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A common concern when a policymaker draws causal inferences from and makes decisions based on observational data is that the measured covariates are insufficiently rich to account for all sources of confounding, i.e., the standard no…

统计方法学 · 统计学 2023-10-25 Tao Shen , Yifan Cui

We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one's outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors'…

计量经济学 · 经济学 2023-01-12 Tadao Hoshino

This paper studies settings where the analyst is interested in identifying and estimating the average \emph{direct} causal effect of a binary treatment on an outcome. We consider a setup in which the outcome realization does not get…

计量经济学 · 经济学 2025-08-01 Federico A. Bugni , Ivan A. Canay , Steve McBride

Estimating causal effects is particularly challenging when outcomes arise in complex, non-Euclidean spaces, where conventional methods often fail to capture meaningful structural variation. We develop a framework for topological causal…

统计方法学 · 统计学 2026-03-04 Kwangho Kim , Hajin Lee

Decision-making often requires accurate estimation of treatment effects from observational data. This is challenging as outcomes of alternative decisions are not observed and have to be estimated. Previous methods estimate outcomes based on…

机器学习 · 计算机科学 2021-10-14 Tobias Hatt , Stefan Feuerriegel

We introduce novel estimators for quantile causal effects with high dimensional panel data (large $N$ and $T$), where only one or a few units are affected by the intervention or policy. Our method extends the generalized synthetic control…

统计方法学 · 统计学 2025-06-19 Yihong Xu , Li Zheng

Understanding and characterizing treatment effect variation in randomized experiments has become essential for going beyond the "black box" of the average treatment effect. Nonetheless, traditional statistical approaches often ignore or…

统计理论 · 数学 2017-07-31 Peng Ding , Avi Feller , Luke Miratrix

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

机器学习 · 计算机科学 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Counterfactual causal inference faces significant challenges when extended to multi-category, multi-valued treatments, where complex cross-effects between heterogeneous interventions are difficult to model. Existing methodologies remain…

机器学习 · 计算机科学 2025-11-04 Xiaopeng Ke , Yihan Yu , Ruyue Zhang , Zhishuo Zhou , Fangzhou Shi , Chang Men , Zhengdan Zhu

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

统计方法学 · 统计学 2017-02-16 Thai Pham

A powerful tool for the analysis of nonrandomized observational studies has been the potential outcomes model. Utilization of this framework allows analysts to estimate average treatment effects. This article considers the situation in…

统计理论 · 数学 2019-05-31 Debashis Ghosh , Efrén Cruz-Cortés

Extreme value theory (EVT) provides an elegant mathematical tool for the statistical analysis of rare events. When data are collected from multiple population subgroups, because some subgroups may have less data available for extreme value…

统计方法学 · 统计学 2024-10-22 Koki Momoki , Takuma Yoshida

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

机器学习 · 计算机科学 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…

计量经济学 · 经济学 2020-07-17 Yuya Sasaki , Takuya Ura

In this paper, we consider recent progress in estimating the average treatment effect when extreme inverse probability weights are present and focus on methods that account for a possible violation of the positivity assumption. These…

统计方法学 · 统计学 2022-10-26 Roland A. Matsouaka , Yunji Zhou

Cause-effect relationships are typically evaluated by comparing outcome responses to binary treatment values, representing two arms of a hypothetical randomized controlled trial. However, in certain applications, treatments of interest are…

统计方法学 · 统计学 2022-06-15 Razieh Nabi , Todd McNutt , Ilya Shpitser

In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk levels. This work provides tools to include directional…

应用统计 · 统计学 2018-12-05 Raúl Torres , Elena Di Bernardino , Henry Laniado , Rosa E. Lillo

For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

统计方法学 · 统计学 2013-03-26 Tao Liu , Joseph W. Hogan

Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains.…

机器学习 · 计算机科学 2026-05-27 Nikita Dhawan , Arnav Paruthi , Andrew Kim , Lovedeep Gondara , Jekaterina Novikova , Chris J. Maddison

This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment…

计量经济学 · 经济学 2024-12-20 Laurent Davezies , Xavier D'Haultfœuille , Louise Laage