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Linear-Time Primitives for Algorithm Development in Graphical Causal Inference

图形因果推断算法开发的线性时间基础操作

We introduce CIfly, a framework for efficient algorithmic primitives in graphical causal inference that isolates reachability as a reusable core operation. It builds on the insight that many causal reasoning tasks can be reduced to reachability in purpose-built state-space graphs that can be constructed on the fly during traversal. We formalize a rule table schema for specifying such algorithms and prove they run in linear time. We establish CIfly as a more efficient…

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Quantile Treatment Effects in High Dimensional Panel Data

高维面板数据中的分位数处理效应

We introduce novel estimators for quantile causal effects with high dimensional panel data (large $N$ and $T$), where only one or a few units are affected by the intervention or policy. Our method extends the generalized synthetic control method \citep{xu_2017} from average treatment effects on the treated to quantile treatment effects on the treated, allowing the underlying factor structure to change across the quantile of the interested outcome distribution. Our method…

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On the relationship between prediction intervals, tests of sharp nulls and inference on realized treatment effects in settings with few treated units

少量处理单位下预测区间、尖锐原假设检验与已实现处理效应推断的关系

We study how inference methods for settings with few treated units that rely on treatment effect homogeneity extend to alternative inferential targets when treatment effects are heterogeneous -- namely, tests of sharp null hypotheses, inference on realized treatment effects, and prediction intervals. We show that inference methods for these alternative targets are deeply interconnected: they are either equivalent or become equivalent under additional assumptions. Our results…

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How many federal employees are not satisfied? Using response times to estimate population proportions under the survey variable cause model

有多少联邦雇员不满意?利用调查回应时间估计总体比例

We propose a statistical model to estimate population proportions under the survey variable cause model (Groves 2006), the setting in which the characteristic measured by the survey has a direct causal effect on survey participation. For example, we estimate employee satisfaction from a survey in which the decision of an employee to participate depends on their satisfaction. We model the time at which a respondent 'arrives' to take the survey, leveraging results from the…

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Identifiability by common backdoor in summary causal graphs of time series

时间序列汇总因果图中基于共同后门集合的可识别性

The identifiability problem for interventions aims at assessing whether the total effect of some given interventions can be written with a do-free formula, and thus be computed from observational data only. We study this problem, considering multiple interventions and multiple effects, in the context of time series when only abstractions of the true causal graph in the form of summary causal graphs are available. We focus in this study on identifiability by a common backdoor…

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Complete Characterization for Adjustment in Summary Causal Graphs of Time Series

时间序列汇总因果图中调整方法的完整刻画

The identifiability problem for interventions aims at assessing whether the total causal effect can be written with a do-free formula, and thus be estimated from observational data only. We study this problem, considering multiple interventions, in the context of time series when only an abstraction of the true causal graph, in the form of a summary causal graph, is available. We propose in particular both necessary and sufficient conditions for the adjustment criterion,…

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Identification of dynamic treatment effects when treatment histories are partially observed

处理历史部分可观测时动态处理效应的识别

This paper presents a general difference-in-differences framework for identifying path-dependent treatment effects when treatment histories are partially observed. We introduce a novel robust estimator that adjusts for missing histories using a combination of outcome, propensity score, and missing treatment models. We show that this approach identifies the target parameter as long as \textit{any two} of the three models are correctly specified. The method delivers improved…

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Adjustment for Confounding using Pre-Trained Representations

利用预训练表示调整混杂

There is growing interest in extending average treatment effect (ATE) estimation to incorporate non-tabular data, such as images and text, which may act as sources of confounding. Neglecting these effects risks biased results and flawed scientific conclusions. However, incorporating non-tabular data necessitates sophisticated feature extractors, often in combination with ideas of transfer learning. In this work, we investigate how latent features from pre-trained neural…

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Difference-in-Differences Designs: A Practitioner's Guide

双重差分设计:实务指南

Difference-in-differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, empirical practices can be ad hoc when researchers go beyond that simple case. This article provides an organizing framework for discussing different types of DiD designs and their associated DiD estimators. It discusses covariates, weights, handling multiple periods, and staggered treatments. The…

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Estimation of Treatment Effects in Extreme and Unobserved Data

极端与未观测数据中的处理效应估计

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are interested in estimating the effects of a policy intervention whose benefits, while potentially important, can only be observed and measured in rare yet impactful events, such as extreme climate events? The standard causal inference…

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Generalized Random Forests using Fixed-Point Trees

使用不动点树的广义随机森林

We propose a computationally efficient alternative to generalized random forests (GRFs) for estimating heterogeneous effects in large dimensions. While GRFs rely on a gradient-based splitting criterion, which in large dimensions is computationally expensive and unstable, our method introduces a fixed-point approximation that eliminates the need for Jacobian estimation. This gradient-free approach preserves GRF's theoretical guarantees of consistency and asymptotic normality…

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Causal Mediation Analysis with Multiple Mediators: A Simulation Approach

多重中介的因果中介分析:模拟方法

Analyses of causal mediation often involve exposure-induced confounders or, relatedly, multiple mediators. In such applications, researchers aim to estimate a variety of different quantities, including interventional direct and indirect effects, multivariate natural direct and indirect effects, and/or path-specific effects. This study introduces a general approach to estimating all these quantities by simulating potential outcomes from a series of distribution models for…

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New possibilities in identification of binary choice models with fixed effects

