English
Related papers

Related papers: Optimal P-value Weighting with Independent Informa…

200 papers

In nonstandard testing environments, researchers often derive ad hoc tests with correct (asymptotic) size, but their optimality properties are typically unknown a priori and difficult to assess. This paper develops a numerical framework for…

Econometrics · Economics 2025-12-24 Philipp Ketz , Adam McCloskey , Jan Scherer

We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…

Econometrics · Economics 2025-11-04 Xuelin Yang , Licong Lin , Susan Athey , Michael I. Jordan , Guido W. Imbens

We introduce a framework for robust uncertainty quantification in situations where labeled training data are corrupted, through noisy or missing labels. We build on conformal prediction, a statistical tool for generating prediction sets…

Machine Learning · Computer Science 2026-02-27 Shai Feldman , Stephen Bates , Yaniv Romano

In observational studies, propensity scores are commonly estimated by maxi- mum likelihood but may fail to balance high-dimensional pre-treatment covariates even after specification search. We introduce a general framework that unifies and…

Methodology · Statistics 2017-03-22 Qingyuan Zhao

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

Conditional power calculations are frequently used to guide the decision whether or not to stop a trial for futility or to modify planned sample size. These ignore the information in short-term endpoints and baseline covariates, and thereby…

Methodology · Statistics 2019-04-11 Kelly Van Lancker , An Vandebosch , Stijn Vansteelandt

The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…

Methodology · Statistics 2022-06-22 Chao Cheng , Fan Li , Laine Thomas , Fan Li

How to deal with missing data in observational studies is a common concern for causal inference. When the covariates are missing at random (MAR), multiple approaches have been provided to help solve the issue. However, if the exposure is…

Methodology · Statistics 2024-06-14 Yuliang Shi , Yeying Zhu , Joel A. Dubin

Data-driven most powerful tests are statistical hypothesis decision-making tools that deliver the greatest power against a fixed null hypothesis among all corresponding data-based tests of a given size. When the underlying data…

Statistics Theory · Mathematics 2023-03-15 Albert Vexler , Alan D. Hutson

This paper investigates the theoretical foundation and develops analytical formulas for sample size and power calculations for causal inference with observational data. By analyzing the variance of an inverse probability weighting estimator…

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

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

Methodology · Statistics 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…

Computation · Statistics 2022-10-11 Jing Wang , HaiYing Wang , Shifeng Xiong

Estimating the average treatment causal effect in clustered data often involves dealing with unmeasured cluster-specific confounding variables. Such variables may be correlated with the measured unit covariates and outcome. When the…

Methodology · Statistics 2018-08-07 Zhulin He

To maximize clinical benefit, clinicians routinely tailor treatment to the individual characteristics of each patient, where individualized treatment rules are needed and are of significant research interest to statisticians. In the…

Methodology · Statistics 2021-11-23 Trinetri Ghosh , Yanyuan Ma , Rui Song , Pingshou Zhong

We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a black-box machine-learning predictor is available. The goal is to perform statistical inference on…

Machine Learning · Statistics 2026-03-09 Yang Sui , Jin Zhou , Hua Zhou , Xiaowu Dai

We propose a class of flexible non-parametric tests for the presence of dependence between components of a random vector based on weighted Cram\'{e}r-von Mises functionals of the empirical copula process. The weights act as a tuning…

Statistics Theory · Mathematics 2014-05-29 Ivan Medovikov

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

Statistical significance of both the original and the replication study is a commonly used criterion to assess replication attempts, also known as the two-trials rule in drug development. However, replication studies are sometimes conducted…

Applications · Statistics 2024-05-31 Leonhard Held , Samuel Pawel , Charlotte Micheloud

The indirect effect of an exposure on an outcome through an intermediate variable can be identified by a product of two regression coefficients under certain causal and regression modeling assumptions. In this context, the null hypothesis…

Statistics Theory · Mathematics 2025-07-23 Caleb H. Miles , Antoine Chambaz