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We propose a framework, the Neyman Jackknife, for conservative variance estimation in finite-population causal inference under interference. Our approach provides a general, flexible blueprint that enables conservative variance estimation…

统计方法学 · 统计学 2026-04-28 Bryan Park , Stefan Wager

I study identification, estimation and inference for spillover effects in experiments where units' outcomes may depend on the treatment assignments of other units within a group. I show that the commonly-used reduced-form linear-in-means…

计量经济学 · 经济学 2022-01-21 Gonzalo Vazquez-Bare

In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus on the setting where units, e.g., individuals, firms, or states, adopt the policy or treatment of interest at a…

计量经济学 · 经济学 2018-09-05 Susan Athey , Guido Imbens

Prediction models developed before the introduction of a new treatment may be used to estimate treatment effects of newly introduced treatments. One approach, known as model-based clinical evaluation in radiotherapy, does this by comparing…

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

统计方法学 · 统计学 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

统计方法学 · 统计学 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

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…

统计理论 · 数学 2018-04-13 Max H. Farrell

We propose a new modeling and estimation approach to select the optimal treatment regime from different options through constructing a robust estimating equation. The method is protected against misspecification of the propensity score…

统计方法学 · 统计学 2022-11-15 Trinetri Ghosh , Yanyuan Ma , Wensheng Zhu , Yuanjia Wang

Estimating individual and average treatment effects from observational data is an important problem in many domains such as healthcare and e-commerce. In this paper, we advocate balance regularization of multi-head neural network…

机器学习 · 计算机科学 2020-11-24 Mehrdad Farajtabar , Andrew Lee , Yuanjian Feng , Vishal Gupta , Peter Dolan , Harish Chandran , Martin Szummer

In a completely randomized experiment, the variances of treatment effect estimators in the finite population are usually not identifiable and hence not estimable. Although some estimable bounds of the variances have been established in the…

统计理论 · 数学 2022-09-20 Ruoyu Wang , Qihua Wang , Wang Miao , Xiaohua Zhou

Unbiased estimators are introduced for averaged Bregman divergences which generalize Stein's Unbiased (Predictive) Risk Estimator, and the minimization of these estimators is proposed as a regularization parameter selection method for…

数值分析 · 数学 2021-11-22 Elias S. Helou , Sandra A. Santos , Lucas E. A. Simões

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

统计方法学 · 统计学 2024-04-23 Kosuke Imai , Michael Lingzhi Li

We consider the problem of how to assign treatment in a randomized experiment, in which the correlation among the outcomes is informed by a network available pre-intervention. Working within the potential outcome causal framework, we…

统计方法学 · 统计学 2017-05-19 Guillaume W. Basse , Edoardo M. Airoldi

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

计量经济学 · 经济学 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

Estimating causal effects has become an integral part of most applied fields. In this work we consider the violation of the classical no-interference assumption with units connected by a network. For tractability, we consider a known…

机器学习 · 统计学 2025-03-05 Alexandre Belloni , Fei Fang , Alexander Volfovsky

Interference occurs when the potential outcomes of a unit depend on the treatment of others. Interference can be highly heterogeneous, where treating certain individuals might have a larger effect on the population's overall outcome. A…

统计方法学 · 统计学 2025-04-11 Samantha G Dean , Georgia Papadogeorgou , Laura Forastiere

Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting…

统计方法学 · 统计学 2022-03-29 Zhichao Jiang , Shu Yang , Peng Ding

Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…

机器学习 · 计算机科学 2020-08-13 Maggie Makar , Fredrik D. Johansson , John Guttag , David Sontag

This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatment effects, under multiway clustering. The causal function…

计量经济学 · 经济学 2024-09-11 Nan Liu , Yanbo Liu , Yuya Sasaki

There is a growing literature on design-based methods to estimate average treatment effects for randomized controlled trials (RCTs) using the underpinnings of experiments. In this article, we build on these methods to consider design-based…

统计方法学 · 统计学 2024-01-17 Peter Z Schochet