English
Related papers

Related papers: Shift-Share Designs: Theory and Inference

200 papers

Standard estimators of the global average treatment effect can be biased in the presence of interference. This paper proposes regression adjustment estimators for removing bias due to interference in Bernoulli randomized experiments. We use…

Methodology · Statistics 2019-03-06 Alex Chin

When machine learning models are deployed on a test distribution different from the training distribution, they can perform poorly, but overestimate their performance. In this work, we aim to better estimate a model's performance under…

Machine Learning · Computer Science 2020-07-08 Ching-Yao Chuang , Antonio Torralba , Stefanie Jegelka

Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…

Statistics Theory · Mathematics 2018-07-10 Emilie Devijver , Emeline Perthame

When we interpret linear regression as estimating causal effects justified by quasi-experimental treatment variation, what do we mean? This paper formalizes a minimal criterion for quasi-experimental interpretation and characterizes its…

Econometrics · Economics 2026-01-21 Jiafeng Chen

In binary and ordinal regression one can distinguish between a location component and a scaling component. While the former determines the location within the range of the response categories, the scaling indicates variance heterogeneity.…

Methodology · Statistics 2019-10-31 Gerhard Tutz , Moritz Berger

Regression discontinuity designs have been widely used in observational studies to estimate causal effects of an intervention or treatment at a cutoff point. We propose a generalization of regression discontinuity designs to handle complex…

Methodology · Statistics 2025-06-24 Daisuke Kurisu , Yidong Zhou , Taisuke Otsu , Hans-Georg Müller

Covariate shift, a widely used assumption in tackling {\it distributional shift} (when training and test distributions differ), focuses on scenarios where the distribution of the labels conditioned on the feature vector is the same, but the…

Machine Learning · Computer Science 2025-02-24 Deeksha Adil , Jarosław Błasiok

We analyze heterogenous, nonlinear treatment effects in shift-share designs with exogenous shares. We employ a triangular model and correct for treatment endogeneity using a control function. Our tools identify four target parameters. Two…

Econometrics · Economics 2025-11-11 Luigi Garzon , Vitor Possebom

Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in…

Methodology · Statistics 2016-10-31 Kani Chen , Yuanyuan Lin , Yuan Yao , Chaoxu Zhou

In the robotics literature, experience transfer has been proposed in different learning-based control frameworks to minimize the costs and risks associated with training robots. While various works have shown the feasibility of transferring…

Robotics · Computer Science 2020-06-30 Michael J. Sorocky , Siqi Zhou , Angela P. Schoellig

We develop a skew-adaptive extension of split conformal prediction for regression. The method starts from an asymmetric interval family centered at a point prediction and uses the gauge approach to deduce the conformity score induced by…

Machine Learning · Statistics 2026-05-18 Paulo C. Marques F. , Helton Graziadei

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.…

Machine Learning · Statistics 2021-02-16 Vitor Hadad , David A. Hirshberg , Ruohan Zhan , Stefan Wager , Susan Athey

In the field of road safety, it is common to use responsibility analyses to assess the effect of a given factor on the risk of being responsible for an accident, among drivers involved in an accident only. Even if this design is now widely…

Methodology · Statistics 2018-10-16 Marine Dufournet , Emilie Lanoy , Jean-Louis Martin , Vivian Viallon

We consider a non-proportional hazards model where the regression coefficient is not constant but piecewise constant. Following Andersen and Gill (1982), we know that a knowledge of the changepoint leads to a relatively straightforward…

Applications · Statistics 2016-10-11 Roxane Duroux , John O'Quigley

A growing number of applications involve settings where, in order to infer heterogeneous effects, a researcher compares various units. Examples of research designs include children moving between different neighborhoods, workers moving…

Econometrics · Economics 2024-04-03 Stephane Bonhomme , Angela Denis

A/B testing has become the gold standard for policy evaluation in modern technological industries. Motivated by the widespread use of switchback experiments in A/B testing, this paper conducts a comprehensive comparative analysis of various…

Machine Learning · Statistics 2025-08-29 Qianglin Wen , Chengchun Shi , Ying Yang , Niansheng Tang , Hongtu Zhu

In estimating spillover effects under network interference, practitioners often use linear regression with either the number or fraction of treated neighbors as regressors. An often overlooked fact is that the latter is undefined for units…

Econometrics · Economics 2024-12-10 Bora Kim

We consider a potential outcomes model in which interference may be present between any two units but the extent of interference diminishes with spatial distance. The causal estimand is the global average treatment effect, which compares…

Methodology · Statistics 2022-09-16 Michael P. Leung

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

Spatially distributed functional data are prevalent in many statistical applications such as meteorology, energy forecasting, census data, disease mapping, and neurological studies. Given their complex and high-dimensional nature,…

Statistics Theory · Mathematics 2024-02-06 Suneel Babu Chatla , Ruiqi Liu