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We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

Econometrics · Economics 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…

Methodology · Statistics 2017-06-15 Edward H. Kennedy , Shreya Kangovi , Nandita Mitra

This paper introduces unit-specific heterogeneity in panel data threshold regression. We develop the asymptotic theory for models with heterogeneous thresholds, heterogeneous slope coefficients, and interactive fixed effects. The estimation…

Econometrics · Economics 2026-01-27 Marco Barassi , Yiannis Karavias , Chongxian Zhu

The design of the performance index, also referred to as cost or reward shaping, is central to both optimal control and reinforcement learning, as it directly determines the behaviors, trade-offs, and objectives that the resulting control…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Ayush Rai , Shaoshuai Mou , Brian D. O. Anderson

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

Econometrics · Economics 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

Suppose that a sequence of treatments are assigned to influence an outcome of interest that occurs after the last treatment. Between treatments there exist time-dependent covariates that may be posttreatment variables of the earlier…

Methodology · Statistics 2015-05-28 Li Yin , Xiaoqin Wang

Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

Econometrics · Economics 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

We consider a randomized controlled trial between two groups. The objective is to identify a population with characteristics such that the test therapy is more effective than the control therapy. Such a population is called a subgroup. This…

Methodology · Statistics 2021-12-06 Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

A simple device for balancing for a continuous covariate in clinical trials is to stratify by whether the covariate is above or below some target value, typically the predicted median. This raises an issue as to which model should be used…

Methodology · Statistics 2025-10-24 Stephen Senn , Franz König , Martin Posch

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

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…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

In recent years, research interest in personalised treatments has been growing. However, treatment effect heterogeneity and possibly time-varying treatment effects are still often overlooked in clinical studies. Statistical tools are needed…

Methodology · Statistics 2023-10-27 Caterina Gregorio , Giovanni Baj , Giulia Barbati , Francesca Ieva

A standard approach for assessing the performance of partition models is to create synthetic data sets with a prespecified clustering structure, and assess how well the model reveals this structure. A common format is that subjects are…

Methodology · Statistics 2025-07-08 Michail Papathomas

In this paper, we outline a principled approach to estimate an individualized treatment rule that is appropriate for data from observational studies where, in addition to treatment assignment not being independent of individual…

Methodology · Statistics 2019-06-05 Jeremy Roth , Noah Simon

This study introduces a general semiparametric clusterwise index distribution model to analyze how latent clusters affect the covariate-response relationships. By employing sufficient dimension reduction to account for the effects of…

Methodology · Statistics 2025-09-30 Jen-Chieh Teng , Chin-Tsang Chiang

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…

Methodology · Statistics 2014-11-24 Zhenke Wu , Constantine E. Frangakis , Thomas A. Louis , Daniel O. Scharfstein

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Econometrics · Economics 2024-07-23 Max Cytrynbaum

Regression analysis is one of the most popularly used statistical technique which only measures the direct effect of independent variables on dependent variable. Path analysis looks for both direct and indirect effects of independent…

Methodology · Statistics 2024-06-26 Alam Ali , Ashok Kumar Pathak , Mohd Arshad , Ayyub Sheikhi

Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional…

Statistics Theory · Mathematics 2012-11-22 Dong Chen , Peter Hall , Hans-Georg Müller

Modern causal decision-making increasingly demands individualized treatment-effect estimation in networks where interventions are high-dimensional, combinatorial vectors. While network interference, effect heterogeneity, and…

Methodology · Statistics 2026-02-24 Yunping Lu , Haoang Chi , Qirui Hu , Zhiheng Zhang