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相关论文: Robust inference of conditional average treatment …

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Estimating dynamic treatment effects is crucial across various disciplines, providing insights into the time-dependent causal impact of interventions. However, this estimation poses challenges due to time-varying confounding, leading to…

统计方法学 · 统计学 2025-01-31 Yuqian Zhang , Weijie Ji , Jelena Bradic

Unsupervised machine learning lacks ground truth by definition. This poses a major difficulty when designing metrics to evaluate the performance of such algorithms. In sharp contrast with supervised learning, for which plenty of quality…

We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

统计方法学 · 统计学 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

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

Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment…

统计方法学 · 统计学 2024-12-04 Jue Hou , Jelena Bradic , Ronghui Xu

Nonparametric estimation of the conditional expectation $E(Y | U)$ of an outcome $Y$ given a covariate vector $U$ is of primary importance in many statistical applications such as prediction and personalized medicine. In some problems,…

统计方法学 · 统计学 2018-05-10 Bingying Xie , Jun Shao

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

计量经济学 · 经济学 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

In this paper, we develop new methods for estimating average treatment effects in observational studies, focusing on settings with more than two treatment levels under unconfoundedness given pre-treatment variables. We emphasize…

统计方法学 · 统计学 2017-10-11 Shu Yang , Guido W. Imbens , Zhanglin Cui , Douglas Faries , Zbigniew Kadziola

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

统计方法学 · 统计学 2021-05-07 Lihua Lei , Emmanuel J. Candès

The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for…

统计方法学 · 统计学 2023-11-02 Diego Martinez-Taboada , Aaditya Ramdas , Edward H. Kennedy

Practical applications of nonparametric density estimators in more than three dimensions suffer a great deal from the well-known curse of dimensionality: convergence slows down as dimension increases. We show that one can evade the curse of…

统计方法学 · 统计学 2016-11-24 Thomas Nagler , Claudia Czado

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

统计理论 · 数学 2020-09-24 Niwen Zhou , Lixing Zhu

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

统计方法学 · 统计学 2012-03-06 David Shilane , Derek Bean

In this paper, we address the issue of estimating and inferring distributional treatment effects in randomized experiments. The distributional treatment effect provides a more comprehensive understanding of treatment heterogeneity compared…

计量经济学 · 经济学 2025-01-15 Tatsushi Oka , Shota Yasui , Yuta Hayakawa , Undral Byambadalai

This paper establishes the functional average as an important estimand for causal inference. The significance of the estimand lies in its robustness against traditional issues of confounding. We prove that this robustness holds even when…

统计理论 · 数学 2023-12-04 Shane Sparkes , Erika Garcia , Lu Zhang

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

计量经济学 · 经济学 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

In this paper, we consider the alignment between an upstream dimensionality reduction task of learning a low-dimensional representation of a set of high-dimensional data and a downstream optimization task of solving a stochastic program…

机器学习 · 计算机科学 2024-03-13 Long He , Ho-Yin Mak

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…

机器学习 · 统计学 2019-09-27 Kolyan Ray , Botond Szabo

Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…

统计方法学 · 统计学 2021-07-14 Hisashi Noma , Kengo Nagashima , Toshi A. Furukawa

In this article, we propose a penalized high dimensional semiparametric model average quantile prediction approach that is robust for forecasting the conditional quantile of the response. We consider a two-step estimation procedure. In the…

统计理论 · 数学 2018-09-06 Jingwen Tu , Hu Yang , Chaohui Guo