Moments of Causal Effects
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Abstract (arXiv)
The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments, including covariance and correlation, reveal the relationships between multiple random variables. On the other hand, the primary focus of causal inference is the evaluation of causal effects, which are defined as the difference between two potential outcomes. While traditional causal effect assessment focuses on the average causal effect, this work provides definitions, identification theorems, and bounds for moments and product moments of causal effects to analyze their distribution and relationships. We conduct experiments to illustrate the estimation of the moments of causal effects from finite samples and demonstrate their practical application using a real-world medical dataset.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). Builds on 13 of its 64 references that are in the map. First posted on arXiv 8 May 2025.
Builds on
13 of 64 references.
References · 13
- 2015Estimation and Inference of Heterogeneous Treatment Effects using Random Forestscited by 600
- 2017Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learningcited by 478
- 2015Recursive Partitioning for Heterogeneous Causal Effectscited by 255
- 2019Machine Learning Methods Economists Should Know Aboutcited by 64
- 2021Semiparametric counterfactual density estimationcited by 42
- 2020Kernel Methods for Causal Functions: Dose, Heterogeneous, and Incremental Response Curvescited by 36
- 2022Probabilities of Causation with Nonbinary Treatment and Effectcited by 24
- 2018Causal effects based on distributional distancescited by 16
- 2021Causal Inference on Distribution Functionscited by 11
- 2023Optimal Treatment Allocation for Efficient Policy Evaluation in Sequential Decision Makingcited by 11
- 2024Probabilities of Causation for Continuous and Vector Variablescited by 8
- 2017Marginal and dependence uncertainty: bounds, optimal transport, and sharpnesscited by 4
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Citing papers per year: 2026: 3.
3 papers.
- 2026Estimating Aleatoric Uncertainty in the Causal Treatment Effectcited by 1
- 2026Bounds and Identification of Joint Probabilities of Potential Outcomes and Observed Variables under Monotonicity Assumptionscited by 1
- 2026Identification and Bounding of Central Moments of Causal Effects Using Marginal Moments Informationcited by 0
- 2026Identification and Bounding of Central Moments of Causal Effects Using Marginal Moments Information6 Jul 2026
- 2026Bounds and Identification of Joint Probabilities of Potential Outcomes and Observed Variables under Monotonicity Assumptions21 Feb 2026
- 2026Estimating Aleatoric Uncertainty in the Causal Treatment Effect9 Feb 2026