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This article introduces a leave-one-out regression adjustment (LOORA) for estimating average treatment effects in randomized controlled trials. In finite samples, LOORA removes the bias of conventional regression adjustment and yields exact…

Econometrics · Economics 2026-05-08 Alberto Abadie , Mehrdad Ghadiri , Ali Jadbabaie , Mahyar JafariNodeh

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

We study regressions with multiple treatments and a set of controls that is flexible enough to purge omitted variable bias. We show that these regressions generally fail to estimate convex averages of heterogeneous treatment effects --…

Econometrics · Economics 2024-12-31 Paul Goldsmith-Pinkham , Peter Hull , Michal Kolesár

Estimating the causal effect of a treatment or health policy with observational data can be challenging due to an imbalance of and a lack of overlap between treated and control covariate distributions. In the presence of limited overlap,…

Methodology · Statistics 2025-03-24 Martha Barnard , Jared D. Huling , Julian Wolfson

Researchers often use linear regression to analyse randomized experiments to improve treatment effect estimation by adjusting for imbalances of covariates in the treatment and control groups. Our work offers a randomization-based inference…

Statistics Theory · Mathematics 2022-07-08 Hanzhong Liu , Yuehan Yang

The effects of treatments may differ between persons with different characteristics. Addressing such treatment heterogeneity is crucial to investigate whether patients with specific characteristics are likely to benefit from a new…

Methodology · Statistics 2024-03-29 Xynthia Kavelaars , Joris Mulder , Maurits Kaptein

Although treatment effects can be estimated from observed outcome distributions obtained from proper randomization in clinical trials, covariate adjustment is recommended to increase precision. For important treatment effects, such as odds…

Methodology · Statistics 2025-07-03 Susanne Dandl , Torsten Hothorn

Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT is substantially different from the target population.…

Methodology · Statistics 2023-01-11 Bénédicte Colnet , Julie Josse , Erwan Scornet , Gaël Varoquaux

Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational…

Methodology · Statistics 2024-12-11 Kuan Jiang , Wenjie Hu , Shu Yang , Xinxing Lai , Xiaohua Zhou

There are many settings where researchers are interested in estimating average treatment effects and are willing to rely on the unconfoundedness assumption, which requires that the treatment assignment be as good as random conditional on…

Methodology · Statistics 2018-02-02 Susan Athey , Guido W. Imbens , Stefan Wager

In randomized trials, repeated measures of the outcome are routinely collected. The mixed model for repeated measures (MMRM) leverages the information from these repeated outcome measures, and is often used for the primary analysis to…

Methodology · Statistics 2023-07-20 Bingkai Wang , Yu Du

In an influential critique of empirical practice, Freedman (2008) showed that the linear regression estimator was biased for the analysis of randomized controlled trials under the randomization model. Under Freedman's assumptions, we derive…

Methodology · Statistics 2021-10-26 Haoge Chang , Joel Middleton , P. M. Aronow

Applied researchers are increasingly interested in whether and how treatment effects vary in randomized evaluations, especially variation not explained by observed covariates. We propose a model-free approach for testing for the presence of…

Methodology · Statistics 2014-12-17 Peng Ding , Avi Feller , Luke Miratrix

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

Double blind randomized controlled trials are traditionally seen as the gold standard for causal inferences as the difference-in-means estimator is an unbiased estimator of the average treatment effect in the experiment. The fact that this…

Methodology · Statistics 2021-08-25 Per Johansson , Mattias Nordin

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Econometrics · Economics 2024-07-23 Max Cytrynbaum

Penalized logistic regression methods are frequently used to investigate the relationship between a binary outcome and a set of explanatory variables. The model performance can be assessed by measures such as the concordance statistic…

Methodology · Statistics 2021-01-20 Angelika Geroldinger , Lara Lusa , Mariana Nold , Georg Heinze

Covariate adjustment is a general method for improving precision when estimating treatment effects in randomized trials and is recommended by the FDA in its 2023 guidance when baseline variables are prognostic for the primary outcome. We…

In paired randomized experiments individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment as a way to correct for persistent…

Methodology · Statistics 2017-11-27 Colin B. Fogarty