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Standard estimators of the global average treatment effect can be biased in the presence of interference. This paper proposes regression adjustment estimators for removing bias due to interference in Bernoulli randomized experiments. We use…

Methodology · Statistics 2019-03-06 Alex Chin

Covariate adjustment is desired by both practitioners and regulators of randomized clinical trials because it improves precision for estimating treatment effects. However, covariate adjustment presents a particular challenge in…

Methodology · Statistics 2023-07-20 Yunfan Li , Jessica L. Ross , Aaron M. Smith , David P. Miller

Based on technological advances in sensing modalities, randomized trials with primary outcomes represented as high-dimensional vectors have become increasingly prevalent. For example, these outcomes could be week-long time-series data from…

Methodology · Statistics 2024-10-16 Yujin Jeong , Emily Fox , Ramesh Johari

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

Methodology · Statistics 2025-07-08 Zeqi Wu , Meilin Wang , Wei Huang , Zheng Zhang

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

Methodology · Statistics 2025-09-03 Xintao Xia , Yumou Qiu

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

A powerful tool for the analysis of nonrandomized observational studies has been the potential outcomes model. Utilization of this framework allows analysts to estimate average treatment effects. This article considers the situation in…

Statistics Theory · Mathematics 2019-05-31 Debashis Ghosh , Efrén Cruz-Cortés

We develop a Gaussian-process mixture model for heterogeneous treatment effect estimation that leverages the use of transformed outcomes. The approach we will present attempts to improve point estimation and uncertainty quantification…

Methodology · Statistics 2018-12-19 Abbas Zaidi , Sayan Mukherjee

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…

Methodology · Statistics 2017-06-15 Edward H. Kennedy , Shreya Kangovi , Nandita Mitra

Cross-classified data frequently arise in scientific fields such as education, healthcare, and social sciences. A common modeling strategy is to introduce crossed random effects within a regression framework. However, this approach often…

Methodology · Statistics 2025-07-22 Shota Takeishi , Shonosuke Sugasawa

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Econometrics · Economics 2026-05-25 Bruno Fava

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

Applications · Statistics 2019-05-23 Jason , Wang , Pauline Burke

Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's…

Applications · Statistics 2008-12-18 David A. Freedman

The presence of confounding by high-dimensional variables complicates estimation of the average effect of a point treatment. On the one hand, it necessitates the use of variable selection strategies or more general data-adaptive…

Methodology · Statistics 2017-08-15 Vahe Avagyan , Stijn Vansteelandt

In this paper, we develop a systematic theory for high dimensional analysis of variance in multivariate linear regression, where the dimension and the number of coefficients can both grow with the sample size. We propose a new \emph{U}~type…

Methodology · Statistics 2023-01-12 Zhipeng Lou , Xianyang Zhang , Wei Biao Wu