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Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

机器学习 · 计算机科学 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

计量经济学 · 经济学 2024-10-21 Nadja van 't Hoff

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

应用统计 · 统计学 2021-12-28 Denise Rava , Ronghui Xu

Causal mediation analysis is a powerful tool for disentangling the total effect of a treatment into its direct effect on the outcome and its indirect effect mediated through an intermediate variable. However, in observational studies,…

计量经济学 · 经济学 2026-04-28 Yuhao Deng , Haoyu Wei , Zhongzhe Ouyang

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

统计方法学 · 统计学 2017-04-06 Iván Díaz , Mark J. van der Laan

Transported mediation effects may contribute to understanding how and why interventions may work differently when applied to new populations. However, we are not aware of any estimators for such effects. Thus, we propose several different…

统计方法学 · 统计学 2020-06-16 Kara E Rudolph , Jonathan Levy , Mark J van der Laan

We consider estimating a low-dimensional parameter in an estimating equation involving high-dimensional nuisances that depend on the parameter. A central example is the efficient estimating equation for the (local) quantile treatment effect…

机器学习 · 统计学 2022-08-18 Nathan Kallus , Xiaojie Mao , Masatoshi Uehara

Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…

统计方法学 · 统计学 2025-01-08 Oliver Dukes , Stijn Vansteelandt , David Whitney

We propose a doubly robust estimator for the average treatment effect in high dimensional low sample size observational studies, where contamination and model misspecification pose serious inferential challenges. The estimator combines…

统计方法学 · 统计学 2025-11-04 Byeonghee Lee , Sangwook Kang , Ju-Hyun Park , Saebom Jeon , Joonsung Kang

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

统计方法学 · 统计学 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

This paper proposes a new class of M-estimators that double weight for the twin problems of nonrandom treatment assignment and missing outcomes, both of which are common issues in the treatment effects literature. The proposed class is…

计量经济学 · 经济学 2020-11-24 Akanksha Negi

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

统计理论 · 数学 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

Modern causal inference methods allow machine learning to be used to weaken parametric modeling assumptions. However, the use of machine learning may result in complications for inference. Doubly-robust cross-fit estimators have been…

统计方法学 · 统计学 2022-03-11 Paul N Zivich , Alexander Breskin

In the absence of data from a randomized trial, researchers often aim to use observational data to draw causal inference about the effect of a treatment on a time-to-event outcome. In this context, interest often focuses on the…

统计方法学 · 统计学 2021-06-15 Ted Westling , Alex Luedtke , Peter Gilbert , Marco Carone

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

统计理论 · 数学 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

This paper develops new methods for causal inference in observational studies on a single large network of interconnected units, addressing two key challenges: long-range dependence among units and the presence of general interference. We…

统计方法学 · 统计学 2025-11-24 Jizhou Liu , Dake Zhang , Eric J. Tchetgen Tchetgen

In this paper, we introduce and prove asymptotic normality for a new nonparametric estimator of continuous treatment effects. Specifically, we estimate the average dose-response function - the expected value of an outcome of interest at a…

计量经济学 · 经济学 2021-04-22 Sylvia Klosin

In this study, we investigate estimation and inference on a low-dimensional causal parameter in the presence of high-dimensional controls in an instrumental variable quantile regression. Our proposed econometric procedure builds on the…

计量经济学 · 经济学 2021-02-23 Jau-er Chen , Chien-Hsun Huang , Jia-Jyun Tien

Inferring the heterogeneous treatment effect is a fundamental problem in the sciences and commercial applications. In this paper, we focus on estimating Conditional Average Treatment Effect (CATE), that is, the difference in the conditional…

统计方法学 · 统计学 2021-03-23 Haomiao Meng , Xingye Qiao

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

计量经济学 · 经济学 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao