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Restricting randomization in the design of experiments (e.g., using blocking/stratification, pair-wise matching, or rerandomization) can improve the treatment-control balance on important covariates and therefore improve the estimation of…

Econometrics · Economics 2020-11-02 Brian Quistorff , Gentry Johnson

We consider Bayesian sample size determination using a criterion that utilizes the first two moments of the expected posterior variance. We study the resulting sample size in dependence on the chosen prior and explore the success rate for…

Statistics Theory · Mathematics 2020-02-28 Jörg Martin , Clemens Elster

An important question in constructing Cross Validation (CV) estimators of the generalization error is whether rules can be established that allow "optimal" selection of the size of the training set, for fixed sample size $n$. We define the…

Statistics Theory · Mathematics 2015-11-11 Georgios Afendras , Marianthi Markatou

We examine the problem of construction of confidence intervals within the basic single-parameter, single-iteration variation of the method of quasi-optimal weights. Two kinds of distortions of such intervals due to insufficiently large…

Data Analysis, Statistics and Probability · Physics 2020-05-27 A. D. Morozov , A. V. Lokhov , F. V. Tkachov

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…

Methodology · Statistics 2026-05-19 Chengxin Yang , Bo Liu , Fan Li

It is increasingly common to augment randomized controlled trial with external controls from observational data, to evaluate the treatment effect of an intervention. Traditional approaches to treatment effect estimation involve ambiguous…

Methodology · Statistics 2025-03-28 Bo Liu , Laine Thomas , Rury R. Holman , Fan Li

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Observational studies are valuable tools for inferring causal effects in the absence of controlled experiments. However, these studies may be biased due to the presence of some relevant, unmeasured set of covariates. One approach to…

Methodology · Statistics 2026-02-17 William Bekerman , Abhinandan Dalal , Carlo del Ninno , Dylan S. Small

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…

Machine Learning · Statistics 2021-02-16 Vitor Hadad , David A. Hirshberg , Ruohan Zhan , Stefan Wager , Susan Athey

The Negative Binomial distribution becomes highly skewed under extreme dispersion. Even at moderately large sample sizes, the sample mean exhibits a heavy right tail. The standard Normal approximation often does not provide adequate…

Methodology · Statistics 2015-03-13 David Shilane , Derek Bean

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Applications · Statistics 2019-11-20 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

In randomised trials, continuous endpoints are often measured with some degree of error. This study explores the impact of ignoring measurement error, and proposes methods to improve statistical inference in the presence of measurement…

Methodology · Statistics 2019-08-30 Linda Nab , Rolf H. H. Groenwold , Paco M. J. Welsing , Maarten van Smeden

This work revisits optimal response-adaptive designs from a type-I error rate perspective, highlighting when and how much these allocations exacerbate type-I error rate inflation - an issue previously undocumented. We explore a range of…

Methodology · Statistics 2025-09-09 Lukas Pin , Sofía S. Villar , William F. Rosenberger

Biomedical researchers usually study the effects of certain exposures on disease risks among a well-defined population. To achieve this goal, the gold standard is to design a trial with an appropriate sample from that population. Due to the…

Applications · Statistics 2019-11-18 Cheng Zheng , Sayan Dasgupta , Yuxiang Xie , Asad Haris , Ying Qing Chen

The choice of sample size in the context of co-primary endpoints for a randomised trial is discussed. Current guidance can leave endpoints with unequal marginal power. A method is provided to achieve equal marginal power by using the…

Methodology · Statistics 2026-02-23 Simon Bond

Completely randomized experiments have been the gold standard for drawing causal inference because they can balance all potential confounding on average. However, they may suffer from unbalanced covariates for realized treatment…

Statistics Theory · Mathematics 2022-10-18 Yuhao Wang , Xinran Li

Randomized controlled trials are not only the golden standard in medicine and vaccine trials but have spread to many other disciplines like behavioral economics, making it an important interdisciplinary tool for scientists. When designing…

Methodology · Statistics 2021-11-30 Tassilo Schwarz

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

Response adaptive randomization (RAR) is appealing from methodological, ethical, and pragmatic perspectives in the sense that subjects are more likely to be randomized to better performing treatment groups based on accumulating data.…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Lu Cui , Ziqian Geng , Lanju Zhang , Yihua Gu , Ivan S. F. Chan

Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…

Statistics Theory · Mathematics 2019-06-25 Alberto Abadie , Susan Athey , Guido W. Imbens , Jeffrey M. Wooldridge
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