Related papers: Non-testability of instrument validity under conti…
There is a well-known problem in Null Hypothesis Significance Testing: many statistically significant results fail to replicate in subsequent experiments. We show that this problem arises because standard `point-form null' significance…
An axiomatics for indistinguishability of elementary particles in terms of hidden variables is presented in a manner which depart from the standard approaches usually given to hidden variables. Quantum distribution functions are also…
The "Modularity Conjecture" is the assertion that the join of two nonmodular varieties is nonmodular. We establish the veracity of this conjecture for the case of linear idempotent varieties. We also establish analogous results concerning…
We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…
Mainstream literature on spontaneous wave function collapse never reflects on or profit from the formal coincidence and conceptual relationship with standard collapse under time-continuous quantum measurement (monitoring). I propose some…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
Clinical trials traditionally employ blinding as a design mechanism to reduce the influence of placebo effects. In practice, however, it can be difficult or impossible to blind study participants and unblinded trials are common in medical…
Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…
We consider the extent to which we can learn from a completely randomized experiment whether all individuals have treatment effects that are weakly of the same sign, a condition we call monotonicity. From a classical sampling perspective,…
The problem of detecting variance breaks in the case of smooth time-varying variance structure is studied. It is highlighted that the tests based on (piecewise) constant specification of the variance are not able to distinguish between…
Recent studies have shown that many results published in peer-reviewed scientific journals are not reproducible. This raises the following question: why is it so easy to fool myself into believing that a result is reliable when in fact it…
This paper discusses endogenous treatment models with duration outcomes, competing risks and random right censoring. The endogeneity issue is solved using a discrete instrumental variable. We show that the competing risks model generates a…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…
This paper deals with the problem of enforcing modular diagnosability for discrete-event systems that don't satisfy this property by their natural modularity. We introduce an approach to achieve this property combining existing modules into…
Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…
Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. This work studies offline personalized pricing under endogeneity using an instrumental variable approach. Standard instrumental variable…
Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…
A common practice in IV studies is to check for instrument strength, i.e. its association to the treatment, with an F-test from regression. If the F-statistic is above some threshold, usually 10, the instrument is deemed to satisfy one of…
The instrumental variable method is a prominent approach to recover under certain conditions, valid inference about a treatment causal effect even when unmeasured confounding might be present. In a groundbreaking paper, Imbens and Angrist…