Learning control variables and instruments for causal analysis in observational data | Martin Huber (University of Fribourg)
FBK-IRVAPP is pleased to invite you to the following seminar: Learning control variables and instruments for causal analysis in observational data.
With the participation of Martin Huber (University of Fribourg)
Abstract
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, if they exist. 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 of instruments and control variables from the observed data. The detection of sets of instruments and control variables relies on the condition that proper instruments are conditionally independent of the outcome given the treatment and suitable control variables. We establish the consistency of our method for detecting control variables and instruments under certain regularity conditions, investigate the finite sample performance through a simulation study, and provide an empirical application to labor market data from the Job Corps study.
The seminar is held in English.
Speakers
-
University of FribourgMartin Huber earned his Ph.D. in Economics and Finance with a specialization in econometrics from the University of St. Gallen in 2010. Following this, he served as an Assistant Professor of Quantitative Methods in Economics at the same institution. He undertook a visiting appointment at Harvard University in 2011–2012 before joining the University of Fribourg as a Professor of Applied Econometrics in 2014. His research encompasses methodological and applied contributions across various fields, including causal analysis and policy evaluation, machine learning, statistics, econometrics, and empirical economics. Martin Huber's work has been published in academic journals such as the Journal of the American Statistical Association, the Journal of the Royal Statistical Society B, the Journal of Econometrics, the Review of Economics and Statistics, the Journal of Business and Economic Statistics, and the Econometrics Journal, among others. He is also the author of the book "Causal Analysis: Impact Evaluation and Causal Machine Learning with Applications in R."
Registration
Registration to this event is mandatory.
Register