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In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

计量经济学 · 经济学 2026-01-27 Cavit Pakel , Martin Weidner

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

统计方法学 · 统计学 2024-04-12 Yuhao Wang , Rajen D. Shah

One of the central goals of causal machine learning is the accurate estimation of heterogeneous treatment effects from observational data. In recent years, meta-learning has emerged as a flexible, model-agnostic paradigm for estimating…

人工智能 · 计算机科学 2024-11-14 Henri Arno , Paloma Rabaey , Thomas Demeester

We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not…

统计方法学 · 统计学 2023-12-25 Lan Wen , Aaron L. Sarvet , Mats J. Stensrud

Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…

机器学习 · 计算机科学 2026-05-26 George Panagopoulos

Meta-analysis, by synthesizing effect estimates from multiple studies conducted in diverse settings, stands at the top of the evidence hierarchy in clinical research. Yet, conventional approaches based on fixed- or random-effects models…

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…

统计方法学 · 统计学 2022-08-16 Licheng Liu , Ye Wang , Yiqing Xu

Effective field theories (EFT) parameterize the long-distance effects of short-distance dynamics whose details may or may not be known. It is known that EFT coefficients must obey certain positivity constraints if causality and unitarity…

高能物理 - 理论 · 物理学 2021-06-16 Simon Caron-Huot , Vincent Van Duong

Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

统计方法学 · 统计学 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

In this paper we present a data-adaptive estimation procedure for estimation of average treatment effects in a time-to-event setting based on generalized random forests. In these kinds of settings, the definition of causal effect parameters…

统计方法学 · 统计学 2021-04-28 Helene C. W. Rytgaard , Claus T. Ekstrøm , Lars V. Kessing , Thomas A. Gerds

In program evaluations, units can often anticipate the implementation of a new policy before it occurs. Such anticipatory behavior can lead to units' outcomes becoming dependent on their future treatment assignments. In this paper, I employ…

计量经济学 · 经济学 2022-12-02 Aibo Gong

Statisticians show growing interest in estimating and analyzing heterogeneity in causal effects in observational studies. However, there usually exists a trade-off between accuracy and interpretability for developing a desirable estimator…

统计方法学 · 统计学 2023-06-26 Steven Siwei Ye , Yanzhen Chen , Oscar Hernan Madrid Padilla

Many applications of causal analysis call for assessing, retrospectively, the effect of withholding an action that has in fact been implemented. This counterfactual quantity, sometimes called "effect of treatment on the treated," (ETT) have…

统计方法学 · 统计学 2012-05-14 Ilya Shpitser , Judea Pearl

We introduce an algorithm for identifying interpretable subgroups with elevated treatment effects, given an estimate of individual or conditional average treatment effects (CATE). Subgroups are characterized by ``rule sets'' --…

机器学习 · 统计学 2025-07-15 Albert Chiu

Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…

统计方法学 · 统计学 2018-06-12 Rose Baker , Dan Jackson

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

统计方法学 · 统计学 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

We identify the average dose-response function (ADRF) for a continuously valued error-contaminated treatment by a weighted conditional expectation. We then estimate the weights nonparametrically by maximising a local generalised empirical…

统计理论 · 数学 2022-11-30 Wei Huang , Zheng Zhang

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

统计方法学 · 统计学 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

Estimating treatment effects in networks is challenging, as each potential outcome depends on the treatments of all other nodes in the network. To overcome this difficulty, existing methods typically impose an exposure mapping that…

机器学习 · 计算机科学 2026-02-04 Maresa Schröder , Miruna Oprescu , Stefan Feuerriegel , Nathan Kallus

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…

统计方法学 · 统计学 2025-04-21 Yikun Zhang , Yen-Chi Chen