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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

Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to…

机器学习 · 计算机科学 2023-05-19 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Researchers are often interested in treatment effects on outcomes that are only defined conditional on a post-treatment event status. For example, in a study of the effect of different cancer treatments on quality of life at end of…

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

统计方法学 · 统计学 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

计量经济学 · 经济学 2023-11-28 Sukjin Han , Haiqing Xu

We consider the task of causal imputation, where we aim to predict the outcomes of some set of actions across a wide range of possible contexts. As a running example, we consider predicting how different drugs affect cells from different…

机器学习 · 统计学 2024-09-19 Alvaro Ribot , Chandler Squires , Caroline Uhler

Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model which…

机器学习 · 统计学 2017-01-23 Min Lu , Saad Sadiq , Daniel J. Feaster , Hemant Ishwaran

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

机器学习 · 统计学 2019-03-04 Rajesh Ranganath , Adler Perotte

The difference-in-differences (DID) research design is a key identification strategy which allows researchers to estimate causal effects under the parallel trends assumption. While the parallel trends assumption is counterfactual and cannot…

统计方法学 · 统计学 2026-05-12 Jonas M. Mikhaeil , Christopher Harshaw

Referred to as the third rung of the causal inference ladder, counterfactual queries typically ask the "What if ?" question retrospectively. The standard approach to estimate counterfactuals resides in using a structural equation model that…

机器学习 · 计算机科学 2023-01-18 Edward De Brouwer

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

机器学习 · 计算机科学 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

统计方法学 · 统计学 2017-02-16 Thai Pham

Counterfactual inference is a powerful tool, capable of solving challenging problems in high-profile sectors. To perform counterfactual inference, one requires knowledge of the underlying causal mechanisms. However, causal mechanisms cannot…

机器学习 · 计算机科学 2023-01-23 Athanasios Vlontzos , Bernhard Kainz , Ciaran M. Gilligan-Lee

Evaluating sports players based on their performance shares core challenges with evaluating healthcare providers based on patient outcomes. Drawing on recent advances in healthcare provider profiling, we cast sports player evaluation within…

应用统计 · 统计学 2026-02-27 Herbert P. Susmann , Antonio D'Alessandro

Counterfactual reasoning is an important paradigm applicable in many fields, such as healthcare, economics, and education. In this work, we propose a novel method to address the issue of \textit{selection bias}. We learn two groups of…

机器学习 · 计算机科学 2019-12-20 Zichen Zhang , Qingfeng Lan , Lei Ding , Yue Wang , Negar Hassanpour , Russell Greiner

Estimating an individual's potential response to interventions from observational data is of high practical relevance for many domains, such as healthcare, public policy or economics. In this setting, it is often the case that combinations…

机器学习 · 计算机科学 2021-03-23 Sonali Parbhoo , Stefan Bauer , Patrick Schwab

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Scientists regularly pose questions about treatment effects on outcomes conditional on a post-treatment event. However, causal inference in such settings requires care, even in perfectly executed randomized experiments. Recently, the…

统计方法学 · 统计学 2026-02-19 Chan Park , Mats Stensrud , Eric Tchetgen Tchetgen

The goal of causal inference is to understand the outcome of alternative courses of action. However, all causal inference requires assumptions. Such assumptions can be more influential than in typical tasks for probabilistic modeling, and…

统计方法学 · 统计学 2016-10-31 Dustin Tran , Francisco J. R. Ruiz , Susan Athey , David M. Blei

The use of machine learning systems to support decision making in healthcare raises questions as to what extent these systems may introduce or exacerbate disparities in care for historically underrepresented and mistreated groups, due to…

机器学习 · 计算机科学 2019-07-16 Stephen Pfohl , Tony Duan , Daisy Yi Ding , Nigam H. Shah