每日简报

分布值结局的工具变量回归AI 解读

We develop IV Fréchet regression (IVFR), an instrumental-variable (IV) method for settings where the outcome is an entire distribution. Framing the problem as an IV regression in 2-Wasserstein space, IVFR extends global Fréchet regression to the case with endogenous covariates. IVFR projects IV-weighted quantile curves onto the space of valid distributions and then recovers the corresponding regression coefficient functions. The projection provably reduces the estimation…

超越可交换性：随机试验中考虑分布偏移的外部对照整合AI 解读

Randomized controlled trials (RCTs) are the gold standard for evaluating causal effects but are often costly and difficult to scale; consequently, they are frequently augmented with auxiliary external controls in many applications. Prior approaches for borrowing such data typically rely on exchangeability, under which the external controls are readily usable for inference in the trial population. In practice, however, differences in eligibility criteria, standard of care,…

非线性时间序列中的函数值因果影响AI 解读

Causal discovery in time series is increasingly performed using nonlinear machine-learning models, yet the resulting causal relationships are almost always summarized by scalar edge scores. We argue that this practice obscures the true object learned by nonlinear autoregressive models: a state-dependent function whose effect varies across regimes, magnitudes, and contexts. We formalize function-valued causal influence for additive, contribution-decomposable architectures and…

网络混杂下基于图神经网络的广义 Mundlak 估计量AI 解读

This paper proposes a generalized Mundlak estimator based on graph neural networks (GME-GNN). The estimator is designed to mitigate bias arising from group-level heterogeneity and to accommodate within-group dependence among individuals. Traditional fixed-effects models handle group heterogeneity via group-specific intercepts, but require overly strict linear additivity and intra-group independence assumptions, and are confined to within-group comparisons. Rather than…

利用工具变量交互识别与推断结构加速失效时间模型AI 解读

We study causal inference for time-to-event outcomes under right censoring in the presence of unmeasured confounding. Focusing on structural accelerated failure time models, we develop an identification and inference framework that exploits interactions among instrumental variables. The proposed approach does not rely on classical instrumental variable validity and yields valid causal inference under both valid and invalid instruments, provided that the interaction-based…

修改因果模型以区分暂时与持久的因果效应AI 解读

This paper considers how to classify the effects of interventions in causal models for outcomes and exposures observed over time. First, we demonstrate the limitations of the most common uses of potential outcomes and causal directed acyclic graphs for capturing all possible interventions in a time varying framework, particularly in problems where the key question concerns interventions to maintain or change equilibrium behaviour. Second, we adopt a system and state based…

函数型结局因果效应的半参数推断AI 解读

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and observation. This paper develops a comprehensive semiparametric inference framework for functional DiD with discretely observed data. First, we define the functional average treatment effect under parallel trends and derive its efficient influence…

通过矩阵补全改进异质性处理效应估计的理论保证AI 解读

A central goal of modern causal inference is estimating heterogeneous treatment effects to answer questions like "how does an intervention affect each unit," rather than only on average. We study this problem with panel-data where we observe $n$ units across $m$ times under unknown, non-uniform treatment assignments. The data in this setting is naturally represented as a matrix of all unit--time treatment effects. Estimating heterogeneous treatment effects can then be…

使用 R 包 mets 分析生存与竞争风险数据的限制平均损失时间AI 解读

This paper introduces software implemented in the mets R-package for calculating non-parametric and regression estimates of Restricted Mean Survival Time (RMST) and Restricted Mean Time Lost (RMTL), including RMTL due to specific causes. A unique feature is the ability to compute the non-parametric estimates of RMST and RMTL, as well as their standard errors, for all time horizons simultaneously. Regression modeling in mets is based on Inverse Probability of Censoring…

离线强化学习与逆强化学习讲义（二）：逆强化学习与动态离散选择基础AI 解读

In the forward reinforcement-learning problem, the reward is fixed and known; the learner is asked to find a good policy or value function. Here we turn the question around. Given offline data generated by an expert, can we recover the reward the expert was optimizing? This is the inverse reinforcement learning problem, and remarkably, two communities, structural econometricians studying dynamic discrete choice (DDC) and machine learners studying entropy-regularized IRL,…

生存结局下随机治疗干预的去偏推断AI 解读

Estimating the causal effect of a time-dependent treatment on time to death is challenging. In this paper, we formulate the problem using the illness-death model and focus on a stochastic intervention that modifies the hazard governing the transition from no treatment to treatment initiation. Such an intervention can only be implemented at the level of the observed data, whereas the causally valid intervention is defined at the level of the true data-generating process. We…

通过协变量转移建模高效估计随机实验中的纵向治疗效应AI 解读

We present a regression-adjustment framework designed for the estimation of longitudinal treatment effects in randomized experiments under static regimes. While regression-adjustment methods are useful for variance reduction in randomized experiments by using pre-treatment covariates, they usually focus only on average effects, from which we cannot obtain valuable insights into when the effects appear and how long they continue. To address this issue, we consider…

