Maximal Ancestral Graphs (MAGs) are probabilistic graphical models that can model the distribution and causal properties of a set of variables in the presence of latent confounders. They are closed under marginalization. Invariant pairwise features of a class of Markov equivalent MAGs can be learnt from observational data sets using the FCI algorithm and its variations (such as conservative FCI...

Matched case-control study designs are commonly implemented in the field of public health. While matching is intended to eliminate confounding, the main potential benefit of matching in case-control studies is a gain in efficiency. Methods for analyzing matched case-control studies have focused on utilizing conditional logistic regression models that provide conditional and not causal estimates...

In this article, we provide a template for the practical implementation of the targeted maximum likelihood estimator for analyzing causal effects of multiple time point interventions, for which the methodology was developed and presented in Part I. In addition, the application of this template is demonstrated in two important estimation problems: estimation of the effect of individualized treat...

Causal network inference is an important methodological challenge in biology as well as other areas of application. Although several causal network inference methods have been proposed in recent years, they are typically applicable for only a small number of genes, due to the large number of parameters to be estimated and the limited number of biological replicates available. In this work, we c...

We propose a nonparametric method to construct confidence intervals for quantile marginal effects (i.e., derivatives of the conditional quantile function). Under certain conditions, a quantile marginal effect equals a causal (structural) effect in a general nonseparable model, or equals an average thereof within a particular subpopulation. The high-order accuracy of our method is derived. Simul...

Marginal structural models (MSMs) are becoming increasingly popular as a tool to make causal inference from longitudinal data. Unlike standard regression models, MSMs can adjust for time-dependent observed confounders while avoiding the bias due to the adjustment for covariates affected by the treatment. Despite their theoretical appeal, a main practical difficulty of MSMs is the required estim...

This paper provides a general framework for evaluating the welfare impact of government policy changes towards taxes, transfers, and publicly provided goods. The results show that the behavioral response required for welfare measurement is the causal impact of each agent’s response to the policy on the government’s budget. A decomposition of this response into income and substitution effects is...

Case-control sampling is an extremely common design used to generate data to estimate effects of exposures or treatments on a binary outcome of interest when the proportion of cases (i.e., binary outcome equal to 1) in the population of interest is low. Case-control sampling represents a biased sample of a target population of interest by sampling a disproportional number of cases. Case-control...

One of the identifiability assumptions of causal effects defined by marginal structural model (MSM) parameters is the experimental treatment assignment (ETA) assumption. Practical violations of this assumption frequently occur in data analysis when certain exposures are rarely observed within some strata of the population. The inverse probability of treatment weighted (IPTW) estimator is partic...

Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. We present a variant of the marginal structural strategy in continuous time using martingale theory and marked point processes. This offers a mathematical interpretation of marginal structural models that has not been available...