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Related papers: Treatment effects beyond the mean using GAMLSS

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Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

In this work we analyze the mean-square performance of different strategies for distributed estimation over least-mean-squares (LMS) adaptive networks. The results highlight some useful properties for distributed adaptation in comparison to…

Information Theory · Computer Science 2015-06-05 Xiaochuan Zhao , Ali H. Sayed

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Methodology · Statistics 2021-07-27 Jeanett S. Pelck , Rodrigo Labouriau

Data aggregation, also known as meta analysis, is widely used to combine knowledge on parameters shared in common (e.g., average treatment effect) between multiple studies. In this paper, we introduce an attractive data aggregation scheme…

Methodology · Statistics 2023-05-10 Snigdha Panigrahi , Jingshen Wang , Xuming He

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Methodology · Statistics 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

To facilitate effective decision-making, precipitation datasets should include uncertainty estimates. Quantile regression with machine learning has been proposed for issuing such estimates. Distributional regression offers distinct…

Machine Learning · Computer Science 2025-01-07 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis

Aims: To propose a general sample size framework for developing or updating a clinical prediction model using any statistical or machine learning method, based on drawing samples from anticipated posterior distributions and targeting…

This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…

Methodology · Statistics 2023-06-06 María Alonso-Pena , Irène Gijbels , Rosa M. Crujeiras

\textbf{Background:} Mediation analysis is widely used to investigate how treatments and programs exert their effects, but standard ordinary least squares (OLS) inference can be unreliable when regression errors are non-Gaussian. In medical…

Methodology · Statistics 2026-04-10 Mijeong Kim

Risk assessment in casualty insurance, such as flood risk, traditionally relies on extreme-value methods that emphasizes rare events. These approaches are well-suited for characterizing tail risk, but do not capture the broader dynamics of…

Applications · Statistics 2025-10-22 Samuel Perreault , Silvana M. Pesenti , Daniyal Shahzad

Meta-analytical models are typically formulated as a mixed-effects model where the sampling variances of the effect sizes are treated as known. In principle, such models could be fitted with standard mixed-modelling software such as the…

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,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Partial mean with generated regressors arises in several econometric problems, such as the distribution of potential outcomes with continuous treatments and the quantile structural function in a nonseparable triangular model. This paper…

Econometrics · Economics 2018-11-02 Ying-Ying Lee

We propose a general framework for the specification testing of continuous treatment effect models. We assume a general residual function, which includes the average and quantile treatment effect models as special cases. The null models are…

Econometrics · Economics 2021-09-06 Wei Huang , Oliver Linton , Zheng Zhang

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

Econometrics · Economics 2020-05-21 Tymon Słoczyński

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

Methodology · Statistics 2022-05-23 Steve Yadlowsky

The classical approach to analyzing extreme value data is the generalized Pareto distribution (GPD). When the GPD is used to explain a target variable with the large dimension of covariates, the shape and scale function of covariates…

Statistics Theory · Mathematics 2025-11-21 Takuma Yoshida

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. This paper develops a sparse additive model focused on estimation of treatment effect-modification with simultaneous…

Methodology · Statistics 2020-06-02 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

Adjusting for confounding and imbalance when establishing statistical relationships is an increasingly important task, and causal inference methods have emerged as the most popular tool to achieve this. Causal inference has been developed…

Methodology · Statistics 2025-01-20 Daisuke Kurisu , Yidong Zhou , Taisuke Otsu , Hans-Georg Müller

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li