Related papers: Robust inference on the average treatment effect u…

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Administrative data, or non-probability sample data, are increasingly being used to obtain official statistics due to their many benefits over survey methods. In particular, they are less costly, provide a larger sample size, and are not…

We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…

High dimensional Poisson regression has become a standard framework for the analysis of massive counts datasets. In this work we estimate the intensity function of the Poisson regression model by using a dictionary approach, which…

Linear models that contain a time-dependent response and explanatory variables have attracted much interest in recent years. The most general form of the existing approaches is of a linear regression model with autoregressive moving average…

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.…

This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…

We consider the problem of simultaneous variable selection and estimation of the corresponding regression coefficients in an ultra-high dimensional linear regression models, an extremely important problem in the recent era. The adaptive…

In this paper, we outline a principled approach to estimate an individualized treatment rule that is appropriate for data from observational studies where, in addition to treatment assignment not being independent of individual…

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…

Causal variable selection in time-varying treatment settings is challenging due to evolving confounding effects. Existing methods mainly focus on time-fixed exposures and are not directly applicable to time-varying scenarios. We propose a…

Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

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…

Based on technological advances in sensing modalities, randomized trials with primary outcomes represented as high-dimensional vectors have become increasingly prevalent. For example, these outcomes could be week-long time-series data from…

Nowadays, in many scientific and industrial fields there is an increasing need for estimating treatment effects and answering causal questions. The key for addressing these problems is the wealth of observational data and the processes for…

When estimating causal effects from observational data with numerous covariates, employing penalized covariate selection can improve the estimation efficiency. Outcome-oriented covariate selection, which involves selecting covariates…

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

To perform regression analysis in high dimensions, lasso or ridge estimation are a common choice. However, it has been shown that these methods are not robust to outliers. Therefore, alternatives as penalized M-estimation or the sparse…