Related papers: Efficient Targeted Maximum Likelihood Estimation o…
A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we…
While machine learning (ML) methods have received a lot of attention in recent years, these methods are primarily for prediction. Empirical researchers conducting policy evaluations are, on the other hand, pre-occupied with causal problems,…
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…
We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…
Target trial emulation (TTE) enables causal questions to be studied with observational data when randomized controlled trials (RCTs) are infeasible. Yet treatment-effect methods often address causal estimation, missingness, and temporal…
Covariate adjustment is an approach to improve the precision of trial analyses by adjusting for baseline variables that are prognostic of the primary endpoint. Motivated by the SEARCH Universal HIV Test-and-Treat Trial (2013-2017), we tell…
We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector without specifying the joint distribution, except for the…
This note introduces a unified theory for causal inference that integrates Riesz regression, covariate balancing, density-ratio estimation (DRE), targeted maximum likelihood estimation (TMLE), and the matching estimator in average treatment…
Kernel matching is a widely used technique for estimating treatment effects, particularly valuable in observational studies where randomized controlled trials are not feasible. While kernel-matching approaches have demonstrated practical…
Subgroup analyses within randomized controlled trials are often underpowered due to limited sample sizes. We address this challenge by leveraging trial participants outside the subgroup of interest to augment estimation within the subgroup.…
Average Treatment Effect (ATE) estimation is a well-studied problem in causal inference. However, it does not necessarily capture the heterogeneity in the data, and several approaches have been proposed to tackle the issue, including…
Adjustment for ``super'' or ``prognostic'' composite covariates has become more popular in randomized trials recently. These prognostic covariates are often constructed from historical data by fitting a predictive model of the outcome on…
A targeted learning (TL) framework is developed to estimate the difference in the restricted mean survival time (RMST) for a clinical trial with time-to-event outcomes. The approach starts by defining the target estimand as the RMST…
We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…
Use of machine learning to estimate nuisance functions (e.g. outcomes models, propensity score models) in estimators used in causal inference is increasingly common, as it can mitigate bias due to model misspecification. However, it can be…
Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…
It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a…
In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…
The Highly-Adaptive-LASSO Targeted Minimum Loss Estimator (HAL-TMLE) is an efficient plug-in estimator of a pathwise differentiable parameter in a statistical model that at minimal (and possibly only) assumes that the sectional variation…
Targeted maximum likelihood estimators (TMLEs) are asymptotically optimal among regular, asymptotically linear estimators. In small samples, however, we may be far from "asymptopia" and not reap the benefits of optimality. Here we propose a…