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Causal treatment effect decompositions with time-to-event outcomes under competing events

竞争事件下生存时间结局的因果治疗效应分解

Inference about treatment effects for time-to-event outcomes is often obscured by the presence of competing events. A particularly complex situation arises when the treatment influences the occurrence of the competing event. A comprehensive assessment should then account for different mechanisms by which the treatment and the competing event together produce the apparent treatment effect. Here, we propose a decomposition of the treatment's effect on the event of interest…

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Learning control variables and instruments for causal analysis in observational data

从观测数据中学习因果分析所需的控制变量与工具变量

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint existence of instruments, which are associated with the treatment but not directly with the outcome (at least conditional on observables), and suitable control variables, conditional on which the treatment is exogenous, and learns the partition…

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Testing the identification of causal effects in observational data

检验观测数据中因果效应的识别

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for and a suspected instrument. Under a causal structure commonly found in empirical applications, the testable conditional independence of the suspected instrument and the outcome given the treatment and the covariates has two implications.…

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TEA-Time: Transporting Effects Across Time

TEA-Time:跨时间迁移处理效应

Treatment effects estimated from a randomized controlled trial are local not only to the study population but also to the time at which the trial was conducted. The literature on generalizing experimental findings to new populations is extensive, yet transporting effects across time has received far less attention, and even defining the target estimand is nonobvious. We formalize the transported average treatment effect under a separable temporal effects assumption, derive…

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Causal mediation analysis for longitudinal and survival data in continuous time using Bayesian non-parametric joint models

基于贝叶斯非参数联合模型的连续时间纵向与生存数据因果中介分析

Observational cohort data is an important source of information for understanding the causal effects of treatments on survival and the degree to which these effects are mediated through changes in disease-related risk factors. However, these analyses are often complicated by irregular data collection intervals and the presence of longitudinal confounders and mediators. We propose a causal mediation framework that jointly models longitudinal exposures, confounders, mediators,…

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Asymptotic Efficiency Bounds for a Class of Experimental Designs

一类实验设计的渐近效率界

We consider an experimental design setting in which units are assigned to treatment after being sampled sequentially from an infinite population. We derive asymptotic efficiency bounds that apply to data from any experiment that assigns treatment as a (possibly randomized) function of covariates and past outcome data, including stratification on covariates and adaptive designs. For estimating the average treatment effect of a binary treatment, our results show that no…

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Stable Causal Discovery via Directed Acyclic Graph Aggregation

通过有向无环图聚合实现稳定因果发现

Directed Acyclic Graphs (DAGs) are central to uncovering causal structure in complex systems, yet learning a single DAG from data is often challenging: model uncertainty, finite samples, and a combinatorially large search space frequently yield unstable estimates. We propose DAGgr, a model averaging framework that aggregates multiple candidate DAGs into a single stable representation. Candidate graphs are weighted by their out-of-sample predictive likelihood across repeated…

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Comment on Scientific production in the era of large language models

对《大语言模型时代的科学产出》的评论

Kusumegi et al. (2025) study whether researchers' preprint output rises after adopting large language models (LLMs), dating adoption as the first month in which at least one submitted abstract exceeds an LLM-detection threshold. We show that this treatment-timing rule is mechanically related to output. The probability that at least one paper is flagged in a month is increasing in the number of papers submitted in that month, so detected-adoption months are disproportionately…

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Double/Debiased Machine Learning for Continuous Treatment Effects in Panel Data with Endogeneity

内生性面板数据中连续处理效应的双重/去偏机器学习

We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous treatments and various forms of endogeneity, and introduces a cross-fitting scheme to restore independence after eliminating time fixed effects. A penalized GMM debiasing term enables automatic debiased machine learning with endogeneity. Our…

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SC3D: Dynamic and Differentiable Causal Discovery for Temporal and Instantaneous Graphs

SC3D:时序与即时因果图的动态可微发现

Discovering causal structures from multivariate time series is a key problem because interactions span across multiple lags and possibly involve instantaneous dependencies. Additionally, the search space of the dynamic graphs is combinatorial in nature. In this study, we propose Stable Causal Dynamic Differentiable Discovery (SC3D), a two-stage differentiable framework that jointly learns lag-specific adjacency matrices and, if present, an instantaneous directed acyclic…

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Sample size and power calculations for causal inference of observational studies

观察研究因果推断的样本量与功效计算

This paper investigates the theoretical foundation and develops analytical formulas for sample size and power calculations for causal inference with observational data. By analyzing the variance of an inverse probability weighting estimator of the average treatment effect, we decompose the power calculation into three components: propensity score distribution, potential outcome distribution, and their correlation. We show that to determine the minimal sample size of an…

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A Relaxation Approach to Synthetic Control

合成控制的松弛方法

The synthetic control method (SCM) is widely used for constructing the counterfactual of a treated unit based on data from control units in a donor pool. Allowing the donor pool contains more control units than time periods, we propose a novel machine learning algorithm, named SCM-relaxation, for counterfactual prediction. Our relaxation approach minimizes an information-theoretic measure of the weights subject to a set of relaxed linear inequality constraints in addition to…

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The FORSS Framework for Sample Size and Power Calculations With Win Statistics for Hierarchical Endpoints

层级终点胜出统计量的样本量与功效计算:FORSS 框架

Win statistics have gained increasing popularity as primary analysis methods for clinical trials with hierarchical endpoints (HEs) as primary endpoints. However, existing sample size and power calculation approaches in trial design still face several limitations and challenges: simulation-based approaches are computationally intensive, while existing formula-based methods often rely on simplifying assumptions such as independence among HEs, or require specification of…

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Transporting treatment effects by calibrating large-scale observational outcomes

