In this dissertation, we develop improved estimation of average treatment effect on the treatment (ATT) which achieves double robustness, local efficiency, intrinsic efficiency and sample boundedness, using a calibrated likelihood approach. Moreover, we consider an extension of two-group causal inference problem to a general data combination problem, and develop estimators achieving desirable properties beyond double robustness and local efficiency. The proposed methods are shown, both theoretically and numerically, to be superior in robustness, efficiency or both to various existing estimators. In the first part, we review existing estimators on average treatment effect (ATE), mainly based on Tan (2006, 2010). This review provides a useful basis for improved estimation of average treatment effect on the treated (ATT). In the second part, we propose new methods to estimate the average treatment effect on the treated (ATT), which is of extensive interest in Econometrics, Biostatistics and other research fields. This problem seems to be often treated as a simple modification or extension of that of estimating overall average treatment effects (ATE). But the propensity score is no longer ancillary for estimation of ATT, in contrast with estimation of ATE. We study the efficient influence function and the corresponding semiparametric variance bound for the estimation of ATT under three different assumptions: a nonparametric model, a correct propensity score model and known propensity score. Then we construct Augmented Inverse Probability Weighted (AIPW) estimators which are locally efficient and doubly robust. Furthermore, we develop calibrated regression and likelihood estimators that are not only doubly robust and locally efficient, but also intrinsically e cient and sample bounded. Two simulations and real data analysis on a job training program are provided to demonstrate the advantage of our estimators compared with existing estimators. In the third part, we extend our methods to a general data combination problem for moment restriction models (Chen et al. 2008). Similarly, we derive augmented inverse probability weighted (AIPW) estimators that are locally efficient and doubly robust. Moreover, we develop calibrated regression and likelihood estimators which achieve double robustness, local efficiency and intrinsic efficiency. For illustration, we take the linear two-sample instrumental variable problem as an example, and derive all the relevant estimators by applying the general estimators in this specific example. Finally, a simulation study and an Econometric application on a public housing project are provided to demonstrate the superior performance of our improved estimators.

This paper summarizes recent advances in causal inference and underscores the paradigmatic shifts that must be undertaken in moving from traditional statistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that underly all causal inferences, the languages used in formulating those assumptions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coherent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interventions, (also called "causal effects" or "policy evaluation") (2) queries about probabilities of counterfactuals, (including assessment of "regret," "attribution" or "causes of effects") and (3) queries about direct and indirect effects (also known as "mediation"). Finally, the paper defines the formal and conceptual relationships between the structural and potential-outcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both. The tools are demonstrated in the analyses of mediation, causes of effects, and probabilities of causation. -- p. 1.

Educational policy-makers around the world constantly make decisions about how to use scarce resources to improve the education of children. Unfortunately, their decisions are rarely informed by evidence on the consequences of these initiatives in other settings. Nor are decisions typically accompanied by well-formulated plans to evaluate their causal impacts. As a result, knowledge about what works in different situations has been very slow to accumulate. Over the last several decades, advances in research methodology, administrative record keeping, and statistical software have dramatically increased the potential for researchers to conduct compelling evaluations of the causal impacts of educational interventions, and the number of well-designed studies is growing. Written in clear, concise prose, Methods Matter: Improving Causal Inference in Educational and Social Science Research offers essential guidance for those who evaluate educational policies. Using numerous examples of high-quality studies that have evaluated the causal impacts of important educational interventions, the authors go beyond the simple presentation of new analytical methods to discuss the controversies surrounding each study, and provide heuristic explanations that are also broadly accessible. Murnane and Willett offer strong methodological insights on causal inference, while also examining the consequences of a wide variety of educational policies implemented in the U.S. and abroad. Representing a unique contribution to the literature surrounding educational research, this landmark text will be invaluable for students and researchers in education and public policy, as well as those interested in social science.

This book provides a deep understanding of the relationship between machine learning and causal inference. It covers a broad range of topics, starting with the preliminary foundations of causal inference, which include basic definitions, illustrative examples, and assumptions. It then delves into the different types of classical causal inference methods, such as matching, weighting, tree-based models, and more. Additionally, the book explores how machine learning can be used for causal effect estimation based on representation learning and graph learning. The contribution of causal inference in creating trustworthy machine learning systems to accomplish diversity, non-discrimination and fairness, transparency and explainability, generalization and robustness, and more is also discussed. The book also provides practical applications of causal inference in various domains such as natural language processing, recommender systems, computer vision, time series forecasting, and continual learning. Each chapter of the book is written by leading researchers in their respective fields. Machine Learning for Causal Inference explores the challenges associated with the relationship between machine learning and causal inference, such as biased estimates of causal effects, untrustworthy models, and complicated applications in other artificial intelligence domains. However, it also presents potential solutions to these issues. The book is a valuable resource for researchers, teachers, practitioners, and students interested in these fields. It provides insights into how combining machine learning and causal inference can improve the system's capability to accomplish causal artificial intelligence based on data. The book showcases promising research directions and emphasizes the importance of understanding the causal relationship to construct different machine-learning models from data.

