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Uncovering causal effects in multiple treatment setting at various levels of granularity provides substantial value to decision makers. Comprehensive machine learning approaches to causal effect estimation allow to use a single causal…

Econometrics · Economics 2025-02-17 Michael Lechner , Jana Mareckova

Path-specific effects are a broad class of mediated effects from an exposure to an outcome via one or more causal pathways with respect to some subset of intermediate variables. The majority of the literature concerning estimation of…

To estimate direct and indirect effects of an exposure on an outcome from observed data strong assumptions about unconfoundedness are required. Since these assumptions cannot be tested using the observed data, a mediation analysis should…

Statistics Theory · Mathematics 2018-03-29 Anita Lindmark , Xavier de Luna , Marie Eriksson

Causal mediation analysis seeks to determine whether an independent variable affects a response variable directly or whether it does so indirectly, by way of a mediator. The existing statistical tests to determine the existence of an…

Methodology · Statistics 2023-09-28 John Kidd , Dan-Yu Lin

We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…

Methodology · Statistics 2026-02-06 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

We propose a novel method, termed the M-learner, for estimating heterogeneous indirect and total treatment effects and identifying relevant subgroups within a mediation framework. The procedure comprises four key steps. First, we compute…

Machine Learning · Statistics 2025-08-14 Xingyu Li , Qing Liu , Tony Jiang , Hong Amy Xia , Brian P. Hobbs , Peng Wei

Latent variable models provide a powerful framework for incorporating and inferring unobserved factors in observational data. In causal inference, they help account for hidden factors influencing treatment or outcome, thereby addressing…

Machine Learning · Computer Science 2025-08-29 Tetsuro Morimura , Tatsushi Oka , Yugo Suzuki , Daisuke Moriwaki

Causal mediation analysis usually requires strong assumptions, such as ignorability of the mediator, which may not hold in many social and scientific studies. Motivated by a multilevel randomized treatment experiment using functional…

Applications · Statistics 2017-07-11 Yi Zhao , Xi Luo

Understanding causal mechanisms is crucial for explaining and generalizing empirical phenomena. Causal mediation analysis offers statistical techniques to quantify the mediation effects. Although numerous methods have been developed for…

Methodology · Statistics 2026-05-12 Jiawei Fu

We demonstrate a comprehensive semiparametric approach to causal mediation analysis, addressing the complexities inherent in settings with longitudinal and continuous treatments, confounders, and mediators. Our methodology utilizes a…

Uncovering causal mediation effects is of significant value to practitioners seeking to isolate the direct treatment effect from the potential mediated effect. We propose a double machine learning (DML) algorithm for mediation analysis that…

Machine Learning · Statistics 2025-03-11 Houssam Zenati , Judith Abécassis , Julie Josse , Bertrand Thirion

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…

Computational Engineering, Finance, and Science · Computer Science 2023-06-13 Yaroslav Kivva , Saber Salehkaleybar , Negar Kiyavash

The fundamental problem in treatment effect estimation from observational data is confounder identification and balancing. Most of the previous methods realized confounder balancing by treating all observed pre-treatment variables as…

Methodology · Statistics 2021-10-13 Anpeng Wu , Kun Kuang , Junkun Yuan , Bo Li , Runze Wu , Qiang Zhu , Yueting Zhuang , Fei Wu

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

We address the challenge of explaining counterfactual outcomes in multi-agent Markov decision processes. In particular, we aim to explain the total counterfactual effect of an agent's action on the outcome of a realized scenario through its…

Artificial Intelligence · Computer Science 2025-10-22 Stelios Triantafyllou , Aleksa Sukovic , Yasaman Zolfimoselo , Goran Radanovic

Cluster randomized trials (CRTs) with multiple unstructured mediators present significant methodological challenges for causal inference due to within-cluster correlation, interference among units, and the complexity introduced by multiple…

Methodology · Statistics 2025-04-21 Yuki Ohnishi , Fan Li

Traditional mediation analysis typically examines the relations among an intervention, a time-invariant mediator, and a time-invariant outcome variable. Although there may be a direct effect of the intervention on the outcome, there is a…

Applications · Statistics 2020-08-28 Xizhen Cai , Donna L. Coffman , Megan E. Piper , Runze Li

Learning individual-level treatment effect is a fundamental problem in causal inference and has received increasing attention in many areas, especially in the user growth area which concerns many internet companies. Recently, disentangled…

Machine Learning · Computer Science 2022-06-03 Mingyuan Cheng , Xinru Liao , Quan Liu , Bin Ma , Jian Xu , Bo Zheng

Causal mediation analysis is widely used to investigate how causal effects operate through specific pathways linking treatments or exposures to outcomes. Recently, \texttt{crumble} was developed to enable nonparametric estimation of several…

Methodology · Statistics 2026-04-14 Richard Liu , Nicholas T. Williams , Kara E. Rudolph , Ivan Diaz

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork