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Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

Emergent effect is crucial to understanding the properties of complex systems that do not appear in their basic units, but there has been a lack of theories to measure and understand its mechanisms. In this paper, we consider emergence as a…

Adaptation and Self-Organizing Systems · Physics 2025-01-22 Johnny Jingze Li , Sebastian Prado Guerra , Kalyan Basu , Gabriel A. Silva

In online social networks, it is common to use predictions of node categories to estimate measures of homophily and other relational properties. However, online social network data often lacks basic demographic information about the nodes.…

Social and Information Networks · Computer Science 2020-01-31 George Berry , Antonio Sirianni , Ingmar Weber , Jisun An , Michael Macy

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

Methodology · Statistics 2026-02-19 Jianle Sun , Kun Zhang

We propose a novel measure of degree heterogeneity, for unweighted and undirected complex networks, which requires only the degree distribution of the network for its computation. We show that the proposed measure can be applied to all…

Physics and Society · Physics 2017-10-03 Rinku Jacob , K. P. Harikrishnan , R. Misra , G. Ambika

This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models, where we allow for infinite-dimensional fixed effects that enter into consumer utilities in an additively nonseparable…

Econometrics · Economics 2026-01-06 Wayne Yuan Gao , Ming Li

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

Econometrics · Economics 2025-11-11 Onil Boussim

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

Econometrics · Economics 2026-05-08 Hugo Freeman , Dennis Kristensen

Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the…

Machine Learning · Statistics 2022-10-17 Rohit Bhattacharya , Razieh Nabi , Ilya Shpitser

We establish conditions under which latent causal graphs are nonparametrically identifiable and can be reconstructed from unknown interventions in the latent space. Our primary focus is the identification of the latent structure in…

Machine Learning · Statistics 2023-11-06 Yibo Jiang , Bryon Aragam

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

In many applications of network analysis, it is important to distinguish between observed and unobserved factors affecting network structure. To this end, we develop spectral estimators for both unobserved blocks and the effect of…

Methodology · Statistics 2021-03-15 Angelo Mele , Lingxin Hao , Joshua Cape , Carey E. Priebe

We model network formation when heterogeneous nodes enter sequentially and form connections through both random meetings and network-based search, but with type-dependent biases. We show that there is "long-run integration," whereby the…

Physics and Society · Physics 2012-04-10 Yann Bramoullé , Sergio Currarini , Matthew O. Jackson , Paolo Pin , Brian W. Rogers

We consider a causal inference model in which individuals interact in a social network and they may not comply with the assigned treatments. In particular, we suppose that the form of network interference is unknown to researchers. To…

Methodology · Statistics 2023-10-24 Tadao Hoshino , Takahide Yanagi

Much data with graph structures satisfy the principle of homophily, meaning that connected nodes tend to be similar with respect to a specific attribute. As such, ubiquitous datasets for graph machine learning tasks have generally been…

Machine Learning · Computer Science 2021-07-07 Derek Lim , Xiuyu Li , Felix Hohne , Ser-Nam Lim

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…

Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…

Econometrics · Economics 2018-11-08 Yuichi Kitamura , Louise Laage

The problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be reformulated as a proxy linear model whose regression…

Statistics Theory · Mathematics 2021-03-02 Hamid Eftekhari , Moulinath Banerjee , Ya'acov Ritov

Mathematical modelling is a widely used approach to understand and interpret clinical trial data. This modelling typically involves fitting mechanistic mathematical models to data from individual trial participants. Despite the widespread…