固定效应二元选择模型识别的新可能

We study the identification of binary choice models with fixed effects. We propose a condition called sign saturation and show that this condition is sufficient for identifying the model. In particular, this condition can guarantee identification even when all the regressors are bounded, including multiple discrete regressors. We also establish that without this condition, the model is not identified unless the error distribution belongs to a special class. Moreover, we show…

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The risks of risk assessment: causal blind spots when using prediction models for treatment decisions

风险评估的风险:用预测模型作治疗决策时的因果盲点

Clinicians increasingly rely on prediction models to guide treatment choices. Most prediction models, however, are developed using observational data that include some patients who have already received the treatment the prediction model is meant to inform. Special attention to the causal role of those earlier treatments is required when interpreting the resulting predictions. We identify 'causal blind spots' in three common approaches to handling treatment when developing a…

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Characteristic Imsets for Cyclic Linear Causal Models and the Chickering Ideal

循环线性因果模型的特征 imset 与 Chickering 理想

Two directed graphs are called covariance equivalent if they induce the same set of covariance matrices, up to a Lebesgue measure zero set, on the random variables of their associated linear structural equation models. For acyclic graphs, covariance equivalence is characterized both structurally, via essential graphs and characteristic imsets, and transformationally, through sequences of covered edge flips. However, when cycles are allowed, only a transformational…

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Discussion of "Causal and counterfactual views of missing data models" by Razieh Nabi, Rohit Bhattacharya, Ilya Shpitser, & James M. Robins

《缺失数据模型的因果与反事实视角》讨论

We congratulate Nabi et al. (2022) on their impressive and insightful paper, which illustrates the benefits of using causal/counterfactual perspectives and tools in missing data problems. This paper represents an important approach to missing-not-at-random (MNAR) problems, exploiting nonparametric independence restrictions for identification, as opposed to parametric/semiparametric models, or resorting to sensitivity analysis. Crucially, the authors represent these…

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Finite sample-optimal adjustment sets in linear Gaussian causal models

线性高斯因果模型中的有限样本最优调整集

Traditional covariate selection methods for causal inference focus on achieving unbiasedness and asymptotic efficiency. In many practical scenarios, researchers must estimate causal effects from observational data with limited sample sizes or in cases where covariates are difficult or costly to measure. Their needs might be better met by selecting adjustment sets that are finite sample-optimal in terms of mean squared error. In this paper, we aim to find the adjustment set…

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Robust and efficient multiple-unit switchback experimentation

稳健高效的多单位交替实验

User-randomized A/B testing has emerged as the gold standard for online experimentation. However, when this kind of approach is not feasible due to legal, ethical or practical considerations, experimenters have to consider alternatives like item-randomization. Item-randomization is often met with skepticism due to its poor empirical performance. To fill this gap, in this paper we introduce a novel and rich class of experimental designs, "Regular Balanced Switchback Designs"…

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CATE Estimation With Potential Outcome Imputation From Local Regression

基于局部回归潜在结果插补的条件平均处理效应估计

One of the most significant challenges in Conditional Average Treatment Effect (CATE) estimation is the statistical discrepancy between distinct treatment groups. To address this issue, we propose a model-agnostic data augmentation method for CATE estimation. First, we derive regret bounds for general data augmentation methods suggesting that a small imputation error may be necessary for accurate CATE estimation. Inspired by this idea, we propose a contrastive learning…

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The Landscape of Causal Discovery Data: Grounding Causal Discovery in Real-World Applications

因果发现数据的全景:立足真实应用的因果发现

Causal discovery aims to automatically uncover causal relationships from data, a capability with significant potential across many scientific disciplines. However, its real-world applications remain limited. Current methods often rely on unrealistic assumptions and are evaluated only on simple synthetic toy datasets, often with inadequate evaluation metrics. In this paper, we substantiate these claims by performing a systematic review of the recent causal discovery…

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Design-Based Uncertainty for Quasi-Experiments

准实验的设计型不确定性

Design-based frameworks of uncertainty are frequently used in settings where the treatment is (conditionally) randomly assigned. This paper develops a design-based framework suitable for analyzing quasi-experimental settings in the social sciences, in which the treatment assignment can be viewed as the realization of some stochastic process but there is concern about unobserved selection into treatment. In our framework, treatments are stochastic, but units may differ in…

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Evaluating Program Sequences with Double Machine Learning: An Application to Labor Market Policies

用双重机器学习评估项目序列:劳动力市场政策应用

Many programs evaluated in observational studies incorporate a sequential structure, where individuals may be assigned to various programs over time. While this complexity is often simplified by analyzing programs at single points in time, this paper reviews, explains, and applies methods for program evaluation within a sequential framework. It outlines the assumptions required for identification under dynamic confounding and demonstrates how extending sequential estimands…

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Berry-Esseen bounds for design-based causal inference with possibly diverging treatment levels and varying group sizes

处理水平可增长且组规模不同时设计型因果推断的 Berry–Esseen 界

Neyman (1923/1990) introduced the randomization model, which contains the notation of potential outcomes to define causal effects and a framework for large-sample inference based on the design of the experiment. However, the existing theory for this framework is far from complete, especially when the number of treatment levels diverges and the treatment group sizes vary. We provide a unified discussion of statistical inference under the randomization model with general…

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Bayesian Sensitivity Analysis for Causal Estimation with Time-varying Unmeasured Confounding

时变未测量混杂下因果估计的贝叶斯敏感性分析

Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the literature for unmeasured confounding, the latent confounder approach is favoured for its intuitive interpretation via the use of bias parameters to specify the relationship between the observed and unobserved variables and the sensitivity…

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