We explore relationships between machine learning (ML) and causal inference. We focus on improvements in each by borrowing ideas from one another. ML has been successfully applied to many problems, but the lack of strong theoretical guarantees has led to many unexpected failures. Models that perform well on the training distribution tend to break down when applied to different distributions; small perturbations can "fool" the trained model and drastically change its predictions; arbitrary choices in the training algorithm lead to vastly different models; and so forth. On the other hand, while there has been tremendous progress in developing causal inference methods with strong theoretical guarantees, existing methods typically do not apply in practice since they assume an abundance of data. Working at the intersection of ML and causal inference, we directly address the lack of robustness in ML, and improve the statistical efficiency of causal inference techniques. The motivation behind the work presented in this thesis is to improve methods for building predictive, and causal models that are used to guide decision making. Throughout, we focus mostly on decision making in the healthcare context. On the ML for causality side, we use ML tools and analysis techniques to develop statistically efficient causal models that can guide clinicians when choosing between two treatments. On the causality for ML side, we study how knowledge of the causal mechanisms that generate observed data can be used to efficiently regularize predictive models without introducing biases. In a clinical context, we show how causal knowledge can be used to build robust, and accurate models to predict the spread of contagious infections. In a non-clinical setting, we study how to use causal knowledge to train models that are robust to distribution shifts in the context of image classification

A concise and self-contained introduction to causal inference, increasingly important in data science and machine learning. The mathematization of causality is a relatively recent development, and has become increasingly important in data science and machine learning. This book offers a self-contained and concise introduction to causal models and how to learn them from data. After explaining the need for causal models and discussing some of the principles underlying causal inference, the book teaches readers how to use causal models: how to compute intervention distributions, how to infer causal models from observational and interventional data, and how causal ideas could be exploited for classical machine learning problems. All of these topics are discussed first in terms of two variables and then in the more general multivariate case. The bivariate case turns out to be a particularly hard problem for causal learning because there are no conditional independences as used by classical methods for solving multivariate cases. The authors consider analyzing statistical asymmetries between cause and effect to be highly instructive, and they report on their decade of intensive research into this problem. The book is accessible to readers with a background in machine learning or statistics, and can be used in graduate courses or as a reference for researchers. The text includes code snippets that can be copied and pasted, exercises, and an appendix with a summary of the most important technical concepts.

Methods for Causal Inference in Marketing is a systematic review of recent developments in causal inference methods and their applications within the marketing field. For each causal inference method, five recently published academic papers in marketing research that employ these methods are discussed. In addition, this monograph provides simplified code for developing simulated data (using Python) and hypothetical examples of data analysis (using Stata). This addition will enable marketing researchers to practice several methods of causal analysis. Sections 1-5 elucidate the fundamental principles of causal inference. Subsequent sections (beginning from Section 6) delve into the details of a selection of papers that utilize various methods. These encompass (i) well-established techniques, such as Differences-In-Differences, Instrumental Variable, Regression Discontinuity, Synthetic Control Method, and Propensity Score Method, and (ii) emerging methodologies of Factor Model and Augmented Differences-In-Differences, Forward Differences-In-Differences, and Bayesian methods for causal inference. Further, this monograph reviews how machine learning methods enhance causal inference and includes several important and useful references not reviewed. This monograph serves as a useful resource both to current and future researchers in marketing.

Causality in a Social World introduces innovative new statistical research and strategies for investigating moderated intervention effects, mediated intervention effects, and spill-over effects using experimental or quasi-experimental data. The book uses potential outcomes to define causal effects, explains and evaluates identification assumptions using application examples, and compares innovative statistical strategies with conventional analysis methods. Whilst highlighting the crucial role of good research design and the evaluation of assumptions required for identifying causal effects in the context of each application, the author demonstrates that improved statistical procedures will greatly enhance the empirical study of causal relationship theory. Applications focus on interventions designed to improve outcomes for participants who are embedded in social settings, including families, classrooms, schools, neighbourhoods, and workplaces.

R. J. Hankinson traces the history of ancient Greek thinking about causation and explanation, from its earliest beginnings through more than a thousand years to the middle of the first millennium of the Christian era. He examines ways in which the Ancient Greeks dealt with questions about how and why things happen as and when they do, about the basic constitution and structure of things, about function and purpose, laws of nature, chance, coincidence, and responsibility.

CAUSAL INFERENCE IN STATISTICS A Primer Causality is central to the understanding and use of data. Without an understanding of cause–effect relationships, we cannot use data to answer questions as basic as "Does this treatment harm or help patients?" But though hundreds of introductory texts are available on statistical methods of data analysis, until now, no beginner-level book has been written about the exploding arsenal of methods that can tease causal information from data. Causal Inference in Statistics fills that gap. Using simple examples and plain language, the book lays out how to define causal parameters; the assumptions necessary to estimate causal parameters in a variety of situations; how to express those assumptions mathematically; whether those assumptions have testable implications; how to predict the effects of interventions; and how to reason counterfactually. These are the foundational tools that any student of statistics needs to acquire in order to use statistical methods to answer causal questions of interest. This book is accessible to anyone with an interest in interpreting data, from undergraduates, professors, researchers, or to the interested layperson. Examples are drawn from a wide variety of fields, including medicine, public policy, and law; a brief introduction to probability and statistics is provided for the uninitiated; and each chapter comes with study questions to reinforce the readers understanding.