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Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Leveraging external or historical data to improve the efficiency of randomized clinical trials without introducing bias or inflating the Type I error rate remains challenging. Recent work on externally trained prognostic scores, such as…

Methodology · Statistics 2026-05-28 Junyi Zhou , Qing Liu , May Mo , Amy Xia

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

Econometrics · Economics 2018-04-12 Hiroaki Kaido , Jiaxuan Li , Marc Rysman

Estimating errors is a crucial part of any scientific analysis. Whenever a parameter is estimated (model-based or not), an error estimate is necessary. Any parameter estimate that is given without an error estimate is meaningless.…

Instrumentation and Methods for Astrophysics · Physics 2010-11-01 Rene Andrae

This note investigates a number of scenarios in which unadjusted testing following a blinded sample size re-estimation leads to type I error violations. For superiority testing, this occurs in certain small-sample borderline cases. We…

Methodology · Statistics 2013-01-18 Ekkehard Glimm , Jürgen Läuter

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao

1. Parameter inference from distorted measurements is discussed. 2. Smeared measurements are unfolded without explicit regularization. The corresponding results are unbiased and permit to fit parameters and to apply quantitative…

Data Analysis, Statistics and Probability · Physics 2016-07-26 Guenter Zech

A common approach to detect multiple changepoints is to minimise a measure of data fit plus a penalty that is linear in the number of changepoints. This paper shows that the general finite sample behaviour of such a method can be related to…

Statistics Theory · Mathematics 2022-08-15 Chao Zheng , Idris A. Eckley , Paul Fearnhead

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by…

Machine Learning · Computer Science 2023-12-06 Yash Chandak , Shiv Shankar , Vasilis Syrgkanis , Emma Brunskill

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

Methodology · Statistics 2026-04-06 Jianan Zhu , Jeffrey Zhang , Zijian Guo , Siyu Heng

In this paper we consider change-points in multiple sequences with the objective of minimizing the estimation error of a sequence by making use of information from other sequences. This is in contrast to recent interest on change-points in…

Statistics Theory · Mathematics 2023-02-02 Hock Peng Chan

We investigate the joint asymptotic behavior of so-called blocks estimator of the extremal index, that determines the mean length of clusters of extremes, based on the exceedances over different thresholds. Due to the large bias of these…

Methodology · Statistics 2011-07-06 Holger Drees

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

Biomedical studies that use electronic health records (EHR) data for inference are often subject to bias due to measurement error. The measurement error present in EHR data is typically complex, consisting of errors of unknown functional…

Methodology · Statistics 2020-06-16 Eric J. Oh , Bryan E. Shepherd , Thomas Lumley , Pamela A. Shaw

This paper analyzes the classical linear regression model with measurement errors in all the variables. First, we provide necessary and sufficient conditions for identification of the coefficients. We show that the coefficients are not…

Methodology · Statistics 2023-06-22 Dan Ben-Moshe

We consider the problem of recommending relevant labels (items) for a given data point (user). In particular, we are interested in the practically important setting where the evaluation is with respect to non-decomposable (over labels)…

Machine Learning · Computer Science 2016-06-08 Prateek Jain , Nagarajan Natarajan

This paper studies inference on the average treatment effect in experiments in which treatment status is determined according to "matched pairs" and it is additionally desired to adjust for observed, baseline covariates to gain further…

Econometrics · Economics 2023-10-20 Yuehao Bai , Liang Jiang , Joseph P. Romano , Azeem M. Shaikh , Yichong Zhang

The demands of accuracy in measurements and engineering models today, renders the condition number of problems larger. While a corresponding increase in the precision of floating point numbers ensured a stable computing, the uncertainty in…

Numerical Analysis · Mathematics 2022-09-12 Puneet Jain , Krishna Manglani , Murugesan Venkatapathi

In nutritional and environmental epidemiology, exposures are impractical to measure accurately, while practical measures for these exposures are often subject to substantial measurement error. Regression calibration is among the most used…

Methodology · Statistics 2026-01-27 Zexiang Li , Donna Spiegelman , Molin Wang , Zuoheng Wang , Xin Zhou