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相关论文: Doubly Robust Estimation of Direct and Indirect Qu…

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Recent advances in causal inference have seen the development of methods which make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning (DML) procedures for panel data in which…

计量经济学 · 经济学 2025-01-03 Paul S. Clarke , Annalivia Polselli

Doubly robust estimators are widely used for estimating average treatment effects and other linear summaries of regression functions. While consistency requires only one of two nuisance functions to be estimated consistently, asymptotic…

统计方法学 · 统计学 2025-07-01 Lars van der Laan , Alex Luedtke , Marco Carone

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

计量经济学 · 经济学 2025-01-28 Masahiro Kato

We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…

统计方法学 · 统计学 2023-06-13 Aaron Fisher , Virginia Fisher

Natural direct and indirect effects are mediational estimands that decompose the average treatment effect and describe how outcomes would be affected by contrasting levels of a treatment through changes induced in mediator values (in the…

统计方法学 · 统计学 2022-05-10 Kara E. Rudolph , Ivan Diaz

The estimation of causal effects with observational data continues to be a very active research area. In recent years, researchers have developed new frameworks which use machine learning to relax classical assumptions necessary for the…

机器学习 · 统计学 2024-05-01 Jonathan Fuhr , Philipp Berens , Dominik Papies

Causal mediation analysis has been extended to estimate path-specific effects with multiple intermediate variables, isolating treatment effects through a mediator of interest while excluding pathways through its ancestors. Such analyses…

统计方法学 · 统计学 2026-05-12 Yang Bai , Sihan Wu , Baoluo Sun , Yifan Cui

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

计量经济学 · 经济学 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

统计理论 · 数学 2018-04-13 Max H. Farrell

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

To estimate direct and indirect effects of an exposure on an outcome from observed data strong assumptions about unconfoundedness are required. Since these assumptions cannot be tested using the observed data, a mediation analysis should…

统计理论 · 数学 2018-03-29 Anita Lindmark , Xavier de Luna , Marie Eriksson

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

The doubly robust estimator, which models both the propensity score and outcomes, is a popular approach to estimate the average treatment effect in the potential outcome setting. The primary appeal of this estimator is its theoretical…

统计方法学 · 统计学 2024-09-11 Kaoru Babasaki , Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn

Electronic health records and other sources of observational data are increasingly used for drawing causal inferences. The estimation of a causal effect using these data not meant for research purposes is subject to confounding and…

统计方法学 · 统计学 2023-04-19 Janie Coulombe , Shu Yang

We propose a test for the identification of causal effects in mediation and dynamic treatment models that is based on two sets of observed variables, namely covariates to be controlled for and suspected instruments, building on the test by…

计量经济学 · 经济学 2024-06-21 Martin Huber , Kevin Kloiber , Lukas Laffers

The same intervention can produce different effects in different sites. Transport mediation estimators can estimate the extent to which such differences can be explained by differences in compositional factors and the mechanisms by which…

统计方法学 · 统计学 2020-06-16 Kara E. Rudolph , Ivan Diaz

We consider assessing causal mediation in the presence of a post-treatment event (examples include noncompliance, a clinical event, or death). We identify natural mediation effects for the entire study population and for each principal…

统计方法学 · 统计学 2024-09-13 Chao Cheng , Fan Li

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

统计方法学 · 统计学 2023-07-03 Klaus-Rudolf Kladny , Julius von Kügelgen , Bernhard Schölkopf , Michael Muehlebach

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

统计方法学 · 统计学 2023-04-03 Corinne Emmenegger , Peter Bühlmann

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