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In social and economic studies many of the collected variables are measured on a nominal scale, often with a large number of categories. The definition of categories is usually not unambiguous and different classification schemes using…
We address modelling and computational issues for multiple treatment effect inference under many potential confounders. Our main contribution is providing a trade-off between preventing the omission of relevant confounders, while not…
Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…
We propose a method for conducting asymptotically valid inference for treatment effects in a multi-valued treatment framework where the number of units in the treatment arms can be small and do not grow with the sample size. We accomplish…
In this paper, we present a general specification for Functional Effects Models, which use Machine Learning (ML) methodologies to learn individual-specific preference parameters from socio-demographic characteristics, therefore accounting…
Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…
This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed…
Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…
The authors derive likelihood-based exact inference methods for the multivariate regression model, for singly imputed synthetic data generated via Posterior Predictive Sampling (PPS) and for multiply imputed synthetic data generated via a…
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of time varying regressors to be larger than the sample size.…
Linear mixed-effect models with two variance components are often used when variability comes from two sources. In genetics applications, variation in observed traits can be attributed to biological and environmental effects, and the…
The goal of causal inference is to understand the outcome of alternative courses of action. However, all causal inference requires assumptions. Such assumptions can be more influential than in typical tasks for probabilistic modeling, and…
We develop new econometric methods for estimation and inference in high-dimensional panel data models with interactive fixed effects. Our approach can be regarded as a non-trivial extension of the very popular common correlated effects…
Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data…
Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…
Causal inference starts with a simple idea: compare groups that differ by treatment, not much else. Traditionally, similar groups are constructed using only observed covariates; however, it remains a long-standing challenge to incorporate…
We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…
Approving and assessing new drugs is complex because multiple criteria must be considered simultaneously. A common approach is benefit-risk analysis, often conducted within a Bayesian framework to account for uncertainty and combine data…