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Although treatment effects can be estimated from observed outcome distributions obtained from proper randomization in clinical trials, covariate adjustment is recommended to increase precision. For important treatment effects, such as odds…

Methodology · Statistics 2025-07-03 Susanne Dandl , Torsten Hothorn

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

Methodology · Statistics 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

In a unified framework, we provide estimators and confidence bands for a variety of treatment effects when the outcome of interest, typically a duration, is subjected to right censoring. Our methodology accommodates average, distributional,…

Methodology · Statistics 2017-10-04 Pedro H. C. Sant'Anna

A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are…

Methodology · Statistics 2024-01-30 Samir Khan , Johan Ugander

The vast majority of literature on evaluating the significance of a treatment effect based on observational data has been confined to discrete treatments. These methods are not applicable to drawing inference for a continuous treatment,…

Methodology · Statistics 2023-05-23 Charles R. Doss , Guangwei Weng , Lan Wang , Ira Moscovice , Tongtan Chantarat

In order to identify important variables that are involved in making optimal treatment decision, Lu et al. (2013) proposed a penalized least squared regression framework for a fixed number of predictors, which is robust against the…

Machine Learning · Statistics 2015-10-16 Chengchun Shi , Rui Song , Wenbin Lu

We consider the problem of surrogate sufficient dimension reduction, that is, estimating the central subspace of a regression model, when the covariates are contaminated by measurement error. When no measurement error is present, a…

Methodology · Statistics 2023-10-24 Linh H. Nghiem , Francis K. C. Hui , Samuel Mueller , A. H. Welsh

We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…

Machine Learning · Statistics 2015-03-19 Tianqi Zhao , Mladen Kolar , Han Liu

Researchers have been facing a difficult problem that data generation mechanisms could be influenced by internal or external factors leading to the training and test data with quite different distributions, consequently traditional…

Machine Learning · Statistics 2021-10-14 Anqi Wu

In this article, we aim to provide a general and complete understanding of semi-supervised (SS) causal inference for treatment effects. Specifically, we consider two such estimands: (a) the average treatment effect and (b) the quantile…

Methodology · Statistics 2024-08-15 Abhishek Chakrabortty , Guorong Dai

Comparing counterfactual distributions can provide more nuanced and valuable measures for causal effects, going beyond typical summary statistics such as averages. In this work, we consider characterizing causal effects via distributional…

Machine Learning · Statistics 2024-11-05 Kwangho Kim , Jisu Kim , Edward H. Kennedy

Sufficient dimension reduction methods often require stringent conditions on the joint distribution of the predictor, or, when such conditions are not satisfied, rely on marginal transformation or reweighting to fulfill them approximately.…

Statistics Theory · Mathematics 2009-04-27 Bing Li , Yuexiao Dong

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…

Methodology · Statistics 2021-09-28 Di Bo , Hoon Hwangbo , Vinit Sharma , Corey Arndt , Stephanie C. TerMaath

In paired randomized experiments individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment as a way to correct for persistent…

Methodology · Statistics 2017-11-27 Colin B. Fogarty

High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…

Methodology · Statistics 2017-10-10 Jacob Spertus , Sharon-Lise Normand

The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…

Machine Learning · Statistics 2020-11-05 Kristjan Greenewald , Dmitriy Katz-Rogozhnikov , Karthik Shanmugam

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

This paper presents an inference method for the local average treatment effect (LATE) in the presence of high-dimensional covariates, regardless of the strength of identification. We propose an orthogonalized Anderson-Rubin test statistic…

Econometrics · Economics 2025-11-11 Yukun Ma