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

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Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…

统计计算 · 统计学 2020-08-07 Jaewoo Park

Instrumental variable methods can identify causal effects even when the treatment and outcome are confounded. We study the problem of imperfect measurements of the binary instrumental variable, treatment or outcome. We first consider…

统计方法学 · 统计学 2019-06-06 Zhichao Jiang , Peng Ding

Matching estimators for average treatment effects are widely used in the binary treatment setting, in which missing potential outcomes are imputed as the average of observed outcomes of all matches for each unit. With more than two…

统计方法学 · 统计学 2019-04-29 Anthony D. Scotina , Francesca L. Beaudoin , Roee Gutman

A parametric expression for causal natural direct and indirect effects is derived for the setting of a binary outcome with a binary mediator. The proposed effect decomposition does not require the outcome to be rare and generalizes the…

统计方法学 · 统计学 2021-04-13 Marco Doretti , Martina Raggi , Elena Stanghellini

Educational policymakers often lack data on student outcomes where standardized tests were not administered. Machine learning can predict unobserved outcomes in target populations using source population data. However, covariate…

Estimation of causal effects using machine learning methods has become an active research field in econometrics. In this paper, we study the finite sample performance of meta-learners for estimation of heterogeneous treatment effects under…

计量经济学 · 经济学 2022-02-01 Gabriel Okasa

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

计量经济学 · 经济学 2022-04-18 Shuowen Chen

In various statistical settings, the goal is to estimate a function which is restricted by the statistical model only through a conditional moment restriction. Prominent examples include the nonparametric instrumental variable framework for…

统计方法学 · 统计学 2025-05-28 AmirEmad Ghassami , James M. Robins , Andrea Rotnitzky

We propose a set of causal estimands that we call the "mediated probabilities of causation." These estimands quantify the probabilities that an observed negative outcome was induced via a mediating pathway versus a direct pathway in a…

统计方法学 · 统计学 2025-02-14 Max Rubinstein , Maria Cuellar , Daniel Malinsky

Estimating dynamic treatment effects is a crucial endeavor in causal inference, particularly when confronted with high-dimensional confounders. Doubly robust (DR) approaches have emerged as promising tools for estimating treatment effects…

统计方法学 · 统计学 2023-05-17 Jelena Bradic , Weijie Ji , Yuqian Zhang

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While…

统计方法学 · 统计学 2026-03-27 Yifei Tian , Ying Wu

This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation. We propose a neural network architecture that is adapted to the double machine learning (DML)…

Causal mediation analysis can improve understanding of the mechanisms underlying epidemiologic associations. However, the utility of natural direct and indirect effect estimation has been limited by the assumption of no confounder of the…

应用统计 · 统计学 2020-06-16 Kara E. Rudolph , Oleg Sofrygin , Wenjing Zheng , Mark J. van der Laan

Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…

计量经济学 · 经济学 2026-03-10 Ruohan Zhan , Shichao Han , Yuchen Hu , Zhenling Jiang

The assessment of regression models with discrete outcomes is challenging and has many fundamental issues. With discrete outcomes, standard regression model assessment tools such as Pearson and deviance residuals do not follow the…

统计方法学 · 统计学 2024-01-15 Lu Yang

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

统计方法学 · 统计学 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

When estimating the treatment effect in an observational study, we use a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and…

统计方法学 · 统计学 2020-10-26 Trinetri Ghosh , Yanyuan Ma , Xavier de Luna

In cluster-randomized trials (CRTs), there is emerging interest in exploring the causal mechanism in which a cluster-level treatment affects the outcome through an intermediate outcome. The majority of existing causal mediation methods are…

统计方法学 · 统计学 2026-01-12 Chao Cheng , Fan Li

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

统计方法学 · 统计学 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

The manuscript discusses how to incorporate random effects for quantile regression models for clustered data with focus on settings with many but small clusters. The paper has three contributions: (i) documenting that existing methods may…

统计方法学 · 统计学 2022-02-24 Maria Laura Battagliola , Helle Sørensen , Anders Tolver , Ana-Maria Staicu