arXiv subjects

Corinne Emmenegger

Publications and source records attributed to Corinne Emmenegger.

5 recordsLinked to original sources

arXiv2025

Treatment Effect Estimation with Observational Network Data using Machine Learning

Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them. We develop augmented inverse probability weighting (AIPW) for estimation and inference of the expected average treatment effect (EATE) with observational data from a single (social) network with spillover effects. In contrast to overall effects such as the global average treatment effect (GATE), the EATE measures, in expectation and on average over all units, how the outcome of a unit is causally affected by its own treatment, marginalizing over the spillover effects from other units. We develop cross-fitting theory with plugin machine learning to obtain a semiparametric treatment effect estimator that converges at the parametric rate and asymptotically follows a Gaussian distribution. The asymptotics are developed using the dependency graph rather than the network graph, which makes explicit that we allow for spillover effects beyond immediate neighbors in the network. We apply our AIPW method to the Swiss StudentLife Study data to investigate the effect of hours spent studying on exam performance accounting for the students' social network.

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arXiv2023

Confidence and Uncertainty Assessment for Distributional Random Forests

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such as conditional average treatment effects, conditional quantiles, and conditional correlations. However, only results about the consistency and convergence rate of the DRF prediction are available so far. We characterize the asymptotic distribution of DRF and develop a bootstrap approximation of it. This allows us to derive inferential tools for quantifying standard errors and the construction of confidence regions that have asymptotic coverage guarantees. In simulation studies, we empirically validate the developed theory for inference of low-dimensional targets and for testing distributional differences between two populations.

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arXiv2023

TSCI: two stage curvature identification for causal inference with invalid instruments

TSCI implements treatment effect estimation from observational data under invalid instruments in the R statistical computing environment. Existing instrumental variable approaches rely on arguably strong and untestable identification assumptions, which limits their practical application. TSCI does not require the classical instrumental variable identification conditions and is effective even if all instruments are invalid. TSCI implements a two-stage algorithm. In the first stage, machine learning is used to cope with nonlinearities and interactions in the treatment model. In the second stage, a space to capture the instrument violations is selected in a data-adaptive way. These violations are then projected out to estimate the treatment effect.

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arXiv2022

Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning algorithms allows us to incorporate complex interaction structures and high-dimensional variables. We employ double machine learning to cope with the nonparametric part of the partially linear mixed-effects model: the nonlinear variables are regressed out nonparametrically from both the linear variables and the response. This adjustment can be performed with any machine learning algorithm, for instance random forests, which allows to take complex interaction terms and nonsmooth structures into account. The adjusted variables satisfy a linear mixed-effects model, where the linear coefficient can be estimated with standard linear mixed-effects techniques. We prove that the estimated fixed effects coefficient converges at the parametric rate, is asymptotically Gaussian distributed, and semiparametrically efficient. Two simulation studies demonstrate that our method outperforms a penalized regression spline approach in terms of coverage. We also illustrate our proposed approach on a longitudinal dataset with HIV-infected individuals. Software code for our method is available in the R-package dmlalg.

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arXiv2021

Regularizing Double Machine Learning in Partially Linear Endogenous Models

The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide confidence intervals. To address this issue, we propose a regularization and selection scheme, regsDML, which leads to narrower confidence intervals. It selects either the TSLS DML estimator or a regularization-only estimator depending on whose estimated variance is smaller. The regularization-only estimator is tailored to have a low mean squared error. The regsDML estimator is fully data driven. The regsDML estimator converges at the parametric rate, is asymptotically Gaussian distributed, and asymptotically equivalent to the TSLS DML estimator, but regsDML exhibits substantially better finite sample properties. The regsDML estimator uses the idea of k-class estimators, and we show how DML and k-class estimation can be combined to estimate the linear coefficient in a partially linear endogenous model. Empirical examples demonstrate our methodological and theoretical developments. Software code for our regsDML method is available in the R-package dmlalg.

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