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This paper studies the covariance matrix estimation for high-dimensional time series within a new framework that combines low-rank factor and latent variable-specific cluster structures. The popular methods based on assuming the sparse…

Methodology · Statistics 2025-02-25 Dong Li , Xinghao Qiao , Cheng Yu

When treating depression, clinicians are interested in determining the optimal treatment for a given patient, which is challenging given the amount of treatments available. To advance individualized treatment allocation, integrating data…

Randomized controlled trials (RCTs) are considered the gold standard for estimating the average treatment effect (ATE) of interventions. One use of RCTs is to study the causes of global poverty -- a subject explicitly cited in the 2019…

Machine Learning · Computer Science 2023-05-26 Connor T. Jerzak , Fredrik Johansson , Adel Daoud

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

Econometrics · Economics 2026-02-04 Ying Zeng

Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…

Machine Learning · Statistics 2020-03-03 Paidamoyo Chapfuwa , Chunyuan Li , Nikhil Mehta , Lawrence Carin , Ricardo Henao

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

The clustering coefficient quantifies the abundance of connected triangles in a network and is a major descriptive statistics of networks. For example, it finds an application in the assessment of small-worldness of brain networks, which is…

Physics and Society · Physics 2018-06-28 Naoki Masuda , Michiko Sakaki , Takahiro Ezaki , Takamitsu Watanabe

Stepped wedge cluster randomized trials (SW-CRTs) with binary outcomes are increasingly used in prevention and implementation studies. Marginal models represent a flexible tool for analyzing SW-CRTs with population-averaged interpretations,…

Methodology · Statistics 2021-01-05 Fan Li , Hengshi Yu , Paul J. Rathouz , Elizabeth L. Turner , John S. Preisser

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

Subgroup analyses of randomized controlled trials (RCTs) constitute an important component of the drug development process in precision medicine. In particular, subgroup analyses of early-stage trials often influence the design and…

Methodology · Statistics 2025-02-12 Daniel Schwartz , Riddhiman Saha , Steffen Ventz , Lorenzo Trippa

Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…

Machine Learning · Computer Science 2025-01-27 Armand Lacombe , Michèle Sebag

RCTs sometimes test interventions that aim to improve existing services targeted to a subset of individuals identified after randomization. Accordingly, the treatment could affect the composition of service recipients and the offered…

Methodology · Statistics 2022-05-18 Peter Z. Schochet

Estimating individualized treatment rules (ITRs) is crucial for tailoring interventions in precision medicine. Typical ITR estimation methods rely on conditional average treatment effects (CATEs) to guide treatment assignments. However,…

Methodology · Statistics 2025-10-20 Peng Wu , Qing Jiang , Shanshan Luo , Zhi Geng

Detecting heterogeneity in treatment response enriches the interpretation of gerontologic trials. In aging research, estimating the effect of the intervention on clinically meaningful outcomes faces analytical challenges when it is…

Applications · Statistics 2026-01-08 Changjun Li , Heather Allore , Michael O. Harhay , Fan Li , Guangyu Tong

The multilevel model (MLM) is the popular approach to describe dependences of hierarchically clustered observations. A main feature is the capability to estimate (cluster-specific) random effect parameters, while their distribution…

Methodology · Statistics 2021-06-21 Jean-Paul Fox , Wouter Smink

Heterogeneous treatment effects, which vary according to individual covariates, are crucial in fields such as personalized medicine and tailored treatment strategies. In many applications, rather than considering the heterogeneity induced…

Methodology · Statistics 2025-08-26 Peng Wu , Pengtao Zeng , Zhaoqing Tian , Shaojie Wei

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

Methodology · Statistics 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

Heterogeneous treatment effects (HTEs) are increasingly estimated using machine learning models that produce highly personalized predictions of treatment effects. In practice, however, predicted treatment effects are rarely interpreted,…

We consider the design of a two-arm superiority cluster randomised controlled trial (RCT) with a continuous outcome. We detail Bayesian inference for the analysis of the trial using a linear mixed-effects model. The treatment is compared to…

Methodology · Statistics 2022-08-29 Kevin J Wilson