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We study the problem of estimating a functional or a parameter in the context where outcome is subject to nonignorable missingness. We completely avoid modeling the regression relation, while allowing the propensity to be modeled by a…

Methodology · Statistics 2021-08-12 Samidha Shetty , Yanyuan Ma , Jiwei Zhao

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

We study a linear high-dimensional regression model in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no response $Y$. We do not make any sparsity assumptions on the vector of…

Statistics Theory · Mathematics 2021-09-03 Ilan Livne , David Azriel , Yair Goldberg

Examples of "doubly robust" estimator for missing data include augmented inverse probability weighting (AIPWT) models (Robins et al., 1994) and penalized splines of propensity prediction (PSPP) models (Zhang and Little, 2009). Doubly-robust…

Applications · Statistics 2025-09-16 Yaoyuan V. Tan , Carol A. C. Flannagan , Michael R. Elliott

Quantitative measurements produced by mass spectrometry proteomics experiments offer a direct way to explore the role of proteins in molecular mechanisms. However, analysis of such data is challenging due to the large proportion of missing…

Methodology · Statistics 2025-01-22 Haeun Moon , Jin-Hong Du , Jing Lei , Kathryn Roeder

Item nonresponse is a common issue in surveys. Because unadjusted estimators may be biased in the presence of nonresponse, it is common practice to impute the missing values with the objective of reducing the nonresponse bias as much as…

Methodology · Statistics 2020-10-06 Sixia Chen , David Haziza , Victoire Michal

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

Methodology · Statistics 2021-10-06 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , Xiao-Hua Zhou

Missing attributes are ubiquitous in causal inference, as they are in most applied statistical work. In this paper, we consider various sets of assumptions under which causal inference is possible despite missing attributes and discuss…

Methodology · Statistics 2020-05-25 Imke Mayer , Erik Sverdrup , Tobias Gauss , Jean-Denis Moyer , Stefan Wager , Julie Josse

This paper is devoted to robust estimation based on dual divergences estimators for parametric models in the framework of right censored data. We give limit laws of the proposed estimators and examine their asymptotic properties through a…

Statistics Theory · Mathematics 2011-06-15 Mohamed Cherfi

This paper extends doubly robust censoring unbiased transformations to a broad class of censored data structures under the assumption of coarsening at random and positivity. This includes the classic survival and competing risks setting,…

Methodology · Statistics 2024-11-08 Oliver Lunding Sandqvist

When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…

Methodology · Statistics 2020-05-08 Kosuke Morikawa , Jae Kwang Kim

Missing confounders are common in observational studies and present fundamental challenges for causal effect estimation by weakening identification and increasing sensitivity to model misspecification. Within the missing-indicator…

Methodology · Statistics 2026-04-23 Md. Shaddam Hossain Bagmar , Hua Shen

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…

Methodology · Statistics 2019-02-01 Nabarun Deb , Sujayam Saha , Adityanand Guntuboyina , Bodhisattva Sen

The purpose of this paper is to provide guidelines for empirical researchers who use a class of bivariate threshold crossing models with dummy endogenous variables. A common practice employed by the researchers is the specification of the…

Econometrics · Economics 2019-03-06 Sukjin Han , Sungwon Lee

Propensity score matching has been a long-standing tradition for handling confounding in causal inference, however requiring stringent model assumptions. In this article, we propose double score matching(DSM) for general causal estimands…

Methodology · Statistics 2020-07-07 Shu Yang , Yunshu Zhang

Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…

Statistics Theory · Mathematics 2020-04-28 Hui Guo , Philip Dawid , Giovanni Berzuini

Efficient estimation under bias sampling, censoring or truncation is a difficult question which has been partially answered and the usual estimators are not always consistent. Several biased designs are considered for models with variables…

Statistics Theory · Mathematics 2007-10-22 Odile Pons

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega