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Conditional power calculations are frequently used to guide the decision whether or not to stop a trial for futility or to modify planned sample size. These ignore the information in short-term endpoints and baseline covariates, and thereby…

Methodology · Statistics 2019-04-11 Kelly Van Lancker , An Vandebosch , Stijn Vansteelandt

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

Methodology · Statistics 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

Instrumental variable (IV) strategies are widely used in political science to establish causal relationships. However, the identifying assumptions required by an IV design are demanding, and it remains challenging for researchers to assess…

Econometrics · Economics 2023-11-08 Apoorva Lal , Mac Lockhart , Yiqing Xu , Ziwen Zu

Learning-based approaches, such as reinforcement and imitation learning are gaining popularity in decision-making for autonomous driving. However, learned policies often fail to generalize and cannot handle novel situations well. Asking and…

Machine Learning · Computer Science 2020-11-13 Patrick Hart , Alois Knoll

This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…

Econometrics · Economics 2022-01-03 Florian Gunsilius

Exclusion and exogeneity are core assumptions in instrumental variable (IV) analyses, but their empirical validity is often debated. This paper develops new sensitivity analyses for these assumptions. Our results accommodate arbitrary…

Econometrics · Economics 2026-04-10 Paul Diegert , Matthew A. Masten , Alexandre Poirier

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

This paper develops a framework for identifying treatment effects when a policy simultaneously alters both the incentive to participate and the outcome of interest -- such as hiring decisions and wages in response to employment subsidies;…

Econometrics · Economics 2025-09-01 Haotian Deng

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…

Machine Learning · Computer Science 2023-10-04 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

Balanced representation learning methods have been applied successfully to counterfactual inference from observational data. However, approaches that account for survival outcomes are relatively limited. Survival data are frequently…

Machine Learning · Statistics 2021-03-04 Paidamoyo Chapfuwa , Serge Assaad , Shuxi Zeng , Michael J. Pencina , Lawrence Carin , Ricardo Henao

Counterfactual explanations are emerging as an attractive option for providing recourse to individuals adversely impacted by algorithmic decisions. As they are deployed in critical applications (e.g. law enforcement, financial lending), it…

Machine Learning · Computer Science 2021-11-05 Dylan Slack , Sophie Hilgard , Himabindu Lakkaraju , Sameer Singh

We study causal inference under case-control and case-population sampling. Specifically, we focus on the binary-outcome and binary-treatment case, where the parameters of interest are causal relative and attributable risks defined via the…

Econometrics · Economics 2023-10-24 Sung Jae Jun , Sokbae Lee

This paper considers endogenous selection models, in particular nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variables. Using a selection equation which is additively separable…

Statistics Theory · Mathematics 2020-10-07 Eric Gautier

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…

We study counterfactual classification as a new tool for decision-making under hypothetical (contrary to fact) scenarios. We propose a doubly-robust nonparametric estimator for a general counterfactual classifier, where we can incorporate…

Machine Learning · Computer Science 2023-01-31 Kwangho Kim , Edward H. Kennedy , José R. Zubizarreta

Recommender systems exemplify sequential decision-making under uncertainty, strategically deciding what content to serve to users, to optimise a range of potential objectives. To balance the explore-exploit trade-off successfully, Thompson…

Information Retrieval · Computer Science 2025-07-09 Olivier Jeunen

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

Machine Learning · Statistics 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Econometrics · Economics 2026-05-25 Bruno Fava

Randomized experiments can be susceptible to selection bias due to potential non-compliance by the participants. While much of the existing work has studied compliance as a static behavior, we propose a game-theoretic model to study…

Machine Learning · Computer Science 2021-07-29 Daniel Ngo , Logan Stapleton , Vasilis Syrgkanis , Zhiwei Steven Wu

Understanding the impact of the most effective policies or treatments on a response variable of interest is desirable in many empirical works in economics, statistics and other disciplines. Due to the widespread winner's curse phenomenon,…

Methodology · Statistics 2022-10-25 Waverly Wei , Yuqing Zhou , Zeyu Zheng , Jingshen Wang