Related papers: Generalized Quantile Treatment Effect: A Flexible …
We study the causal effect with a functional treatment variable, where practical applications often arise in neuroscience, biomedical sciences, etc. Previous research concerning the effect of a functional variable on an outcome is typically…
Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…
Quantile regression has demonstrated promising utility in longitudinal data analysis. Existing work is primarily focused on modeling cross-sectional outcomes, while outcome trajectories often carry more substantive information in practice.…
Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…
This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…
The standard asymmetric Laplace framework for Bayesian quantile regression (BQR) suffers from a fundamental decision-theoretic misalignment, yielding biased finite-sample estimates, and precludes gradient-based computation due to…
Complementary features of randomized controlled trials (RCTs) and observational studies (OSs) can be used jointly to estimate the average treatment effect of a target population. We propose a calibration weighting estimator that enforces…
We consider estimating average treatment effects (ATE) of a binary treatment in observational data when data-driven variable selection is needed to select relevant covariates from a moderately large number of available covariates…
We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…
Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome.…
In this study, we develop a novel estimation method for quantile treatment effects (QTE) under rank invariance and rank stationarity assumptions. Ishihara (2020) explores identification of the nonseparable panel data model under these…
Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…
We develop quantile regression methods for discrete responses by extending Parzen's definition of marginal mid-quantiles. As opposed to existing approaches, which are based on either jittering or latent constructs, we use interpolation and…
Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…
The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…
When considering the effect a treatment will cause in a population of interest, we often look to evidence from randomized controlled trials. In settings where multiple trials on a treatment are available, we may wish to synthesize the…
We study linear quantile regression models when regressors and/or dependent variable are not directly observed but estimated in an initial first step and used in the second step quantile regression for estimating the quantile parameters.…
The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…
Several epidemiological studies have provided evidence that long-term exposure to fine particulate matter (PM2.5) increases mortality risk. Furthermore, some population characteristics (e.g., age, race, and socioeconomic status) might play…
Binary treatments are often ex-post aggregates of multiple treatments or can be disaggregated into multiple treatment versions. Thus, effects can be heterogeneous due to either effect or treatment heterogeneity. We propose a decomposition…