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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

While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we…

统计方法学 · 统计学 2023-09-06 Yifan Cui , Eric Tchetgen Tchetgen

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

统计方法学 · 统计学 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

计量经济学 · 经济学 2021-07-16 Michela Bia , Martin Huber , Lukáš Lafférs

We propose double/debiased machine learning approaches to infer (at the parametric rate) the parametric component of a logistic partially linear model with the binary response following a conditional logistic model of a low dimensional…

统计方法学 · 统计学 2020-10-01 Molei Liu , Yi Zhang , Doudou Zhou

Solving conditional moment restrictions (CMRs) is a key problem considered in statistics, causal inference, and econometrics, where the aim is to solve for a function of interest that satisfies some conditional moment equalities.…

机器学习 · 统计学 2025-06-25 Daqian Shao , Ashkan Soleymani , Francesco Quinzan , Marta Kwiatkowska

This paper reviews, applies and extends recently proposed methods based on Double Machine Learning (DML) with a focus on program evaluation under unconfoundedness. DML based methods leverage flexible prediction models to adjust for…

计量经济学 · 经济学 2022-06-06 Michael C. Knaus

Panel data methods are widely used in empirical analysis to address unobserved heterogeneity, but causal inference remains challenging when treatments are endogenous and confounding variables high-dimensional and potentially nonlinear.…

计量经济学 · 经济学 2026-03-24 Anna Baiardi , Paul S. Clarke , Andrea A. Naghi , Annalivia Polselli

Researchers and practitioners often wish to measure treatment effects in settings where units interact via markets and recommendation systems. In these settings, units are affected by certain shared states, like prices, algorithmic…

机器学习 · 统计学 2025-04-15 Chris Hays , Manish Raghavan

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

统计方法学 · 统计学 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

统计方法学 · 统计学 2022-05-12 Chan Park , Hyunseung Kang

Double machine learning (DML) has become an increasingly popular tool for automated variable selection in high-dimensional settings. Even though the ability to deal with a large number of potential covariates can render…

计量经济学 · 经济学 2023-05-25 Paul Hünermund , Beyers Louw , Itamar Caspi

Machine learning methods, particularly the double machine learning (DML) estimator (Chernozhukov et al., 2018), are increasingly popular for the estimation of the average treatment effect (ATE). However, datasets often exhibit unbalanced…

计量经济学 · 经济学 2024-06-12 Daniele Ballinari

Proper hyperparameter tuning is essential for achieving optimal performance of modern machine learning (ML) methods in predictive tasks. While there is an extensive literature on tuning ML learners for prediction, there is only little…

计量经济学 · 经济学 2024-02-08 Philipp Bach , Oliver Schacht , Victor Chernozhukov , Sven Klaassen , Martin Spindler

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…

统计方法学 · 统计学 2024-09-23 Roy S. Zawadzki , Daniel L. Gillen

Estimating causal effect using machine learning (ML) algorithms can help to relax functional form assumptions if used within appropriate frameworks. However, most of these frameworks assume settings with cross-sectional data, whereas…

计量经济学 · 经济学 2024-09-04 Jonathan Fuhr , Dominik Papies

This paper studies the properties of debiased machine learning (DML) estimators under a novel asymptotic framework, offering insights for improving the performance of these estimators in applications. DML is an estimation method suited to…

计量经济学 · 经济学 2024-11-05 Amilcar Velez

In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…

统计方法学 · 统计学 2023-05-05 Shenbo Xu , Bang Zheng , Bowen Su , Stan Finkelstein , Roy Welsch , Kenney Ng , Ioanna Tzoulaki , Zach Shahn

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

Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in…

计量经济学 · 经济学 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Shumin Ma , Zhiri Yuan , Dongdong Wang , Zhixiang Huang