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Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…

Econometrics · Economics 2025-11-07 Ashesh Rambachan , Amanda Coston , Edward Kennedy

We study the principal components of covariance estimators in multivariate mixed-effects linear models. We show that, in high dimensions, the principal eigenvalues and eigenvectors may exhibit bias and aliasing effects that are not present…

Probability · Mathematics 2020-08-06 Zhou Fan , Yi Sun , Zhichao Wang

Confirmation bias, the tendency to interpret information in a way that aligns with one's preconceptions, can profoundly impact scientific research, leading to conclusions that reflect the researcher's hypotheses even when the observational…

Machine Learning · Statistics 2025-09-09 Amnon Balanov , Tamir Bendory , Wasim Huleihel

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

Methodology · Statistics 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

The maximum-likelihood estimator of nonlinear panel data models with fixed effects is consistent but asymptotically-biased under rectangular-array asymptotics. The literature has thus far concentrated its effort on devising methods to…

Econometrics · Economics 2022-01-28 Ayden Higgins , Koen Jochmans

When a model's performance differs across socially or culturally relevant groups--like race, gender, or the intersections of many such groups--it is often called "biased." While much of the work in algorithmic fairness over the last several…

Methodology · Statistics 2022-07-01 Kristian Lum , Yunfeng Zhang , Amanda Bower

SEMMS (Scalable Empirical-Bayes Model for Marker Selection) is a variable-selection procedure for generalized linear models that uses a three-component normal mixture prior on regression coefficients. In its original form, SEMMS assumes…

Computation · Statistics 2026-03-18 Haim Bar , Martin T. Wells

When using machine learning for automated prediction, it is important to account for fairness in the prediction. Fairness in machine learning aims to ensure that biases in the data and model inaccuracies do not lead to discriminatory…

Machine Learning · Computer Science 2024-12-10 Jan Pablo Burgard , João Vitor Pamplona

We consider statistical inference for errors-in-variables regression models with dependent observations under the high dimensionality of the error covariance matrix. It is tempting to prewhiten the model and data that had led to efficient…

Applications · Statistics 2026-05-08 Jingkun Qiu , Hanyue Chen , Song Xi Chen

Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…

Methodology · Statistics 2025-07-01 Paul T. von Hippel

Causal inference on populations embedded in social networks poses technical challenges, since the typical no interference assumption frequently does not hold. Existing methods developed in the context of network interference rely upon the…

Methodology · Statistics 2024-04-12 Vanessa McNealis , Erica E. M. Moodie , Nema Dean

Algorithmic fairness has emphasized the role of biased data in automated decision outcomes. Recently, there has been a shift in attention to sources of bias that implicate fairness in other stages in the ML pipeline. We contend that one…

Machine Learning · Computer Science 2021-09-09 Jessica Zosa Forde , A. Feder Cooper , Kweku Kwegyir-Aggrey , Chris De Sa , Michael Littman

Oversubscribed treatments are often allocated using randomized waiting lists. Applicants are ranked randomly, and treatment offers are made following that ranking until all seats are filled. To estimate causal effects, researchers often…

Methodology · Statistics 2018-10-24 Clement de Chaisemartin , Luc Behaghel

This paper identifies an important bias - termed dynamic bias - in fixed effects panel estimators that arises when dynamic feedback is ignored in the estimating equation. Dynamic feedback occurs if past outcomes impact current outcomes, a…

Econometrics · Economics 2024-10-22 Sylvia Klosin

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where…

Econometrics · Economics 2018-03-29 Iván Fernández-Val , Martin Weidner

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Probability · Mathematics 2016-01-07 Daryna Liubashenko , Rostyslav Maiboroda

Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…

Methodology · Statistics 2026-02-12 Hilde Vinje , Lars Erik Gangsei

We describe a design-based framework for drawing causal inference in general randomized experiments. Causal effects are defined as linear functionals evaluated at unit-level potential outcome functions. Assumptions about the potential…

Methodology · Statistics 2025-08-15 Christopher Harshaw , Fredrik Sävje , Yitan Wang

Value-added models have been widely used to assess the contributions of individual teachers and schools to students' academic growth based on longitudinal student achievement outcomes. There is concern, however, that ignoring the presence…

Methodology · Statistics 2017-10-06 Andrew T. Karl , Yan Yang , Sharon L. Lohr

Propensity score methods are an important tool to help reduce confounding in non-experimental studies. Most propensity score methods assume that covariates are measured without error. However, covariates are often measured with error, which…

Methodology · Statistics 2017-06-08 Hwanhee Hong , David A. Aaby , Juned Siddique , Elizabeth A. Stuart