中文
相关论文

相关论文: The State of Applied Econometrics - Causality and …

200 篇论文

Applying machine learning in the health care domain has shown promising results in recent years. Interpretable outputs from learning algorithms are desirable for decision making by health care personnel. In this work, we explore the…

机器学习 · 计算机科学 2017-11-30 Marcus Klasson , Kun Zhang , Bo C. Bertilson , Cheng Zhang , Hedvig Kjellström

We study the problem of observational causal inference with continuous treatments in the framework of inverse propensity-score weighting. To obtain stable weights, we design a new algorithm based on entropy balancing that learns weights to…

机器学习 · 计算机科学 2022-07-12 Mohammad Taha Bahadori , Eric Tchetgen Tchetgen , David E. Heckerman

This paper serves as a literature review of methodology concerning the (modern) causal inference methods to address the causal estimand with observational/survey data that have been or will be used in social science research. Mainly, this…

计量经济学 · 经济学 2024-08-02 Guanghui Pan

We discuss the relevance of the recent Machine Learning (ML) literature for economics and econometrics. First we discuss the differences in goals, methods and settings between the ML literature and the traditional econometrics and…

计量经济学 · 经济学 2019-03-26 Susan Athey , Guido Imbens

In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…

统计方法学 · 统计学 2017-10-26 Susan Athey , Guido Imbens

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,…

机器学习 · 统计学 2019-03-04 Noemi Kreif , Karla DiazOrdaz

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

统计理论 · 数学 2020-09-08 Susan Athey , Stefan Wager

A further understanding of cause and effect within observational data is critical across many domains, such as economics, health care, public policy, web mining, online advertising, and marketing campaigns. Although significant advances…

机器学习 · 计算机科学 2023-04-11 Zhixuan Chu , Sheng Li

In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…

计量经济学 · 经济学 2024-06-26 Dmitry Arkhangelsky , Guido Imbens

In this paper we review important aspects of semiparametric theory and empirical processes that arise in causal inference problems. We begin with a brief introduction to the general problem of causal inference, and go on to discuss…

统计理论 · 数学 2016-07-25 Edward H. Kennedy

Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…

机器学习 · 计算机科学 2026-05-26 George Panagopoulos

Causal discovery aims to automatically uncover causal relationships from data, a capability with significant potential across many scientific disciplines. However, its real-world applications remain limited. Current methods often rely on…

We present an overview of the decision-theoretic framework of statistical causality, which is well-suited for formulating and solving problems of determining the effects of applied causes. The approach is described in detail, and is related…

统计理论 · 数学 2020-04-28 A. Philip Dawid

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops estimation and inference procedures for multiple treatment…

计量经济学 · 经济学 2022-09-09 Michael Lechner , Jana Mareckova

Synthetic control (SC) methods have been widely applied to estimate the causal effect of large-scale interventions, e.g., the state-wide effect of a change in policy. The idea of synthetic controls is to approximate one unit's…

统计方法学 · 统计学 2021-12-15 Claudia Shi , Dhanya Sridhar , Vishal Misra , David M. Blei

Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…

统计方法学 · 统计学 2014-11-19 Andreas Mayr , Harald Binder , Olaf Gefeller , Matthias Schmid

Causal models communicate our assumptions about causes and effects in real-world phe- nomena. Often the interest lies in the identification of the effect of an action which means deriving an expression from the observed probability…

机器学习 · 统计学 2018-06-20 Santtu Tikka , Juha Karvanen

In recent years, there has been increasing interest in causal reasoning for designing fair decision-making systems due to its compatibility with legal frameworks, interpretability for human stakeholders, and robustness to spurious…

机器学习 · 计算机科学 2022-10-27 Aida Rahmattalabi , Alice Xiang

We present a comprehensive framework for applying rigorous statistical techniques from econometrics to analyze and improve machine learning systems. We introduce key statistical methods such as Ordinary Least Squares (OLS) regression,…

机器学习 · 计算机科学 2024-10-03 Michaël Soumm

Causality is a fundamental part of the scientific endeavour to understand the world. Unfortunately, causality is still taboo in much of psychology and social science. Motivated by a growing number of recommendations for the importance of…

统计方法学 · 统计学 2022-06-27 Matthew J. Vowels