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Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

Methodology · Statistics 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

In observational studies, covariates with substantial missing data are often omitted, despite their strong predictive capabilities. These excluded covariates are generally believed not to simultaneously affect both treatment and outcome,…

Methodology · Statistics 2024-02-23 Shanshan Luo , Mengchen Shi , Wei Li , Xueli Wang , Zhi Geng

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…

Methodology · Statistics 2025-04-21 Yikun Zhang , Yen-Chi Chen

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

Econometrics · Economics 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…

Methodology · Statistics 2019-06-11 Karla DiazOrdaz , Rhian Daniel , Noemi Kreif

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

Statistics Theory · Mathematics 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

We study nonparametric inference for the causal dose-response (or treatment effect) curve when the treatment variable is continuous rather than binary or discrete. We do this by developing doubly robust confidence intervals for the…

Methodology · Statistics 2025-08-13 Charles R. Doss

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee

The vast majority of literature on evaluating the significance of a treatment effect based on observational data has been confined to discrete treatments. These methods are not applicable to drawing inference for a continuous treatment,…

Methodology · Statistics 2023-05-23 Charles R. Doss , Guangwei Weng , Lan Wang , Ira Moscovice , Tongtan Chantarat

The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

Methodology · Statistics 2026-02-03 Chengxin Yang , Laine E. Thomas , Fan Li

Recent work has focused on the potential and pitfalls of causal identification in observational studies with multiple simultaneous treatments. Building on previous work, we show that even if the conditional distribution of unmeasured…

Methodology · Statistics 2025-03-28 Jiajing Zheng , Alexander D'Amour , Alexander Franks

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Methodology · Statistics 2022-07-21 Heejun Shin , Joseph Antonelli

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Econometrics · Economics 2025-01-28 Masahiro Kato

Bayesian doubly robust (DR) causal inference faces a fundamental dilemma: joint modeling of outcome and propensity score suffers from the feedback problem where outcome information contaminates propensity score estimation, while two-step…

Methodology · Statistics 2026-01-05 Shunichiro Orihara , Tomotaka Momozaki , Shonosuke Sugasawa

Electronic health records and other sources of observational data are increasingly used for drawing causal inferences. The estimation of a causal effect using these data not meant for research purposes is subject to confounding and…

Methodology · Statistics 2023-04-19 Janie Coulombe , Shu Yang

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…

Econometrics · Economics 2022-11-16 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…

Methodology · Statistics 2018-01-11 Joseph Antonelli , Matthew Cefalu , Nathan Palmer , Denis Agniel

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

Estimating dynamic treatment effects is a crucial endeavor in causal inference, particularly when confronted with high-dimensional confounders. Doubly robust (DR) approaches have emerged as promising tools for estimating treatment effects…

Methodology · Statistics 2023-05-17 Jelena Bradic , Weijie Ji , Yuqian Zhang
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