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We propose a method for estimation and inference for bounds for heterogeneous causal effect parameters in general sample selection models where the treatment can affect whether an outcome is observed and no exclusion restrictions are…

计量经济学 · 经济学 2024-07-29 Phillip Heiler

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

The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

统计方法学 · 统计学 2018-01-03 Michael J Lopez , Roee Gutman

In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

计量经济学 · 经济学 2026-01-27 Cavit Pakel , Martin Weidner

Standard measures of effect, including the risk ratio, the odds ratio, and the risk difference, are associated with a number of well-described shortcomings, and no consensus exists about the conditions under which investigators should…

统计方法学 · 统计学 2019-10-08 Anders Huitfeldt , Andrew Goldstein , Sonja A. Swanson

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

统计方法学 · 统计学 2021-12-01 David Cheng , Tianxi Cai

We propose a model averaging approach, combined with a partition and matching method to estimate the conditional average treatment effects under heteroskedastic error settings. The proposed approach has asymptotic optimality and consistency…

统计方法学 · 统计学 2024-12-17 Pengfei Shi , Xinyu Zhang , Wei Zhong

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

统计方法学 · 统计学 2026-04-06 Jianan Zhu , Jeffrey Zhang , Zijian Guo , Siyu Heng

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

统计方法学 · 统计学 2020-12-15 BaoLuo Sun , Wang Miao

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

统计方法学 · 统计学 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

To act safely and ethically in the real world, agents must be able to reason about harm and avoid harmful actions. However, to date there is no statistical method for measuring harm and factoring it into algorithmic decisions. In this paper…

人工智能 · 计算机科学 2022-11-03 Jonathan G. Richens , Rory Beard , Daniel H. Thompson

In this extended abstract paper, we address the problem of interpretability and targeted regularization in causal machine learning models. In particular, we focus on the problem of estimating individual causal/treatment effects under…

机器学习 · 计算机科学 2022-07-13 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…

统计方法学 · 统计学 2026-05-14 Herbert P. Susmann , Alec McClean , Iván Díaz

Recent work has made important contributions in the development of causally-interpretable meta-analysis. These methods transport treatment effects estimated in a collection of randomized trials to a target population of interest. Ideally,…

统计方法学 · 统计学 2023-02-08 Justin M. Clark , Kollin W. Rott , James S. Hodges , Jared D. Huling

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

统计方法学 · 统计学 2023-09-13 Chan Park , Hyunseung Kang

Predicting the impact of treatments from observational data only still represents a majorchallenge despite recent significant advances in time series modeling. Treatment assignments are usually correlated with the predictors of the…

机器学习 · 计算机科学 2022-02-25 Edward De Brouwer , Javier González Hernández , Stephanie Hyland

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

统计方法学 · 统计学 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

Generalization error bounds are critical to understanding the performance of machine learning models. In this work, building upon a new bound of the expected value of an arbitrary function of the population and empirical risk of a learning…

信息论 · 计算机科学 2021-05-07 Gholamali Aminian , Laura Toni , Miguel R. D. Rodrigues

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

机器学习 · 计算机科学 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder

Causal inference is widely used in various fields, such as biology, psychology and economics, etc. In observational studies, we need to balance the covariates before estimating causal effect. This study extends the one-dimensional entropy…

统计方法学 · 统计学 2022-05-19 Juan Chen , Yingchun Zhou