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This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…

Econometrics · Economics 2024-05-29 Jun Ma , Zhengfei Yu

Network regression with additive node-level random effects can be problematic when the primary interest is estimating unconditional regression coefficients and some covariates are exactly or nearly in the vector space of node-level effects.…

Methodology · Statistics 2023-12-01 Ian Taylor , Kayleigh P. Keller , Bailey K. Fosdick

We investigate how to learn treatment effects away from the cutoff in multiple-cutoff regression discontinuity designs. Using a microeconomic model, we demonstrate that the parallel-trend type assumption proposed in the literature is…

Econometrics · Economics 2025-09-03 Yuta Okamoto , Yuuki Ozaki

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Econometrics · Economics 2022-08-24 Rahul Singh

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

The purpose of this work is to improve the efficiency in estimating the average causal effect (ACE) on the survival scale where right-censoring exists and high-dimensional covariate information is available. We propose new estimators using…

Methodology · Statistics 2021-06-29 Ran Dai , Cheng Zheng , Mei-Jie Zhang

The size of the effect of the difference in two groups with respect to a variable of interest may be estimated by the classical Cohen's $d$. A recently proposed generalized estimator allows conditioning on further independent variables…

Methodology · Statistics 2023-09-06 Jürgen Groß , Annette Möller

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

Classical randomized experiments, equipped with randomization-based inference, provide assumption-free inference for treatment effects. They have been the gold standard for drawing causal inference and provide excellent internal validity.…

Methodology · Statistics 2021-09-22 Zihao Yang , Tianyi Qu , Xinran Li

Regression discontinuity designs are widely used when treatment assignment is determined by whether a running variable exceeds a predefined threshold. However, most research focuses on estimating local causal effects at the threshold,…

Methodology · Statistics 2025-01-06 Xinqin Feng , Wenjie Hu , Pu Yang , Tingyu Li , Xiao-Hua Zhou

Randomized experiments have been the gold standard for drawing causal inference. The conventional model-based approach has been one of the most popular ways for analyzing treatment effects from randomized experiments, which is often carried…

Methodology · Statistics 2024-11-19 Tianyi Qu , Jiangchuan Du , Xinran Li

Personalized medicine seeks to identify the causal effect of treatment for a particular patient as opposed to a clinical population at large. Most investigators estimate such personalized treatment effects by regressing the outcome of a…

Machine Learning · Statistics 2021-09-02 Eric V. Strobl , Shyam Visweswaran

Double Machine Learning is widely used to estimate causal treatment effects in large-scale observational data. The ``residuals-on-residuals'' regression estimator (RORR) is especially popular for its simplicity and computational…

Econometrics · Economics 2025-11-27 Apoorva Lal , Winston Chou

Segmented regression is a standard statistical procedure used to estimate the effect of a policy intervention on time series outcomes. This statistical method assumes the normality of the outcome variable, a large sample size, no…

Applications · Statistics 2020-02-18 Mohammad M. Islam , Ph. D. , Erik L. Heiny , Ph. D

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

The paper proposes a causal supervised machine learning algorithm to uncover treatment effect heterogeneity in sharp and fuzzy regression discontinuity (RD) designs. We develop a criterion for building an honest ``regression discontinuity…

Econometrics · Economics 2025-09-01 Ágoston Reguly

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Randomization is a basis for the statistical inference of treatment effects without strong assumptions on the outcome-generating process. Appropriately using covariates further yields more precise estimators in randomized experiments. R. A.…

Statistics Theory · Mathematics 2020-01-03 Xinran Li , Peng Ding

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

In randomized experiments, regression adjustment can improve the precision of average treatment effect (ATE) estimation using covariates without requiring a correctly specified outcome model. Although well studied in low-dimensional…

Statistics Theory · Mathematics 2026-04-28 Dogyoon Song
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