Retrospective Counterfactual Prediction by Conditioning on the Factual Outcome: A Cross-World Approach

• URL: http://arxiv.org/abs/2603.27320v1
• Date: Sat, 28 Mar 2026 15:56:45 GMT
• Title: Retrospective Counterfactual Prediction by Conditioning on the Factual Outcome: A Cross-World Approach
• Abstract summary: We study the problem of estimating $(x,y)=mathbbE[Y(1)mid X=x,Y(0)=y]$.<n>We construct valid prediction intervals under the Neyman-Rubin superpopulation model.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Retrospective causal questions ask what would have happened to an observed individual had they received a different treatment. We study the problem of estimating $μ(x,y)=\mathbb{E}[Y(1)\mid X=x,Y(0)=y]$, the expected counterfactual outcome for an individual with covariates $x$ and observed outcome $y$, and constructing valid prediction intervals under the Neyman-Rubin superpopulation model. This quantity is generally not identified without additional assumptions. To link the observed and unobserved potential outcomes, we work with a cross-world correlation $ρ(x)=cor(Y(1),Y(0)\mid X=x)$; plausible bounds on $ρ(x)$ enable a principled approach to this otherwise unidentified problem. We introduce retrospective counterfactual estimators $\hatμ_ρ(x,y)$ and prediction intervals $C_ρ(x,y)$ that asymptotically satisfy $P[Y(1)\in C_ρ(x,y)\mid X=x, Y(0)=y]\ge1-α$ under standard causal assumptions. Many common baselines implicitly correspond to endpoint choices $ρ=0$ or $ρ=1$ (ignoring the factual outcome or treating the counterfactual as a shifted factual outcome). Interpolating between these cases through cross-world dependence yields substantial gains in both theory and practice.

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