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Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

Treatment-covariate interaction tests are commonly applied by researchers to examine whether the treatment effect varies across patient subgroups defined by baseline characteristics. The objective of this study is to explore…

Methodology · Statistics 2024-03-12 Likun Zhang , Wei Ma

We introduce a new randomization procedure for experiments based on the cube method, which achieves near-exact covariate balance. This ensures compliance with standard balance tests and allows for balancing on many covariates, enabling more…

Econometrics · Economics 2025-07-21 Laurent Davezies , Guillaume Hollard , Pedro Vergara Merino

Controlled experiments are widely used in many applications to investigate the causal relationship between input factors and experimental outcomes. A completely randomized design is usually used to randomly assign treatment levels to…

Methodology · Statistics 2026-05-12 Yiou Li , Lulu Kang , Xiao Huang

Baseline covariates in randomized experiments are often used in the estimation of treatment effects, for example, when estimating treatment effects within covariate-defined subgroups. In practice, however, covariate values may be missing…

Methodology · Statistics 2023-08-29 Gauri Kamat , Jerome P. Reiter

We present a general framework for using existing data to estimate the efficiency gain from using a covariate-adjusted estimator of a marginal treatment effect in a future randomized trial. We describe conditions under which it is possible…

Methodology · Statistics 2021-05-03 Xiudi Li , Sijia Li , Alex Luedtke

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

Methodology · Statistics 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

Randomized experiments can provide unbiased estimates of sample average treatment effects. However, estimates of population treatment effects can be biased when the experimental sample and the target population differ. In this case, the…

Methodology · Statistics 2022-11-10 Wenqi Shi , Xi Lin

In this paper, we consider the estimation of generalized linear models with covariates that are missing completely at random. We propose a model averaging estimation method and prove that the corresponding model averaging estimator is…

Statistics Theory · Mathematics 2017-10-26 Qingfeng Liu , Miaomiao Zheng

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

Fisher's randomization test (FRT) delivers exact $p$-values under the strong null hypothesis of no treatment effect on any units whatsoever and allows for flexible covariate adjustment to improve the power. Of interest is whether the…

Methodology · Statistics 2021-05-03 Anqi Zhao , Peng Ding

Regression models for continuous outcomes often require a transformation of the outcome, which the user either specify {\it a priori} or estimate from a parametric family. Cumulative probability models (CPMs) nonparametrically estimate the…

Methodology · Statistics 2023-02-21 Chun Li , Yuqi Tian , Donglin Zeng , Bryan E. Shepherd

We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…

Statistics Theory · Mathematics 2026-02-10 Jiming Jiang , Matt P. Wand , Swarnadip Ghosh

Randomized experiments are the gold standard for estimating the average treatment effect (ATE). While covariate adjustment can reduce the asymptotic variances of the unbiased Horvitz-Thompson estimators for the ATE, it suffers from…

Methodology · Statistics 2025-08-22 Xin Lu , Lei Shi , Hanzhong Liu , Peng Ding

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

Methodology · Statistics 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

When conducting a randomized controlled trial, it is common to specify in advance the statistical analyses that will be used to analyze the data. Typically these analyses will involve adjusting for small imbalances in baseline covariates.…

Applications · Statistics 2017-08-04 Edward Wu , Johann Gagnon-Bartsch

This study proposes a method to identify treatment effects without exclusion restrictions in randomized experiments with noncompliance. Exploiting a baseline survey commonly available in randomized experiments, I decompose the…

General Economics · Economics 2021-06-03 Masayuki Sawada

Thomas' partial likelihood estimator of regression parameters is widely used in the analysis of nested case-control data with Cox's model. This paper proposes a new estimator of the regression parameters, which is consistent and…

Statistics Theory · Mathematics 2007-06-13 Kani Chen