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We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

统计方法学 · 统计学 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an…

统计方法学 · 统计学 2024-10-14 Lee Kennedy-Shaffer

With nonignorable nonresponse, an effective method to construct valid estimators of population parameters is to use a covariate vector called instrument that can be excluded from the nonresponse propensity but are still useful covariate…

统计方法学 · 统计学 2025-09-17 Ji Chen , Jun Shao

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

It is often of interest in observational studies to measure the causal effect of a treatment on time-to-event outcomes. In a medical setting, observational studies commonly involve patients who initiate medication therapy and others who do…

统计方法学 · 统计学 2019-10-07 Reagan Mozer , Mark E. Glickman

We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable…

综合经济学 · 经济学 2022-03-29 Ravi Kashyap

Two-sided marketplace platforms often run experiments to test the effect of an intervention before launching it platform-wide. A typical approach is to randomize individuals into the treatment group, which receives the intervention, and the…

统计方法学 · 统计学 2021-04-27 Hannah Li , Geng Zhao , Ramesh Johari , Gabriel Y. Weintraub

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…

机器学习 · 计算机科学 2019-11-05 Nathan Kallus , Angela Zhou

Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no…

统计方法学 · 统计学 2024-07-30 Hyunseung Kang , Zijian Guo , Zhonghua Liu , Dylan Small

Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome.…

统计方法学 · 统计学 2021-12-22 Jeremiah Jones , Ashkan Ertefaie , Robert L. Strawderman

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

计量经济学 · 经济学 2019-10-03 Martin Huber

Observational studies often benefit from an abundance of observational units. This can lead to studies that -- while challenged by issues of internal validity -- have inferences derived from sample sizes substantially larger than randomized…

统计方法学 · 统计学 2020-08-24 Rachael C. Aikens , Dylan Greaves , Michael Baiocchi

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

统计方法学 · 统计学 2023-07-12 Noah Greifer , Elizabeth A. Stuart

Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

统计方法学 · 统计学 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

In many empirical settings, directly observing a treatment variable may be infeasible although an error-prone surrogate measurement of the latter will often be available. Causal inference based solely on the surrogate measurement is…

统计方法学 · 统计学 2024-09-26 Ying Zhou , Eric Tchetgen Tchetgen

Prescriptive process monitoring methods seek to improve the performance of a process by selectively triggering interventions at runtime (e.g., offering a discount to a customer) to increase the probability of a desired case outcome (e.g., a…

机器学习 · 计算机科学 2022-12-08 Mahmoud Shoush , Marlon Dumas

The sequential treatment decisions made by physicians to treat chronic diseases are formalized in the statistical literature as dynamic treatment regimes. To date, methods for dynamic treatment regimes have been developed under the…

统计方法学 · 统计学 2022-02-22 Janie Coulombe , Erica E. M. Moodie , Susan M. Shortreed , Christel Renoux

Much evidence in comparative effectiveness research is based on observational studies. Researchers who conduct observational studies typically assume that there are no unobservable differences between the treated and control groups.…

应用统计 · 统计学 2020-01-23 Luke Keele , Stephen O'Neill , Richard Grieve

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

应用统计 · 统计学 2020-09-29 Soichiro Yamauchi

Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…

机器学习 · 计算机科学 2021-08-04 Nataliya Sokolovska , Pierre-Henri Wuillemin