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Randomized controlled trials (RCTs) with binary primary endpoints introduce novel challenges for inferring the causal effects of treatments. The most significant challenge is non-collapsibility, in which the conditional odds ratio estimand…

Methodology · Statistics 2024-03-01 Yunfan Li , Arman Sabbaghi , Jonathan R. Walsh , Charles K. Fisher

Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a…

Methodology · Statistics 2010-01-19 James G. Booth , Walter T. Federer , Martin T. Wells , Russell D. Wolfinger

In the presence of sufficiently weak overlap, it is known that no regular root-n-consistent estimators exist and standard estimators may fail to be asymptotically normal. This paper shows that a thresholded version of the standard doubly…

Econometrics · Economics 2025-04-23 Jacob Dorn

With many pretreatment covariates and treatment factors, the classical factorial experiment often fails to balance covariates across multiple factorial effects simultaneously. Therefore, it is intuitive to restrict the randomization of the…

Statistics Theory · Mathematics 2018-12-31 Xinran Li , Peng Ding , Donald B. Rubin

Large sample size brings the computation bottleneck for modern data analysis. Subsampling is one of efficient strategies to handle this problem. In previous studies, researchers make more fo- cus on subsampling with replacement (SSR) than…

Machine Learning · Statistics 2015-11-24 Rong Zhu

Standard inference about a scalar parameter estimated via GMM amounts to applying a t-test to a particular set of observations. If the number of observations is not very large, then moderately heavy tails can lead to poor behavior of the…

Econometrics · Economics 2020-07-15 Ulrich K. Mueller

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order $n^{-1/2}$ and under a…

Methodology · Statistics 2011-11-22 Artur Lemonte , Silvia Ferrari

In the past several years a wide range of methods for the construction of regression trees and other estimators based on the recursive partitioning of samples have appeared in the statistics literature. Many applications involve data…

Methodology · Statistics 2014-07-07 Daniell Toth , John Eltinge

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

Methodology · Statistics 2018-08-14 Heng Shu , Zhiqiang Tan

Probability proportional to size (PPS) sampling schemes with a target sample size aim to produce a sample comprising a specified number $n$ of items while ensuring that each item in the population appears in the sample with a probability…

Methodology · Statistics 2024-11-14 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

In this work, we introduce statistical testing under distributional shifts. We are interested in the hypothesis $P^* \in H_0$ for a target distribution $P^*$, but observe data from a different distribution $Q^*$. We assume that $P^*$ is…

Methodology · Statistics 2022-05-03 Nikolaj Thams , Sorawit Saengkyongam , Niklas Pfister , Jonas Peters

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Statistics Theory · Mathematics 2025-06-11 Jiangshan Ju , Mingqiu Wang , Shengli Zhao

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

The density weighted average derivative (DWAD) of a regression function is a canonical parameter of interest in economics. Classical first-order large sample distribution theory for kernel-based DWAD estimators relies on tuning parameter…

Econometrics · Economics 2024-02-16 Matias D. Cattaneo , Max H. Farrell , Michael Jansson , Ricardo Masini

The gold standard for identifying causal relationships is a randomized controlled experiment. In many applications in the social sciences and medicine, the researcher does not control the assignment mechanism and instead may rely upon…

Applications · Statistics 2016-11-22 Johann Gagnon-Bartsch , Yotam Shem-Tov

We consider finite-sample inference for a single regression coefficient in the fixed-design linear model $Y = Z\beta + bX + \varepsilon$, where $\varepsilon\in\mathbb{R}^n$ may exhibit complex dependence or heterogeneity. We develop a group…

Methodology · Statistics 2026-04-20 Zonghan Li , Hongyi Zhou , Zhiheng Zhang

A common problem in health research is that we have a large database with many variables measured on a large number of individuals. We are interested in measuring additional variables on a subsample; these measurements may be newly…

Methodology · Statistics 2022-03-22 Thomas Lumley , Tong Chen

In many applied sciences a popular analysis strategy for high-dimensional data is to fit many multivariate generalized linear models in parallel. This paper presents a novel approach to address the resulting multiple testing problem by…

Statistics Theory · Mathematics 2024-10-07 Riccardo De Santis , Jelle J. Goeman , Samuel Davenport , Jesse Hemerik , Livio Finos

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

Econometrics · Economics 2023-01-18 Adam Baybutt , Manu Navjeevan