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Difference-in-differences Design with Outcomes Missing Not at Random

结局非随机缺失下的双重差分设计

This paper addresses one of the most prevalent problems encountered by political scientists working with difference-in-differences (DID) design: missingness in panel data. A common practice for handling missing data, known as complete case analysis, is to drop cases with any missing values over time. A more principled approach involves using nonparametric bounds on causal effects or applying inverse probability weighting based on baseline covariates. Yet, these methods are…

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A Bayesian semi-parametric approach to causal mediation for longitudinal mediators and time-to-event outcomes with application to a cardiovascular disease cohort study

纵向中介与事件时间结局的贝叶斯半参数因果中介分析

Causal mediation analysis of observational data is an important tool for investigating the potential causal effects of medications on disease-related risk factors, and on time-to-death (or disease progression) through these risk factors. However, when analyzing data from a cohort study, such analyses are complicated by the longitudinal structure of the risk factors and the presence of time-varying confounders. Leveraging data from the Atherosclerosis Risk in Communities…

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Regularized Multi-LLMs Collaboration for Enhanced Score-based Causal Discovery

正则化多大语言模型协作辅助基于评分的因果发现

As the significance of understanding the cause-and-effect relationships among variables increases in the development of modern systems and algorithms, learning causality from observational data has become a preferred and efficient approach over conducting randomized control trials. However, purely observational data could be insufficient to reconstruct the true causal graph. Consequently, many researchers tried to utilise some form of prior knowledge to improve causal…

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Bayesian Variable Selection for High-Dimensional Mediation Analysis: Application to Metabolomics Data in Epidemiological Studies

高维中介分析的贝叶斯变量选择:流行病学代谢组数据应用

In epidemiological research, causal models incorporating potential mediators along a pathway are crucial for understanding how exposures influence health outcomes. This work is motivated by integrated epidemiological and blood biomarker studies, investigating the relationship between long-term adherence to a Mediterranean diet and cardiometabolic health, with plasma metabolomes as potential mediators. Analyzing causal mediation in such high-dimensional omics data presents…

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Valid Bayesian Inference based on Variance Weighted Projection for High-Dimensional Logistic Regression with Binary Covariates

基于方差加权投影的高维二元协变量 Logistic 回归有效贝叶斯推断

We address the challenge of conducting inference for a categorical treatment effect related to a binary outcome variable while taking into account high-dimensional baseline covariates. The conventional technique used to establish orthogonality for the treatment effect from nuisance variables in continuous cases is inapplicable in the context of binary treatment. To overcome this obstacle, an orthogonal score tailored specifically to this scenario is formulated which is based…

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Causally Sound Priors for Binary Experiments

二元随机实验中符合因果结构的先验

We introduce the BREASE framework for the Bayesian analysis of randomized controlled trials with a binary treatment and a binary outcome. Approaching the problem from a causal inference perspective, we propose parameterizing the likelihood in terms of the baselinerisk, efficacy, and adverse side effects of the treatment, along with a flexible, yet intuitive and tractable jointly independent beta prior distribution on these parameters, which we show to be a generalization of…

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Estimating the Cost of Informal Care with a Novel Two-Stage Approach to Individual Synthetic Control

利用新两阶段个体合成控制方法估计非正式照护成本

Informal carers provide the majority of care for people living with challenges related to older age, long-term illness, or disability. However, the care they provide often results in a significant income penalty for carers, a factor largely overlooked in the economics literature and policy discourse. Leveraging data from the UK Household Longitudinal Study, this paper provides the first robust causal estimates of the caring income penalty using a novel individual synthetic…

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Choosing the Right Approach at the Right Time: A Comparative Analysis of Causal Effect Estimation using Confounder Adjustment and Instrumental Variables

