The Causal Inference Book: DAGS and more

Harvard (bio)statisticians Miguel Hernan and Jamie Robins just released their new book, online and accessible for free! The Causal Inference book provides a cohesive presentation of causal inference, its concepts and its methods. The book is divided in 3 parts of increasing difficulty: causal inference without models, causal inference with models, and causal inference from…

Causal Random Forests, by Mark White

I stumbled accros this incredibly interesting read by Mark White, who discusses the (academic) theory behind, inner workings, and example (R) applications of causal random forests: EXPLICITLY OPTIMIZING ON CAUSAL EFFECTS VIA THE CAUSAL RANDOM FOREST: A PRACTICAL INTRODUCTION AND TUTORIAL (By Mark White) These so-called “honest” forests seem a great technique to identify opportunities…

Propensity Score Matching Explained Visually

Propensity score matching (wiki) is a statistical matching technique that attempts to estimate the effect of a treatment (e.g., intervention) by accounting for the factors that predict whether an individual would be eligble for receiving the treatment. The wikipedia page provides a good example setting: Say we are interested in the effects of smoking on…