通过校准大规模观察结局迁移处理效应

A high-quality experimental dataset is often much smaller than a corresponding observational dataset. When this holds with possibly biased measurements of the outcome of interest in the latter, we propose an estimation and inference procedure for a transported treatment effect. Our point estimator can be computed as follows. First, we estimate the conditional average treatment effect (CATE) by calibrating a treatment-control contrast estimated using the observational…

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A Decision Theoretic Perspective on Artificial Superintelligence: Coping with Missing Data Problems in Prediction and Treatment Choice

人工超级智能的决策理论视角:预测与处理选择中的缺失数据问题

Enormous attention and resources are being devoted to the quest for artificial general intelligence and, even more ambitiously, artificial superintelligence. We wonder about the implications for methodological research that aims to help decision makers cope with what econometricians call identification problems, inferential problems in empirical research that do not diminish as sample size grows. Of particular concern are missing data problems in prediction and treatment…

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Valuing Winners: When and How to Correct for Selection Bias in Randomized Experiments

评估胜出方案:何时及如何校正随机实验中的选择偏差

Decision-makers often deploy the best-performing treatment from a randomized experiment, creating a winner's curse: selection favors treatments whose observed outcomes are high partly because of statistical noise, so the naïve estimate of the winner is upward biased. We distinguish two forms of winner's curse, bias relative to the true best treatment (global) and bias relative to the selected treatment's true mean (selective), and link them to regret from deploying a…

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Single World Intervention Graphs as Distributions: A Framework for Causal Identification

将单世界干预图视为分布:因果识别框架

Causal inference seeks to estimate the effect of an intervention on an outcome using observed data, typically via Rubin's potential-outcome framework or Pearl's do-calculus. Following section 9 of Richardson and Robins (2013), this essay treats single-world intervention graphs (SWIGs) as representations of both the observed-data distribution and the interventional distribution, rather than as a bridge to potential outcomes. We demonstrate that this perspective provides a…

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A System-Theoretic Approach to Hawkes Process Identification with Guaranteed Positivity and Stability

保证正性与稳定性的 Hawkes 过程系统理论识别方法

The Hawkes process models self-exciting event streams, requiring a strictly non-negative and stable stochastic intensity. Standard identification methods enforce these properties using non-negative causal bases, yielding conservative parameter constraints and severely ill-conditioned least-squares Gram matrices at higher model orders. To overcome this, we introduce a system-theoretic identification framework utilizing the sign-indefinite orthonormal Laguerre basis, which…

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Tractor Service Utilization, Profitability, and Adoption Determinants Among Smallholder Maize Farmers in Ejura-Sekyedumase Municipality, Ghana

加纳小农玉米种植户的拖拉机服务使用、盈利与采纳决定因素

Although tractor services are increasingly used in the Ejura-Sekyedumase Municipality, access remains uneven, and some smallholder maize farmers still rely on labour-intensive production methods. This study investigated the profitability effects and adoption determinants of tractor service utilisation in Ejura-Sekyedumase Municipality, Ashanti Region, Ghana. Cross-sectional data were collected from 359 farmers using multi-stage proportionate random sampling. A multivariate…

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A Workflow for Evaluating Regional Treatment Effect Heterogeneity in Multi-Regional Clinical Trials

多区域临床试验中区域处理效应异质性的评估流程

Multi-regional clinical trials (MRCTs) enable efficient global drug development by assessing treatment effects across regions within a single protocol. While powered for overall efficacy, MRCTs are typically not designed to provide confirmatory evidence on regional differences, making an assessment of observed regional heterogeneity largely exploratory and susceptible to sampling variability. Despite this challenge, understanding regional heterogeneity remains important for…

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Sample size and power calculations for causal inference with time-to-event outcomes

事件时间结局因果推断的样本量与功效计算

This paper develops power and sample size formulas for causal inference with time-to-event outcomes. The target estimand is the marginal hazard ratio: the coefficient of a marginal structural Cox proportional hazard model with treatment as the only predictor. We extend the robust sandwich variance theory and derive the analytical form of the asymptotic variance for the inverse probability weighted partial likelihood estimator. Building on this, we derive a new analytical…

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Policy Learning with Observational Data: The Case of Hepatitis C Treatment for HIV/HCV Co-Infected Patients

基于观察数据的政策学习:HIV/HCV 共感染患者的丙肝治疗

Decision-makers frequently must choose a single action from a finite set of alternatives -- for example, physicians selecting a treatment, investors choosing a portfolio risk level, or judges determining sentences. To improve outcomes, policymakers often issue policy rules or guidelines to inform such choices. In this paper, I show how to generally derive policy rules from observational data in a multi-action framework under relatively weak assumptions about the underlying…

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A subgroup-aware scoring approach to the study of effect modification in observational studies

观察研究中效应修饰的子群感知评分方法

Effect modification means the size of a treatment effect varies with an observed covariate. Generally speaking, a larger treatment effect with more stable error terms is less sensitive to bias. Thus, we might be able to conclude that a study is less sensitive to unmeasured bias by using these subgroups experiencing larger treatment effects. Lee et al. (2018) proposed the submax method that leverages the joint distribution of test statistics from subgroups to draw a firmer…

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Non-Asymptotic Error Bounds for Causally Conditioned Directed Information Rates of Gaussian Sequences

高斯序列因果条件有向信息率的非渐近误差界

Directed information and its causally conditioned variations are often used to measure causal influences between random processes. In practice, these quantities must be measured from data. Non-asymptotic error bounds for these estimates are known for sequences over finite alphabets, but less is known for real-valued data. This paper examines the case in which the data are sequences of Gaussian vectors. We provide an explicit formula for causally conditioned directed…

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