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Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

统计理论 · 数学 2018-01-31 Zhiqiang Tan

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

统计方法学 · 统计学 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , Zheng Zhang

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

统计方法学 · 统计学 2019-05-14 Cheng Ju , David Benkeser , Mark J. van der Laan

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…

统计方法学 · 统计学 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

统计方法学 · 统计学 2020-09-22 Baoluo Sun , Zhiqiang Tan

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

统计方法学 · 统计学 2024-03-07 Masahiro Kato

Eliminating the effect of confounding in observational studies typically involves fitting a model for an outcome adjusted for covariates. When, as often, these covariates are high-dimensional, this necessitates the use of sparse estimators…

统计方法学 · 统计学 2019-03-26 Oliver Dukes , Stijn Vansteelandt

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

统计方法学 · 统计学 2024-04-12 Yuhao Wang , Rajen D. Shah

Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediation, and parameters of economic structural models. The…

统计理论 · 数学 2022-10-25 Victor Chernozhukov , Whitney K Newey , Rahul Singh

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

统计理论 · 数学 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances.…

统计方法学 · 统计学 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Christian Hansen

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…

统计方法学 · 统计学 2022-09-27 Hanzhong Liu , Fuyi Tu , Wei Ma

Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…

统计方法学 · 统计学 2025-06-10 Xin Lu , Fan Yang , Yuhao Wang

In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two…

计量经济学 · 经济学 2023-10-26 Masahiro Kato , Masaaki Imaizumi

Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…

统计方法学 · 统计学 2022-01-25 Wenfu Xu , Zhiqiang Tan

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

统计方法学 · 统计学 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…

机器学习 · 统计学 2020-11-05 Kristjan Greenewald , Dmitriy Katz-Rogozhnikov , Karthik Shanmugam

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

统计理论 · 数学 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

计量经济学 · 经济学 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

统计方法学 · 统计学 2022-09-26 Zhiqiang Tan
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