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The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…
We propose a two-step pseudo-maximum likelihood procedure for semiparametric single-index regression models where the conditional variance is a known function of the regression and an additional parameter. The Poisson single-index…
This paper develops power and sample size formulas for causal inference with time-to-event outcomes. The target estimand is the marginal hazard ratio: the coefficient of a marginal structural Cox proportional hazard model with treatment as…
For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a…
Introduction: estimation of confidence intervals (CIs) of binomial proportions has been reviewed more than once but the directional interpretation, distinguishing the overestimation from the underestimation, was neglected while the sample…
In this article, we propose a penalized high dimensional semiparametric model average quantile prediction approach that is robust for forecasting the conditional quantile of the response. We consider a two-step estimation procedure. In the…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…
In observational studies, the identification of causal estimands depends on the no unmeasured confounding (NUC) assumption. As this assumption is not testable from observed data, sensitivity analysis plays an important role in observational…
Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…
A framework for causal inference from two-level factorial designs is proposed. The framework utilizes the concept of potential outcomes that lies at the center stage of causal inference and extends Neyman's repeated sampling approach for…
Missing data is an universal problem in statistics. We develop a unified framework for estimating parameters defined by general estimating equations under a missing-at-random (MAR) mechanism, based on generalized entropy calibration…
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…
How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…
Estimating the conditional quantile of the interested variable with respect to changes in the covariates is frequent in many economical applications as it can offer a comprehensive insight. In this paper, we propose a novel semiparametric…
Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…
The problem of model selection is inevitable in an increasingly large number of applications involving partial theoretical knowledge and vast amounts of information, like in medicine, biology or economics. The associated techniques are…
In this paper, I propose a method for correcting sample selection bias when the outcome of interest is categorical, such as occupational choice, health status, or field of study. Classical approaches to sample selection rely on strong…
In this article, we develop a modern perspective on Akaike's Information Criterion and Mallows' Cp for model selection. Despite the diff erences in their respective motivation, they are equivalent in the special case of Gaussian linear…
We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…
We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…