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Estimators of doubly robust functionals typically rely on estimating two complex nuisance functions, such as the propensity score and conditional outcome mean for the average treatment effect functional. We consider the problem of how to…

统计理论 · 数学 2026-03-10 Sean McGrath , Rajarshi Mukherjee

Long-term outcomes are often unavailable in randomized clinical trials, although short-term surrogate outcomes are commonly observed. External observational data may contain the long-term outcome, but causal comparisons based on such data…

统计理论 · 数学 2026-05-15 Ziyang Liu , Niwen Zhou , Peng Wu , Xu Guo

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

统计方法学 · 统计学 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators have been developed with advancements in machine learning and…

机器学习 · 计算机科学 2024-11-04 Yiyan Huang , Cheuk Hang Leung , Siyi Wang , Yijun Li , Qi Wu

Uncovering causal mediation effects is of significant value to practitioners seeking to isolate the direct treatment effect from the potential mediated effect. We propose a double machine learning (DML) algorithm for mediation analysis that…

机器学习 · 统计学 2025-03-11 Houssam Zenati , Judith Abécassis , Julie Josse , Bertrand Thirion

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

统计方法学 · 统计学 2022-05-23 Steve Yadlowsky

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

计量经济学 · 经济学 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

统计方法学 · 统计学 2017-04-06 Iván Díaz , Mark J. van der Laan

The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide…

统计方法学 · 统计学 2022-01-03 Corinne Emmenegger , Peter Bühlmann

Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…

统计方法学 · 统计学 2026-02-12 Liangbo Lyu , Bingkai Wang

OC-DeepIV is a neural network model designed for estimating causal effects. It characterizes heterogeneity by adding interaction features and reduces redundancy through orthogonal constraints. The model includes two feature extractors, one…

计量经济学 · 经济学 2025-06-04 Shunxin Yao

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

统计方法学 · 统计学 2024-03-07 Masahiro Kato

Double machine learning provides $\sqrt{n}$-consistent estimates of parameters of interest even when high-dimensional or nonparametric nuisance parameters are estimated at an $n^{-1/4}$ rate. The key is to employ Neyman-orthogonal moment…

机器学习 · 计算机科学 2018-08-03 Lester Mackey , Vasilis Syrgkanis , Ilias Zadik

Causal inference literature has extensively focused on binary treatments, with relatively fewer methods developed for multi-valued treatments. In particular, methods for multiple simultaneously assigned treatments remain understudied…

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

统计方法学 · 统计学 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…

机器学习 · 统计学 2025-05-20 Sven Klaassen , Jan Rabenseifner , Jannis Kueck , Philipp Bach

In settings where Machine Learning (ML) algorithms automate or inform consequential decisions about people, individual decision subjects are often incentivized to strategically modify their observable attributes to receive more favorable…

机器学习 · 计算机科学 2022-06-10 Keegan Harris , Daniel Ngo , Logan Stapleton , Hoda Heidari , Zhiwei Steven Wu

Distributional treatment effects can be invisible to means: a treatment may preserve average outcomes while changing tails, modes, dispersion, or rare-event probabilities. Kernel tests can detect discrepancies between interventional outcome…

机器学习 · 统计学 2026-05-11 Houssam Zenati , Arthur Gretton

Before the transition of AVs to urban roads and subsequently unprecedented changes in traffic conditions, evaluation of transportation policies and futuristic road design related to pedestrian crossing behavior is of vital importance.…

机器学习 · 计算机科学 2022-12-23 Kimia Kamal , Bilal Farooq

While machine learning (ML) methods have received a lot of attention in recent years, these methods are primarily for prediction. Empirical researchers conducting policy evaluations are, on the other hand, pre-occupied with causal problems,…

机器学习 · 统计学 2019-03-04 Noemi Kreif , Karla DiazOrdaz