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We introduce a nonparametric nonlinear VAR prewhitened long-run variance (LRV) estimator for the construction of standard errors robust to autocorrelation and heteroskedasticity that can be used for hypothesis testing in a variety of…

Econometrics · Economics 2024-08-08 Alessandro Casini , Pierre Perron

Most cluster randomized trials (CRTs) randomize fewer than 30-40 clusters in total. When performing inference for such ``small'' CRTs, it is important to use methods that appropriately account for the small sample size. When the generalized…

Methodology · Statistics 2025-12-01 Shifeng Sun , Xueqi Wang , Zhuoran Hou , Elizabeth L. Turner

This thesis develops methods for causal inference and causal representation learning (CRL) in high-dimensional, time-varying data. The first contribution introduces the Causal Dynamic Variational Autoencoder (CDVAE), a model for estimating…

Machine Learning · Statistics 2025-12-05 Mouad EL Bouchattaoui

The randomization inference literature studying randomized controlled trials (RCTs) assumes that units' potential outcomes are deterministic. This assumption is unlikely to hold, as stochastic shocks may take place during the experiment. In…

Econometrics · Economics 2022-12-15 Antoine Deeb , Clément de Chaisemartin

Causal effect estimation from observational data is an important and much studied research topic. The instrumental variable (IV) and local causal discovery (LCD) patterns are canonical examples of settings where a closed-form expression…

Machine Learning · Statistics 2018-09-19 Ioan Gabriel Bucur , Tom Claassen , Tom Heskes

G-computation has become a widely used robust method for estimating unconditional (marginal) treatment effects with covariate adjustment in the analysis of randomized clinical trials. Statistical inference in this context typically relies…

Methodology · Statistics 2025-03-18 Xin Zhang , Haitao Chu , Lin Liu , Satrajit Roychoudhury

A practical limitation of cluster randomized controlled trials (cRCTs) is that the number of available clusters may be small, resulting in an increased risk of baseline imbalance under simple randomization. Constrained randomization…

Methodology · Statistics 2022-01-19 Yunji Zhou , Elizabeth L. Turner , Ryan A. Simmons , Fan Li

Mixed-effects logistic regression is widely used for binary outcomes in hierarchical data, yet formal goodness-of-fit tests remain limited to random-intercept models and do not address sparse cluster settings. We extend a grouping-based…

Methodology · Statistics 2026-04-22 Ariel Linden

Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…

Machine Learning · Statistics 2023-09-12 Qing Chang , Max Goplerud

This paper provides a user's guide to the general theory of approximate randomization tests developed in Canay, Romano, and Shaikh (2017) when specialized to linear regressions with clustered data. An important feature of the methodology is…

Econometrics · Economics 2022-03-16 Yong Cai , Ivan A. Canay , Deborah Kim , Azeem M. Shaikh

Paired cluster-randomized experiments (pCRTs) are common across many disciplines because there is often natural clustering of individuals, and paired randomization can help balance baseline covariates to improve experimental precision.…

Methodology · Statistics 2024-07-03 Charlotte Z. Mann , Adam C. Sales , Johann A. Gagnon-Bartsch

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li

Sparse Representation (SR) techniques encode the test samples into a sparse linear combination of all training samples and then classify the test samples into the class with the minimum residual. The classification of SR techniques depends…

Computer Vision and Pattern Recognition · Computer Science 2019-07-01 Chun-Mei Feng , Yong Xu , Zuoyong Li , Jian Yang

Non-adherence to assigned treatment is a common issue in cluster randomised trials (CRTs). In these settings, the efficacy estimand may be also of interest. Many methodological contributions in recent years have advocated using instrumental…

Methodology · Statistics 2018-12-05 Schadrac C. Agbla , Bianca De Stavola , Karla DiazOrdaz

Multi-regional clinical trials (MRCTs) have become common practice for drug development and global registration. Once overall significance is established, demonstrating regional consistency is critical for local health authorities. Methods…

Methodology · Statistics 2025-08-14 Xinru Ren , Jin Xu

Stepped-wedge cluster-randomized trials (SW-CRTs) are widely used in healthcare and implementation science, providing an ethical advantage by ensuring all clusters eventually receive the intervention. The staggered rollout of treatment…

Methodology · Statistics 2026-04-03 Xi Fang , Xueqi Wang , Patrick J. Heagerty , Bingkai Wang , Fan Li

Multilevel regression and poststratification (MRP) is a flexible modeling technique that has been used in a broad range of small-area estimation problems. Traditionally, MRP studies have been focused on non-causal settings, where estimating…

Methodology · Statistics 2022-01-24 Yuxiang Gao , Lauren Kennedy , Daniel Simpson

External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…

Methodology · Statistics 2025-05-08 Ke Zhu , Shu Yang , Xiaofei Wang

Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

This paper studies inference for quadratic forms of linear regression coefficients with clustered data and many covariates. Our framework covers three important special cases: instrumental variables regression with many instruments and…

Econometrics · Economics 2026-02-18 Michal Kolesár , Pengjin Min , Wenjie Wang , Yichong Zhang