on assumptions yielding identification of the effects. In practice, several distinct identifying assumptions may be plausible; an analyst has to make a…

Methodology · Statistics 2025-10-07 Tetiana Gorbach , Xavier de Luna , Juha Karvanen , Ingeborg Waernbaum

This paper provides clear and practical guidance on the specification of imputation models when multiple imputation is used in conjunction with doubly robust estimation methods for causal inference. Through theoretical arguments and…

Methodology · Statistics 2025-12-19 Lucy D'Agostino McGowan

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

Robins et al. (2008) introduced a class of influence functions (IFs) which could be used to obtain doubly robust moment functions for the corresponding parameters. However, that class does not include the IF of parameters for which the…

Machine Learning · Statistics 2022-03-08 AmirEmad Ghassami , Andrew Ying , Ilya Shpitser , Eric Tchetgen Tchetgen

Estimating dynamic treatment effects is crucial across various disciplines, providing insights into the time-dependent causal impact of interventions. However, this estimation poses challenges due to time-varying confounding, leading to…

Methodology · Statistics 2025-01-31 Yuqian Zhang , Weijie Ji , Jelena Bradic

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

Doubly robust estimators with cross-fitting have gained popularity in causal inference due to their favorable structure-agnostic error guarantees. However, when additional structure, such as H\"{o}lder smoothness, is available then more…

Statistics Theory · Mathematics 2025-05-08 Alec McClean , Sivaraman Balakrishnan , Edward H. Kennedy , Larry Wasserman