何时选择混杂调整或工具变量:因果效应估计的比较

In observational studies, potential unobserved confounding is a major barrier in isolating the average causal effect (ACE). In these scenarios, two main approaches are often used: confounder adjustment for causality (CAC) and instrumental variable analysis for causation (IVAC). Nevertheless, both are subject to untestable assumptions and, therefore, it may be unclear which assumption violation scenarios one method is superior in terms of mitigating inconsistency for the ACE.…

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Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds

个体福利分析:随机准线性效用、独立性与置信界限

We introduce a novel framework for individual-level welfare analysis. It builds on a parametric model for continuous demand with a quasilinear utility function, allowing for heterogeneous coefficients and unobserved individual-good-level preference shocks. We obtain bounds on the individual-level consumer welfare loss at any confidence level due to a hypothetical price increase, solving a scalable optimization problem constrained by a novel confidence set under an…

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An Anatomy of Event Studies: Hypothetical Experiments, Exact Decomposition, and Weighting Diagnostics

事件研究剖析:假想实验、精确分解与权重诊断

In recent decades, event studies have emerged as a central methodology in health and social research for evaluating the causal effects of staggered interventions. In this paper, we analyze event studies from experimental design principles for observational studies, with a focus on information borrowing across measurements. We develop robust weighting estimators that increasingly use more information across units and time periods, justified by increasingly stronger…

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Stochastic interventions, sensitivity analysis, and optimal transport

随机干预、敏感性分析与最优传输

Recent methodological research in causal inference has focused on effects of stochastic interventions, which assign treatment randomly, often according to subject-specific covariates. In this work, we demonstrate that the usual notion of stochastic interventions have a surprising property: when there is unmeasured confounding, bounds on their effects do not collapse when the policy approaches the observational regime. As an alternative, we propose to study generalized…

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A Bayesian mixture model for Poisson network autoregression

泊松网络自回归的贝叶斯混合模型

In this paper, we propose a new Bayesian Poisson network autoregression mixture model (PNARM). Our model combines ideas from the models of Dahl 2008, Ren et al. 2024 and Armillotta and Fokianos 2024, as it is motivated by the following aims. We consider the problem of modelling multivariate count time series since they arise in many real-world data sets, but has been studied less than its Gaussian-distributed counterpart (Fokianos 2024). Additionally, we assume that the time…

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Sensitivity analysis methods for outcome missingness using substantive-model-compatible multiple imputation and their application in causal inference

基于实质模型相容多重插补的结果缺失敏感性分析及因果应用

When using multiple imputation (MI) for missing data, maintaining compatibility between the imputation model and substantive analysis is important for avoiding bias. For example, some causal inference methods incorporate an outcome model with exposure-confounder interactions that must be reflected in the imputation model. Two approaches for compatible imputation with multivariable missingness have been proposed: Substantive-Model-Compatible Fully Conditional Specification…

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High-Dimensional Extreme Quantile Regression

高维极端分位数回归

The estimation of conditional quantiles at extreme tails is of great interest in numerous applications. Various methods that integrate regression analysis with an extrapolation strategy derived from extreme value theory have been proposed to estimate extreme conditional quantiles in scenarios with a fixed number of covariates. However, these methods prove ineffective in high-dimensional settings, where the number of covariates increases with the sample size. In this article,…

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Causal and Counterfactual Views of Missing Data Models

缺失数据模型的因果与反事实视角

It is often said that the fundamental problem of causal inference is a missing data problem -- the comparison of responses to two hypothetical treatment assignments is made difficult because for every experimental unit only one potential response is observed. In this paper, we consider the implications of the converse view: that missing data problems are a form of causal inference. We make explicit how the missing data problem of recovering the complete data law from the…

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Assumption Smuggling in Intermediate Outcome Tests of Causal Mechanisms

因果机制中间结果检验中的隐含假设

Political scientists are increasingly interested in assessing causal mechanisms, or determining not just if a causal effect exists but also why it occurs. Even so, many researchers avoid formal causal mediation analyses due to their stringent assumptions, instead opting to explore causal mechanisms through what we call intermediate outcome tests. These tests estimate the effect of the treatment on one or more mediators and view such effects as suggestive evidence of a causal…

