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Related papers: Extrapolating LATE with Weak IVs

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Instrumental variable (IV) methods are widely used to adjust for the bias in estimating treatment effects caused by unmeasured confounders in observational studies. In this manuscript, we provide empirical and theoretical evidence that the…

Methodology · Statistics 2015-03-04 Ashkan Ertefaie , Dylan Small , James H. Flory , Sean Hennessy

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to…

Machine Learning · Computer Science 2023-05-19 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu (2014), we propose a two--stage estimation approach. First,…

Methodology · Statistics 2016-10-28 Qian Feng , Quang Vuong , Haiqing Xu

In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

Econometrics · Economics 2026-01-27 Cavit Pakel , Martin Weidner

This paper offers a synthesis of the empirical literature on the effects of monetary policy. Using the findings from an extensive collection of meta-analyses, it evaluates the effectiveness of conventional and unconventional monetary policy…

Theoretical Economics · Economics 2025-09-25 Ricardo Alonzo Fernandez Salguero

Inferring the causal effect of a non-randomly assigned exposure on an outcome requires adjusting for common causes of the exposure and outcome to avoid biased conclusions. Notwithstanding the efforts investigators routinely make to measure…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Stijn Vansteelandt

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

Machine Learning · Computer Science 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

Externally controlled trials (ECTs) compare outcomes between a single-arm trial and external controls drawn from sources such as historical trials, registries, or observational studies. In survival analysis, a major challenge arises when…

Methodology · Statistics 2025-09-18 Q. Le Coent , G. L. Rosner , M-C. Wang , C. Hu

Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…

Methodology · Statistics 2025-09-26 Chi-Shian Dai , Chao Ying , Yang Ning , Jiwei Zhao

Off-policy evaluation (OPE) is critical for applying contextual bandit algorithms to high-stakes decision-making settings such as healthcare, where new treatment policies must be evaluated prior to deployment. Unfortunately, OPE techniques…

Machine Learning · Computer Science 2026-05-28 Aishwarya Mandyam , Shengpu Tang , Jiayu Yao , Jenna Wiens , Barbara E. Engelhardt

Counterfactual explanations are increasingly proposed as interpretable mechanisms to achieve algorithmic recourse. However, current counterfactual techniques for time series classification are predominantly designed with static data…

Machine Learning · Computer Science 2025-12-17 Emmanuel C. Chukwu , Rianne M. Schouten , Monique Tabak , Mykola Pechenizkiy

We examine four important considerations in the development of covariate adjustment methodologies for indirect treatment comparisons. Firstly, we consider potential advantages of weighting versus outcome modeling, placing focus on…

Methodology · Statistics 2026-05-07 Antonio Remiro-Azócar , Anna Heath , Gianluca Baio

Suppose we are interested in the effect of a treatment in a clinical trial. The efficiency of inference may be limited due to small sample size. However, external control data are often available from historical studies. Motivated by an…

Methodology · Statistics 2021-12-10 Xinyu Li , Wang Miao , Fang Lu , Xiao-Hua Zhou

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…

Machine Learning · Statistics 2023-02-03 Yang Xu , Jin Zhu , Chengchun Shi , Shikai Luo , Rui Song

We extend methods for finite-sample inference about the average treatment effect (ATE) in randomized experiments with binary outcomes to accommodate stratification (blocking). We present three valid methods that differ in their…

Methodology · Statistics 2025-08-07 Jiaxun Li , Jacob Spertus , Philip B. Stark

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

In arXiv:2504.17706 {Dutrieux:2025jed} we criticized the excessive model-dependence introduced by rigid few-parameter fits to extrapolate lattice data in the large momentum effective theory (LaMET) when the data are noisy and lose signal…

Weighting and trimming are popular methods for addressing positivity violations in causal inference. While well-studied with single-timepoint data, standard methods do not easily generalize to address non-baseline positivity violations in…

Methodology · Statistics 2025-06-12 Alec McClean , Alexander W. Levis , Nicholas Williams , Ivan Diaz

Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…

Methodology · Statistics 2021-05-25 Peng Wu , Zhiqiang Tan , Wenjie Hu , Xiao-Hua Zhou