中介变量受检测定量下限左删失时的因果间接效应评估AI 解读

Causal mediation analysis is essential for disentangling the mechanisms by which investigational therapeutic and preventive agents impact clinical outcomes. However, the measurement of biological mediators is often subject to left-censoring by technical measurement limitations, most commonly an assay's limit of quantification. This form of censoring can pose severe challenges for both identification and estimation of causal mediation estimands, particularly when the…

利用最优传输对高维潜在结果与混杂因素进行部分识别AI 解读

Partial identification provides informative causal guarantees when point identification is impossible, but existing approaches based on optimal transport (OT) become computationally and statistically intractable in high-dimensional settings. This limitation is particularly severe when both potential outcomes and confounders are high-dimensional, where classical OT-based bounds suffer from the curse of dimensionality and unfavorable convergence rates. To address this…

机器学习辅助协变量调整的设计型边层面因果推断AI 解读

We study design-based causal inference for edge-level outcomes in directed networks under dyadic interference. In this setting, outcomes are defined on directed edges and depend on the joint treatment assignments of pairs of units, inducing a complex dependence structure that invalidates standard estimation and inference procedures developed for node-level data. We construct Horvitz--Thompson estimators for a general class of edge-level causal effects and establish their…

英国 NHS 急性医院的数字成熟度与技术效率：英格兰横截面证据AI 解读

Whether investment in digital health technology is associated with differences in hospital productivity is a question of substantial policy relevance, yet interpretation is constrained by challenges in causal identification and prior evidence is mixed. Technical efficiency in NHS acute hospital trusts in England is estimated using Bayesian stochastic frontier analysis. A four-input Cobb--Douglas production function incorporating clinical full-time equivalents, administrative…

因果效应识别中的选择偏差：走向整体理解AI 解读

Selection bias is pervasive in observational studies. For example, large scale biobanks data can exhibit ``healthy volunteer bias'' when respondents are healthier and of higher socio-economic status than the population they are meant to represent. Recovering causal effects from such sub-population is an important problem in causal inference, as estimating average treatment effects (ATE) from selected populations can result in a severely biased estimate of the ATE from the…

超越均值的结构性因果效应与拓扑可忽略性AI 解读

Many interventions alter the structure of an outcome distribution rather than its mean: they can split a population into disconnected regimes, create loops or holes, generate branches, or reorganize an outcome cloud while leaving the average response nearly unchanged. In such settings, mean-based causal estimands such as the average treatment effect may miss important structural effects. We introduce topological-geometrical causal metrics based on summaries of interventional…

基于暴露映射的干扰模型设定检验之不可能性AI 解读

Researchers use interference models based on exposure mappings to facilitate estimation of causal effects in randomized experiments with interference. To test the veracity of such models, researchers can use specification tests that aim to detect departures from the stipulated model. However, existing tests suffer from poor power and are often unable to detect important model violations. The main result in this paper is to show that the specification testing problem for…

加成率估计的证伪自适应集合AI 解读

In this paper we provide a constructive way for researchers to salvage the classic De Loecker and Warzynski (2012) markup recovery procedure when falsified. To do this, we consider continuous relaxations of the standard assumptions behind markup estimation. By computing the values of the markup as a function of the relaxations across the set of non-falsified models, we obtain an identified set for the markup which generalizes the standard baseline markup estimand to account…

处理启动时间增量因果效应的有效推断AI 解读

We consider continuous time to treatment initiation. This can commonly occur in preventive medicine, such as disease screening and vaccination; it can also occur with non-fatal health conditions such as HIV infection without the onset of AIDS. While traditional causal inference focused on `when to treat' and its effects, we consider the incremental causal effect when the intensity of time to treatment initiation is intervened upon. We derive the efficient influence function…

个体异质系数 τ 分位数的估计与推断AI 解读

This paper proposes estimation and inference procedures for quantiles of the heterogeneous individual-specific coefficients in panel data. Unlike conventional panel quantile regression, which focuses on outcome heterogeneity, our approach targets the $τ$-quantile of the cross-sectional distribution of individual-specific slopes. We establish the asymptotic theory under both stochastic and deterministic designs, with convergence rates $\sqrt{N}$ and $\sqrt{N\sqrt{T}}$,…

因果中介敏感性分析：桥接得分、尖锐敏感性界限与校准AI 解读

Causal mediation analysis decomposes the total treatment effect into a portion operating through a hypothesized mediator and a residual direct portion. Identification of natural direct and indirect effects typically rests on the mediator stage of sequential ignorability, which cannot be empirically verified and requires explicit sensitivity analysis. We formulate the \emph{bridge score}, a mediator-stage balancing score, as a low-dimensional vector formed from the two…

利用独立性约束高效估计未测混杂下的因果效应界AI 解读

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due to the presence of unmeasured confounding. Sensitivity analysis methods address this challenge by characterizing bounds on the causal parameter under varying assumptions about the magnitude or form of unmeasured confounding. We focus on…