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The idea of "stratified medicine" is an important driver of methodological research on the identification of predictive biomarkers. Most methods proposed so far for this purpose have been developed for the use on randomized data only.…
Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…
Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…
In the last decades, it has been discussed the use of epidemiological prevalence ratio (PR) rather than odds ratio as a measure of association to be estimated in cross-sectional studies. The main difficulties in use of statistical models…
There are a number of available methods for selecting whom to prioritize for treatment, including ones based on treatment effect estimation, risk scoring, and hand-crafted rules. We propose rank-weighted average treatment effect (RATE)…
Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case of parametric families of distributions have been derived,…
Estimating nested expectations is an important task in computational mathematics and statistics. In this paper we propose a new Monte Carlo method using post-stratification to estimate nested expectations efficiently without taking samples…
We consider the conditional randomization test as a way to account for covariate imbalance in randomized experiments. The test accounts for covariate imbalance by comparing the observed test statistic to the null distribution of the test…
Propensity score weighting is a common method for estimating treatment effects with survey data. The method is applied to minimize confounding using measured covariates that are often different between individuals in treatment and control.…
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…
The comparison of proportions is considered in the asymptotic generalized linear model with the odds ratio as effect size. When several doses are compared with a control assuming an order restriction, a Williams-type trend test can be used.…
This paper studies identification and inference of the welfare gain that results from switching from one policy (such as the status quo policy) to another policy. The welfare gain is not point identified in general when data are obtained…
Tournament solutions are standard tools for identifying winners based on pairwise comparisons between competing alternatives. The recently studied notion of margin of victory (MoV) offers a general method for refining the winner set of any…
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…
We consider an estimator for the location of a shift in the mean of long-range dependent sequences. The estimation is based on the two-sample Wilcoxon statistic. Consistency and the rate of convergence for the estimated change point are…
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…
How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and inverse…
Bias in causal comparisons has a direct correspondence with distributional imbalance of covariates between treatment groups. Weighting strategies such as inverse propensity score weighting attempt to mitigate bias by either modeling the…
Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…
Mendelian randomization (MR) uses genetic variants as instrumental variables to make causal claims. Standard MR approaches typically report a single population-averaged estimate, limiting their ability to explore effect heterogeneity or…