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In mediation analysis, the effect of an exposure (or treatment) on an outcome variable is decomposed into two components: a direct effect, which pertains to an immediate influence of the exposure on the outcome, and an indirect effect,…

Methodology · Statistics 2017-10-04 Marco Geraci , Alessandra Mattei

Causal mediation analysis can unpack the black box of causality and is therefore a powerful tool for disentangling causal pathways in biomedical and social sciences, and also for evaluating machine learning fairness. To reduce bias for…

Machine Learning · Statistics 2022-12-27 Siqi Xu , Lin Liu , Zhonghua Liu

The simultaneous application of multiple treatments is increasingly common in many fields, such as healthcare and marketing. In such scenarios, it is important to estimate the single treatment effects and the interaction treatment effects…

Methodology · Statistics 2025-11-14 Yuki Murakami , Takumi Hattori , Kohsuke Kubota

Mediation analysis aims at disentangling the effects of a treatment on an outcome through alternative causal mechanisms and has become a popular practice in biomedical and social science applications. The causal framework based on…

Methodology · Statistics 2024-09-27 Allan Jerolon , Laura Baglietto , Etienne Birmele , Vittorio Perduca , Flora Alarcon

We consider a general difference-in-differences model in which the treatment variable of interest may be non-binary and its value may change in each period. It is generally difficult to estimate treatment parameters defined with the…

Econometrics · Economics 2023-05-30 Takahide Yanagi

Matching-adjusted indirect comparison (MAIC) has been increasingly employed in health technology assessments (HTA). By reweighting subjects from a trial with individual participant data (IPD) to match the covariate summary statistics of…

Machine Learning · Statistics 2026-05-13 Yixin Fang , Weili He

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing…

Machine Learning · Computer Science 2025-07-11 Tomu Hirata , Undral Byambadalai , Tatsushi Oka , Shota Yasui , Shingo Uto

The goal of causal mediation analysis, often described within the potential outcomes framework, is to decompose the effect of an exposure on an outcome of interest along different causal pathways. Using the assumption of sequential…

Methodology · Statistics 2021-11-09 Lexi Rene , Antonio R. Linero , Elizabeth Slate

Given a binary treatment and a binary mediator, mediation analysis decomposes the total effect of the treatment on an outcome variable into direct and indirect effects. However, the existing decompositions are "path-dependent", and…

Methodology · Statistics 2021-10-14 Myoung-jae Lee

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

Mediation analysis has become an important tool in the behavioral sciences for investigating the role of intermediate variables that lie in the path between a randomized treatment and an outcome variable. The influence of the intermediate…

In the context of machine learning, disparate impact refers to a form of systematic discrimination whereby the output distribution of a model depends on the value of a sensitive attribute (e.g., race or gender). In this paper, we propose an…

Information Theory · Computer Science 2018-05-14 Hao Wang , Berk Ustun , Flavio P. Calmon

Difference-in-differences (DID) is commonly used to estimate treatment effects but is infeasible in settings where data are unpoolable due to privacy concerns or legal restrictions on data sharing, particularly across jurisdictions. In this…

Econometrics · Economics 2025-07-28 Sunny Karim , Matthew D. Webb , Nichole Austin , Erin Strumpf

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

Difference-in-differences is one of the most used identification strategies in empirical work in economics. This chapter reviews a number of important, recent developments related to difference-in-differences. First, this chapter reviews…

Econometrics · Economics 2022-08-02 Brantly Callaway

Recent advances in causal inference have seen the development of methods which make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning (DML) procedures for panel data in which…

Econometrics · Economics 2025-01-03 Paul S. Clarke , Annalivia Polselli

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE…

Econometrics · Economics 2024-12-30 Toshiki Tsuda

Economists often estimate continuous treatment effects in panel data using linear two-way fixed effects models (TWFE). When the treatment-outcome relationship is nonlinear, TWFE is misspecifed and potentially biased for the average partial…

Econometrics · Economics 2025-10-14 Sylvia Klosin , Max Vilgalys

Various methods have emerged for conducting mediation analyses with multiple correlated mediators, each with distinct strengths and limitations. However, a comparative evaluation of these methods is lacking, providing the motivation for…

Applications · Statistics 2024-06-25 Mary Appah , D. Leann Long , George Howard , Melissa J. Smith