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This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

计量经济学 · 经济学 2023-11-28 Sukjin Han , Haiqing Xu

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

计量经济学 · 经济学 2019-07-08 Michael Lechner

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

统计方法学 · 统计学 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops estimation and inference procedures for multiple treatment…

计量经济学 · 经济学 2022-09-09 Michael Lechner , Jana Mareckova

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

计量经济学 · 经济学 2025-09-23 Christophe Bruneel-Zupanc

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

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

统计方法学 · 统计学 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

统计方法学 · 统计学 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

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

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

机器学习 · 计算机科学 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

Estimating varying treatment effects in randomized trials with noncompliance is inherently challenging since variation comes from two separate sources: variation in the impact itself and variation in the compliance rate. In this setting,…

应用统计 · 统计学 2024-08-28 Jared D. Fisher , David W. Puelz , Sameer K. Deshpande

Endogeneity poses significant challenges in causal inference across various research domains. This paper proposes a novel approach to identify and estimate causal effects in the presence of endogeneity. We consider a structural equation…

统计方法学 · 统计学 2025-08-26 Ruoyu Wang , Wang Miao

Hill's specificity criterion has been highly influential in biomedical and epidemiological research. However, it remains controversial and its application often relies on subjective and qualitative analysis without a comprehensive and…

统计方法学 · 统计学 2025-06-24 Wang Miao

Existing causal methods for time-varying exposure and time-varying confounding focus on estimating the average causal effect of a time-varying binary treatment on an end-of-study outcome, offering limited tools for characterizing marginal…

统计方法学 · 统计学 2026-01-21 Yu Luo , Kuan Liu , Ramandeep Singh , Daniel J. Graham

The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…

统计方法学 · 统计学 2014-08-19 Dylan Small , Zhiqiang Tan , Scott Lorch , Alan Brookhart

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

统计方法学 · 统计学 2022-07-21 Heejun Shin , Joseph Antonelli

This paper proposes a debiased estimator for causal effects in high-dimensional generalized linear models with binary outcomes and general link functions. The estimator augments a regularized regression plug-in with weights computed from a…

计量经济学 · 经济学 2025-10-21 Jing Kong

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

统计方法学 · 统计学 2025-08-26 Ye Wang , Michael Jetsupphasuk

We study the estimation of causal effects on group-level parameters identified from microdata (e.g., child penalties). We demonstrate that standard one-step methods (such as pooled OLS and IV regressions) are generally inconsistent due to…

综合经济学 · 经济学 2026-01-13 Dmitry Arkhangelsky , Kazuharu Yanagimoto , Tom Zohar

We extend the definition of the marginal causal effect to the continuous treatment setting and develop a novel characterization of causal bias in the framework of structural causal models. We prove that our derived bias expression is zero…

统计方法学 · 统计学 2022-02-01 Gianluca Detommaso , Michael Brückner , Philip Schulz , Victor Chernozhukov
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