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A robust regression approach to synthetic control with interference

存在干扰时合成控制的稳健回归方法

Synthetic control methods are widely used for policy evaluation, but most existing approaches rule out interference among units, compromising validity when such effects are present. We develop a framework that accommodates contaminated donor pools and unknown interference patterns through two stages: factor-model adjustment for unobserved confounding, followed by robust regression in which direct and interference effects appear as a sparse outlier component. We study two…

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Statistical inference for the probability of necessity for causal attribution

因果归因中必要性概率的统计推断

To answer questions of "causes of effects", the probability of necessity was previously introduced for assessing whether an observed outcome was caused by an earlier treatment. However, statistical inference for the probability of necessity is understudied due to several difficulties, which hinder its application in practice. The evaluation of the probability of necessity involves the joint distribution of potential outcomes, and thus it is generally not point identified and…

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Causal inference with dyadic data in randomized experiments

随机实验中成对数据的因果推断

Estimating treatment effects in networked settings is a central challenge in online controlled experiments, particularly on social media platforms. We investigate a scenario where the unit-level outcome of interest comprises a series of dyadic outcomes that record pairwise interactions between units, spanning from point-to-point messaging at the microscale to bilateral trade flows at the macroscale. Because the response is defined at the dyadic level, the treatment assigned…

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A generalized tetrad constraint for testing conditional independence given a latent variable

检验给定潜变量条件独立性的广义四元约束

The tetrad constraint is widely used to test whether four observed variables are conditionally independent given a latent variable, based on the fact that if four observed variables following a linear model are mutually independent after conditioning on an unobserved variable, then products of covariances of any two different pairs of these four variables are equal. It is an important tool for discovering a latent common cause or distinguishing between alternative linear…

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Identifying the desert decision rule to assess and achieve fairness

识别应得决策规则以评估与实现公平

We study fairness in decision-making when the data may encode systematic bias. Existing approaches typically impose fairness constraints while predicting the observed decision, which may itself be unfair. We propose a novel framework for characterising and addressing fairness issues by introducing the notion of desert decision, a latent variable representing the decision an individual rightfully deserves based on their actions, efforts, or abilities. This formulation shifts…

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Causal Effect Identification and Inference with Endogenous Exposures and a Light-tailed Error

内生暴露与轻尾误差下的因果效应识别和推断

Endogeneity poses significant challenges in causal inference across various research domains. This paper proposes a novel approach to identify and estimate causal effects in the presence of endogeneity. We consider a structural equation with endogenous exposures and an additive error term. Assuming the light-tailedness of the error term, we show that the causal effect can be identified by contrasting extreme conditional quantiles of the outcome given the exposures. Unlike…

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Leveraging specificity for causal inference in observational studies

利用特异性进行观察研究中的因果推断

Hill's specificity criterion has been highly influential in biomedical and epidemiological research. However, it remains controversial and its application often relies on subjective and qualitative analysis without a comprehensive and rigorous causal theory. Focusing on unmeasured confounding adjustment with multiple treatments and multiple outcomes, this paper develops a formal and quantitative framework for leveraging specificity for causal inference in observational…

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On Doubly Robust Estimation with Nonignorable Missing Data Using Instrumental Variables

利用工具变量处理不可忽略缺失的双重稳健估计

Suppose we are interested in the mean of an outcome that is subject to nonignorable nonresponse. This paper develops new semiparametric estimation methods with instrumental variables which affect nonresponse, but not the outcome. The proposed estimators remain consistent and asymptotically normal even under partial model misspecifications for two variation independent nuisance components. We evaluate the performance of the proposed estimators via a simulation study, and…

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Automating the Selection of Proxy Variables of Unmeasured Confounders

自动选择未观测混杂因素的代理变量

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding valid proxy variables of unobserved confounding to a target causal effect of interest. These proxy variables are typically justified by background knowledge. In this paper, we investigate the estimation of causal effects among multiple…

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Doubly Robust Proximal Synthetic Controls

双重稳健的近端合成控制

To infer the treatment effect for a single treated unit using panel data, synthetic control methods construct a linear combination of control units' outcomes that mimics the treated unit's pre-treatment outcome trajectory. This linear combination is subsequently used to impute the counterfactual outcomes of the treated unit had it not been treated in the post-treatment period, and used to estimate the treatment effect. Existing synthetic control methods rely on correctly…

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Proximal Causal Inference without Uniqueness Assumptions

不要求解唯一性的近端因果推断

We consider identification and inference about a counterfactual outcome mean when there is unmeasured confounding using tools from proximal causal inference (Miao et al. [2018], Tchetgen Tchetgen et al. [2020]). Proximal causal inference requires existence of solutions to at least one of two integral equations. We motivate the existence of solutions to the integral equations from proximal causal inference by demonstrating that, assuming the existence of a solution to one of…

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Theory for identification and Inference with Synthetic Controls: A Proximal Causal Inference Framework

合成控制的识别与推断:近端因果推断框架

Synthetic control (SC) methods are commonly used to estimate the treatment effect on a single treated unit in panel data settings. An SC is a weighted average of control units built to match the treated unit, with weights typically estimated by regressing (summaries of) pre-treatment outcomes and measured covariates of the treated unit to those of the control units. However, it has been established that in the absence of a good fit, such regression estimator will generally…

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Proximal Causal Inference for Complex Longitudinal Studies

复杂纵向研究中的近端因果推断

A standard assumption for causal inference about the joint effects of time-varying treatment is that one has measured sufficient covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values, also known as "sequential randomization assumption (SRA)". SRA is often criticized as it requires one to accurately measure all confounders. Realistically, measured covariates can rarely capture all confounders with certainty. Often…

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Doubly Robust Proximal Causal Inference under Confounded Outcome-Dependent Sampling

混杂性结局依赖抽样下的双重稳健近端因果推断

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on the treatment, outcome, and sample selection process may cause both unmeasured confounding and selection bias, rendering standard causal parameters unidentifiable without additional assumptions. Under an odds ratio model for the treatment…

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Identification and estimation of causal effects in the presence of confounded principal strata

主分层存在混杂时的因果效应识别与估计

The principal stratification has become a popular tool to address a broad class of causal inference questions, particularly in dealing with non-compliance and truncation-by-death problems. The causal effects within principal strata which are determined by joint potential values of the intermediate variable, also known as the principal causal effects, are often of interest in these studies. Analyses of principal causal effects from observed data in the literature mostly rely…

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Data Integration in Causal Inference

因果推断中的数据整合

Integrating data from multiple heterogeneous sources has become increasingly popular to achieve a large sample size and diverse study population. This paper reviews development in causal inference methods that combines multiple datasets collected by potentially different designs from potentially heterogeneous populations. We summarize recent advances on combining randomized clinical trial with external information from observational studies or historical controls, combining…

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