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On the consistency of bootstrap for matching estimators

匹配估计量的 Bootstrap 一致性

In a landmark paper, Abadie and Imbens (2008) showed that the naive bootstrap is inconsistent when applied to nearest neighbor matching estimators of the average treatment effect with a fixed number of matches. Since then, this finding has inspired numerous efforts to address the inconsistency issue, typically by employing alternative bootstrap methods. In contrast, this paper shows that the naive bootstrap is provably consistent for the original matching estimator, provided…

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Off-policy estimation with adaptively collected data: the power of online learning

自适应采集数据的离策略估计:在线学习的作用

We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the average treatment effect (\textsf{ATE}) in causal inference. While a certain class of augmented inverse propensity weighting (\textsf{AIPW}) estimators enjoys desirable asymptotic properties including the semi-parametric efficiency, much…

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Randomization-based Z-estimation for evaluating average and individual treatment effects

用于评估平均与个体处理效应的随机化型 Z 估计

Randomized experiments have been the gold standard for drawing causal inference. The conventional model-based approach has been one of the most popular ways for analyzing treatment effects from randomized experiments, which is often carried through inference for certain model parameters. In this paper, we provide a systematic investigation of model-based analyses for treatment effects under the randomization-based inference framework. This framework does not impose any…

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A joint modeling approach to treatment effects estimation with unmeasured confounders

存在未测量混杂时处理效应估计的联合建模方法

Estimating treatment effects using observation data often relies on the assumption of no unmeasured confounders. However, unmeasured confounding variables may exist in many real-world problems. It can lead to a biased estimation without incorporating the unmeasured confounding effect. To address this problem, this paper proposes a new mixed-effects joint modeling approach to identifying and estimating the OR function and the PS function in the presence of unmeasured…

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Optimal Estimation of Parameters in Degree Corrected Mixed Membership Models

度修正混合成员模型中参数的最优估计

With the rise of big data, networks have pervaded many aspects of our daily lives, with applications ranging from the social to natural sciences. Understanding the latent structure of the network is thus an important question. In this paper, we model the network using a Degree-Corrected Mixed Membership (DCMM) model, in which every node $i$ has an affinity parameter $θ_i$, measuring the degree of connectivity, and an intrinsic membership probability vector $π_i = (π_1, \cdots π_K)$…

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Doubly Robust Estimation of Causal Excursion Effects in Micro-Randomized Trials with Missing Longitudinal Outcomes

纵向结果缺失的微随机试验中因果偏离效应的双重稳健估计

Micro-randomized trials (MRTs) are increasingly utilized for optimizing mobile health interventions, with the causal excursion effect (CEE) as a central quantity for evaluating interventions under policies that deviate from the experimental policy. However, MRT often contains missing data due to reasons such as missed self-reports or participants not wearing sensors, which can bias CEE estimation. In this paper, we propose a two-stage, doubly robust estimator for CEE in MRTs…

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Monetary Incentives, Landowner Preferences: Estimating Cross-Elasticities in Farmland Conversion to Renewable Energy

货币激励与土地所有者偏好:农地转为可再生能源用途的交叉弹性

This study examines the impact of monetary factors on the conversion of farmland to renewable energy generation, specifically solar and wind, in the context of expanding U.S. energy production. We propose a new econometric method that accounts for the diverse circumstances of landowners, including their unordered alternative land use options, non-monetary benefits from farming, and the influence of local regulations. We demonstrate that identifying the cross elasticity of…

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Causal Inference under Network Interference Using a Mixture of Randomized Experiments

利用混合随机实验进行网络干扰下的因果推断

In randomized experiments, the classic Stable Unit Treatment Value Assumption (SUTVA) posits that the outcome for one experimental unit is unaffected by the treatment assignments of other units. However, this assumption is frequently violated in settings such as online marketplaces and social networks, where interference between units is common. We address the estimation of the total treatment effect in a network interference model by employing a mixed randomization design…

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