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The paper considers simultaneous nonparametric inference for a wide class of M-regression models with time-varying coefficients. The covariates and errors of the regression model are tackled as a general class of nonstationary time series…

Methodology · Statistics 2024-09-10 Miaoshiqi Liu , Zhou Zhou

Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

Machine Learning · Computer Science 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

It is recommended that measures of between-study effect heterogeneity be reported when conducting individual-participant data meta-analyses (IPD-MA). Methods exist to quantify inconsistency between trials via I^2 (the percentage of…

Meta-analysis combines pertinent information from existing studies to provide an overall estimate of population parameters/effect sizes, as well as to quantify and explain the differences between studies. However, testing the between-study…

Methodology · Statistics 2020-11-13 Han Du , Ge Jiang , Zijun Ke

We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regression. We suggest subsequent procedures for testing lack-of-fit…

Methodology · Statistics 2019-01-25 Nick Kloodt , Natalie Neumeyer

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

Econometrics · Economics 2023-11-28 Sukjin Han , Haiqing Xu

Interference occurs when the potential outcomes of a unit depend on the treatment of others. Interference can be highly heterogeneous, where treating certain individuals might have a larger effect on the population's overall outcome. A…

Methodology · Statistics 2025-04-11 Samantha G Dean , Georgia Papadogeorgou , Laura Forastiere

Estimating personalized effects of treatments is a complex, yet pervasive problem. To tackle it, recent developments in the machine learning (ML) literature on heterogeneous treatment effect estimation gave rise to many sophisticated, but…

Machine Learning · Computer Science 2022-06-17 Jonathan Crabbé , Alicia Curth , Ioana Bica , Mihaela van der Schaar

Individualized treatment rules tailor treatments to patients based on clinical, demographic, and other characteristics. Estimation of individualized treatment rules requires the identification of individuals who benefit most from the…

Methodology · Statistics 2024-06-06 Junwei Shen , Erica E. M. Moodie , Shirin Golchi

Sequential multiple assignment randomized trials mimic the actual treatment processes experienced by physicians and patients in clinical settings and inform the comparative effectiveness of dynamic treatment regimes. In such trials,…

Methodology · Statistics 2025-04-07 Zi Wang , Yu Cheng , Abdus S. Wahed

Controlled experiments are widely used in many applications to investigate the causal relationship between input factors and experimental outcomes. A completely randomized design is usually used to randomly assign treatment levels to…

Methodology · Statistics 2026-05-12 Yiou Li , Lulu Kang , Xiao Huang

In this paper we introduce a novel approach for an important problem of break detection. Specifically, we are interested in detection of an abrupt change in the covariance structure of a high-dimensional random process -- a problem, which…

Statistics Theory · Mathematics 2020-07-30 Valeriy Avanesov , Nazar Buzun

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

In an empirical Bayesian setting, we provide a new multiple testing method, useful when an additional covariate is available, that influences the probability of each null hypothesis being true. We measure the posterior significance of each…

Applications · Statistics 2008-07-30 Egil Ferkingstad , Arnoldo Frigessi , Håvard Rue , Gudmar Thorleifsson , Augustine Kong

Dynamic treatment regimes or policies are a sequence of decision functions over multiple stages that are tailored to individual features. One important class of treatment policies in practice, namely multi-stage stationary treatment…

Machine Learning · Statistics 2025-01-09 Daiqi Gao , Yufeng Liu , Donglin Zeng

Genetic variants identified to date by genome-wide association studies only explain a small fraction of total heritability. Gene-by-gene interaction is one important potential source of unexplained heritability. In the first part of this…

Methodology · Statistics 2016-05-10 Chen Lu

In high-throughput genetics studies, an important aim is to identify gene-environment interactions associated with the clinical outcomes. Recently, multiple marginal penalization methods have been developed and shown to be effective in…

Methodology · Statistics 2021-02-24 Xi Lu , Kun Fan , Jie Ren , Cen Wu

While most treatment evaluations focus on binary interventions, a growing literature also considers continuously distributed treatments. We propose a Cram\'{e}r-von Mises-type test for testing whether the mean potential outcome given a…

Econometrics · Economics 2022-08-30 Yu-Chin Hsu , Martin Huber , Ying-Ying Lee , Chu-An Liu

A novel functional additive model is proposed which is uniquely modified and constrained to model nonlinear interactions between a treatment indicator and a potentially large number of functional and/or scalar pretreatment covariates. The…

Methodology · Statistics 2021-01-26 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden