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相关论文: Dynamic treatment effects: high-dimensional infere…

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Double robustness is a major selling point of semiparametric and missing data methodology. Its virtues lie in protection against partial nuisance misspecification and asymptotic semiparametric efficiency under correct nuisance…

统计方法学 · 统计学 2026-05-28 Lorenzo Testa , Francesca Chiaromonte , Kathryn Roeder

Non-randomized treatment effect models are widely used for the assessment of treatment effects in various fields and in particular social science disciplines like political science, psychometry, psychology. More specifically, these are…

统计方法学 · 统计学 2021-12-02 Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

Motivated by conflicting conclusions regarding hydrocortisone's treatment effect on ICU patients with vasopressor-dependent septic shock, we developed a novel instrumental variable (IV) estimator to assess the average treatment effect (ATE)…

统计方法学 · 统计学 2025-03-18 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

机器学习 · 计算机科学 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

The generalized g-formula can be used to estimate the probability of survival under a sustained treatment strategy. When treatment strategies are deterministic, estimators derived from the so-called efficient influence function (EIF) for…

统计方法学 · 统计学 2022-02-10 Lan Wen , Julia Marcus , Jessica Young

We introduce the Strategic Doubly Robust (SDR) estimator, a novel framework that integrates strategic equilibrium modeling with doubly robust estimation for causal inference in strategic environments. SDR addresses endogenous treatment…

机器学习 · 计算机科学 2026-04-03 Sibo Xiao

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

统计方法学 · 统计学 2026-04-01 Eric Tong , Salvador V. Balkus

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

机器学习 · 计算机科学 2024-09-13 Antti Pöllänen , Pekka Marttinen

This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…

计量经济学 · 经济学 2025-03-28 Koki Fusejima , Takuya Ishihara

Recent development in data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, researchers can search for the optimal individualized…

统计方法学 · 统计学 2021-12-16 Weibin Mo , Yufeng Liu

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

统计方法学 · 统计学 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

统计方法学 · 统计学 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

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 proposes the automatic Doubly Robust Random Forest (DRRF) algorithm for estimating the conditional expectation of a moment functional in the presence of high-dimensional nuisance functions. DRRF extends the automatic debiasing…

统计方法学 · 统计学 2025-06-10 Zhaomeng Chen , Junting Duan , Victor Chernozhukov , Vasilis Syrgkanis

This paper studies estimation of causal effects in a panel data setting. We introduce a new estimator, the Triply RObust Panel (TROP) estimator, that combines (i) a flexible model for the potential outcomes based on a low-rank factor…

统计方法学 · 统计学 2026-02-11 Susan Athey , Guido Imbens , Zhaonan Qu , Davide Viviano

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

统计方法学 · 统计学 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and…

统计方法学 · 统计学 2020-03-30 Ashkan Ertefaie , James R. McKay , David Oslin , Robert L. Strawderman

Doubly robust estimators have gained widespread popularity in various fields due to their ability to provide unbiased estimates under model misspecification. However, the asymptotic theory for doubly robust estimators with continuous-time…

统计理论 · 数学 2024-04-23 Andrew Ying

When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…

统计方法学 · 统计学 2022-09-07 Spencer Woody , Carlos M. Carvalho , Jared S. Murray

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

统计理论 · 数学 2008-06-19 Judith J. Lok