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In this paper, we introduce a doubly doubly robust estimator for the average and heterogeneous treatment effect for left-truncated-right-censored (LTRC) survival data. In causal inference for survival functions in LTRC survival data, two…

General Economics · Economics 2024-09-04 Guanghui Pan

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

Methodology · Statistics 2026-04-20 Mijeong Kim

Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that…

Econometrics · Economics 2026-04-17 Yukun Ma , Pedro H. C. Sant'Anna , Yuya Sasaki , Takuya Ura

The presence of confounding by high-dimensional variables complicates estimation of the average effect of a point treatment. On the one hand, it necessitates the use of variable selection strategies or more general data-adaptive…

Methodology · Statistics 2017-08-15 Vahe Avagyan , Stijn Vansteelandt

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

Statistics Theory · Mathematics 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

Interference occurs when the treatment (or exposure) of one individual affects the outcomes of others. In some settings it may be reasonable to assume individuals can be partitioned into clusters such that there is no interference between…

Methodology · Statistics 2018-06-21 Lan Liu , Michael G. Hudgens , Bradley Saul , John D. Clemens , Mohammad Ali , Michael E. Emch

When estimating the treatment effect in an observational study, we use a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and…

Methodology · Statistics 2020-10-26 Trinetri Ghosh , Yanyuan Ma , Xavier de Luna

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

Methodology · Statistics 2017-04-06 Iván Díaz , Mark J. van der Laan

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

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

In recent years, precision treatment strategy have gained significant attention in medical research, particularly for patient care. We propose a novel framework for estimating conditional average treatment effects (CATE) in time-to-event…

Methodology · Statistics 2024-07-29 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

The consistency of doubly robust estimators relies on consistent estimation of at least one of two nuisance regression parameters. In moderate to large dimensions, the use of flexible data-adaptive regression estimators may aid in achieving…

Machine Learning · Statistics 2019-01-30 Iván Díaz

Quantifying the heterogeneity of treatment effect is important for understanding how a commercial product or medical treatment affects different population subgroups. While much of treatment effect heterogeneity analysis focuses on the…

We propose a doubly robust inference method for causal effects of continuous treatment variables, under unconfoundedness and with nonparametric or high-dimensional nuisance functions. Our double debiased machine learning (DML) estimators…

Econometrics · Economics 2023-10-02 Kyle Colangelo , Ying-Ying Lee

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

Methodology · Statistics 2025-09-03 Xintao Xia , Yumou Qiu

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

Estimating the impact of trauma treatment protocols is complicated by the high dimensional yet finite sample nature of trauma data collected from observational studies. Viscoelastic assays are highly predictive measures of hemostasis.…

Applications · Statistics 2022-09-27 Linqing Wei , Lucy Z. Kornblith , Alan Hubbard

We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…

Machine Learning · Statistics 2025-08-26 Jianqing Fan , Soham Jana , Sanjeev Kulkarni , Qishuo Yin