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Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT is substantially different from the target population.…

统计方法学 · 统计学 2023-01-11 Bénédicte Colnet , Julie Josse , Erwan Scornet , Gaël Varoquaux

Sensitivity analysis for the unconfoundedness assumption is crucial in observational studies. For this purpose, the marginal sensitivity model (MSM) gained popularity recently due to its good interpretability and mathematical properties.…

统计方法学 · 统计学 2024-02-27 Yao Zhang , Qingyuan Zhao

Measurement error can often be harmful when estimating causal effects. Two scenarios in which this is the case are in the estimation of (a) the average treatment effect when confounders are measured with error and (b) the natural indirect…

统计方法学 · 统计学 2024-06-04 Caleb H. Miles , Linda Valeri , Brent Coull

Matching is one of the most widely used causal inference designs in observational studies, but post-matching confounding bias remains a critical concern. This bias includes overt bias from inexact matching on measured confounders and hidden…

统计方法学 · 统计学 2026-02-26 Siyu Heng , Yanxin Shen , Pengyun Wang

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

统计方法学 · 统计学 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…

统计理论 · 数学 2014-03-12 Antonio F. Galvao , Kengo Kato

Additive noise models (ANMs) are an important setting studied in causal inference. Most of the existing works on ANMs assume causal sufficiency, i.e., there are no unobserved confounders. This paper focuses on confounded ANMs, where a set…

统计方法学 · 统计学 2024-07-16 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu

We propose a novel sensitivity analysis framework for linear estimators with identification failures that can be viewed as seeing the wrong outcome distribution. Our approach measures the degree of identification failure through the change…

计量经济学 · 经济学 2024-04-30 Jacob Dorn , Luther Yap

Matching is a commonly used causal inference study design in observational studies. Through matching on measured confounders between different treatment groups, valid randomization inferences can be conducted under the no unmeasured…

统计方法学 · 统计学 2024-09-20 Jeffrey Zhang , Siyu Heng

Inverse probability (IP) weighting of marginal structural models (MSMs) can provide consistent estimators of time-varying treatment effects under correct model specifications and identifiability assumptions, even in the presence of…

统计方法学 · 统计学 2026-04-15 Nodoka Seya , Masataka Taguri , Takeo Ishii

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

统计理论 · 数学 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

Estimation of the average treatment effect (ATE) is a central problem in causal inference. In recent times, inference for the ATE in the presence of high-dimensional covariates has been extensively studied. Among the diverse approaches that…

统计理论 · 数学 2022-11-01 Kuanhao Jiang , Rajarshi Mukherjee , Subhabrata Sen , Pragya Sur

Propensity score methods are an important tool to help reduce confounding in non-experimental studies. Most propensity score methods assume that covariates are measured without error. However, covariates are often measured with error, which…

统计方法学 · 统计学 2017-06-08 Hwanhee Hong , David A. Aaby , Juned Siddique , Elizabeth A. Stuart

In causal mediation studies that decompose an average treatment effect into a natural indirect effect (NIE) and a natural direct effect (NDE), examples of post-treatment confounding are abundant. Past research has generally considered it…

统计方法学 · 统计学 2021-07-26 Guanglei Hong , Fan Yang , Xu Qin

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

计量经济学 · 经济学 2026-04-07 Yu-Min Yen

Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…

人工智能 · 计算机科学 2026-05-19 Yu Wang , Xiangchen Liu , Siguang Li

Multi-regional clinical trials (MRCTs) are central to global drug development, enabling evaluation of treatment effects across diverse populations. A key challenge is valid and efficient inference for a region-specific estimand when the…

统计方法学 · 统计学 2026-02-04 Chenxi Li , Ke Zhu , Shu Yang , Xiaofei Wang

Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only…

统计方法学 · 统计学 2026-02-24 Shuozhi Zuo , Yixin Wang , Fan Yang

A fundamental limitation of causal inference in observational studies is that perceived evidence for an effect might instead be explained by factors not accounted for in the primary analysis. Methods for assessing the sensitivity of a…

统计方法学 · 统计学 2018-09-14 Colin B. Fogarty

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

计量经济学 · 经济学 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni