Related papers: A Lasso-OLS Hybrid Approach to Covariate Selection…
Complementary features of randomized controlled trials (RCTs) and observational studies (OSs) can be used jointly to estimate the average treatment effect of a target population. We propose a calibration weighting estimator that enforces…
Data from observational studies (OSs) is widely available and readily obtainable yet frequently contains confounding biases. On the other hand, data derived from randomized controlled trials (RCTs) helps to reduce these biases; however, it…
Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient…
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…
We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…
This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…
Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…
This paper studies inference in two-stage randomized experiments under covariate-adaptive randomization. In the initial stage of this experimental design, clusters (e.g., households, schools, or graph partitions) are stratified and randomly…
We address estimation of intervention effects in experimental designs in which (a) interventions are assigned at the cluster level; (b) clusters are selected to form pairs, matched on observed characteristics; and (c) intervention is…
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…
Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…
In cluster randomized controlled trials (CRCT) with a finite populations, the exact design-based variance of the Horvitz-Thompson (HT) estimator for the average treatment effect (ATE) depends on the joint distribution of unobserved…
In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…
Randomized controlled trials (RCTs) are the gold standard for estimating heterogeneous treatment effects, yet they are often underpowered for detecting effect heterogeneity. Large observational studies (OS) can supplement RCTs for…
This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…
Causal inference is vital for informed decision-making across fields such as biomedical research and social sciences. Randomized controlled trials (RCTs) are considered the gold standard for internal validity of inferences, whereas…
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…
When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…
Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…
Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…