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We develop a distribution regression model with a censored selection rule, offering a semi-parametric generalization of the Heckman selection model. Our approach applies to the entire distribution, extending beyond the mean or median,…

Econometrics · Economics 2025-05-19 Ivan Fernandez-Val , Seoyun Hong

We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function, the potential outcome distributions are nonparametrically identified from the selected outcome distributions and can be…

Econometrics · Economics 2026-05-05 Fan Wu , Yi Xin

The control function approach allows the researcher to identify various causal effects of interest. While powerful, it requires a strong invertibility assumption in the selection process, which limits its applicability. This paper expands…

Econometrics · Economics 2026-04-28 Sukjin Han , Hiroaki Kaido

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A…

Methodology · Statistics 2016-09-14 Adelchi Azzalini , Hyoung-Moon Kim , Hea-Jung Kim

This paper addresses the sample selection model within the context of the gender gap problem, where even random treatment assignment is affected by selection bias. By offering a robust alternative free from distributional or specification…

Econometrics · Economics 2024-10-04 Xiaolin Sun , Xueyan Zhao , D. S. Poskitt

Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…

Machine Learning · Computer Science 2020-10-21 Anant Raj , Cameron Musco , Lester Mackey , Nicolo Fusi

We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…

Artificial Intelligence · Computer Science 2012-07-02 Changsung Kang , Jin Tian

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

Inferential challenges that arise when data are censored have been extensively studied under the classical frameworks. In this paper, we provide an alternative generalized inferential model approach whose output is a data-dependent…

Methodology · Statistics 2021-11-16 Joyce Cahoon , Ryan Martin

Real-life statistical samples are often plagued by selection bias, which complicates drawing conclusions about the general population. When learning causal relationships between the variables is of interest, the sample may be assumed to be…

Statistics Theory · Mathematics 2018-11-15 Angelos P. Armen , Robin J. Evans

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that…

Methodology · Statistics 2026-05-12 Michael C. Sachs , Erin E. Gabriel , Robin J. Evans , Arvid Sjölander

Outcome-dependent sampling designs are common in many different scientific fields including epidemiology, ecology, and economics. As with all observational studies, such designs often suffer from unmeasured confounding, which generally…

Methodology · Statistics 2020-10-13 Erin E. Gabriel , Michael C. Sachs , Arvid Sjölander

Many partial identification problems can be characterized by the optimal value of a function over a set where both the function and set need to be estimated by empirical data. Despite some progress for convex problems, statistical inference…

Methodology · Statistics 2022-08-31 Matthew Tudball , Rachael Hughes , Kate Tilling , Jack Bowden , Qingyuan Zhao

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey

Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…

Econometrics · Economics 2024-12-03 Zhewen Pan , Yifan Zhang

We consider linear regression model estimation where the covariate of interest is randomly censored. Under a non-informative censoring mechanism, one may obtain valid estimates by deleting censored observations. However, this comes at a…

Applications · Statistics 2017-10-24 Folefac Atem , Roland A. Matsouaka

We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of the Heckman selection model. It accommodates much richer effects of the covariates on outcome distribution and…

Econometrics · Economics 2023-12-19 Victor Chernozhukov , Iván Fernández-Val , Siyi Luo
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