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Related papers: Instrument Validity for Heterogeneous Causal Effec…

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In many empirical settings, directly observing a treatment variable may be infeasible although an error-prone surrogate measurement of the latter will often be available. Causal inference based solely on the surrogate measurement is…

Methodology · Statistics 2024-09-26 Ying Zhou , Eric Tchetgen Tchetgen

We propose a kernel-based nonparametric estimator for the causal effect when the cause is corrupted by error. We do so by generalizing estimation in the instrumental variable setting. Despite significant work on regression with measurement…

Machine Learning · Computer Science 2022-06-22 Yuchen Zhu , Limor Gultchin , Arthur Gretton , Matt Kusner , Ricardo Silva

Many scientific and engineering challenges -- ranging from pharmacokinetic drug dosage allocation and personalized medicine to marketing mix (4Ps) recommendations -- require an understanding of the unobserved heterogeneity in order to…

Methodology · Statistics 2017-08-17 Jelena Bradic , Gerda Claeskens , Thomas Gueuning

The causal dose response curve is commonly selected as the statistical parameter of interest in studies where the goal is to understand the effect of a continuous exposure on an outcome.Most of the available methodology for statistical…

Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…

We propose a weak-identification-robust test for linear instrumental variable (IV) regressions with high-dimensional instruments, whose number is allowed to exceed the sample size. In addition, our test is robust to general error…

Econometrics · Economics 2025-07-01 Qu Feng , Sombut Jaidee , Wenjie Wang

Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting…

A common practice in IV studies is to check for instrument strength, i.e. its association to the treatment, with an F-test from regression. If the F-statistic is above some threshold, usually 10, the instrument is deemed to satisfy one of…

Methodology · Statistics 2020-03-17 Nan Bi , Hyunseung Kang , Jonathan Taylor

With nonignorable nonresponse, an effective method to construct valid estimators of population parameters is to use a covariate vector called instrument that can be excluded from the nonresponse propensity but are still useful covariate…

Methodology · Statistics 2025-09-17 Ji Chen , Jun Shao

Bridging the gap between internal and external validity is crucial for heterogeneous treatment effect estimation. Randomised controlled trials (RCTs), favoured for their internal validity due to randomisation, often encounter challenges in…

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

Hill's specificity criterion has been highly influential in biomedical and epidemiological research. However, it remains controversial and its application often relies on subjective and qualitative analysis without a comprehensive and…

Methodology · Statistics 2025-06-24 Wang Miao

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

Cross-level interactions among fixed effects in linear mixed models (also known as multilevel models) are often complicated by the variances stemming from random effects and residuals. When these variances change across clusters, tests of…

Methodology · Statistics 2022-03-18 Ting Wang , Edgar C. Merkle , Joaquin A. Anguera , Brandon M. Turner

In model checking for regressions, nonparametric estimation-based tests usually have tractable limiting null distributions and are sensitive to oscillating alternative models, but suffer from the curse of dimensionality. In contrast,…

Methodology · Statistics 2019-03-12 Lingzhu Li , Xuehu Zhu , Lixing Zhu

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

Methodology · Statistics 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

Many methods of estimating causal models do not provide estimates of confidence in the resulting model. In this work, a metric is proposed for validating the output of a causal model fit; the robustness of the model structure with resampled…

Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by…

Machine Learning · Computer Science 2023-12-06 Yash Chandak , Shiv Shankar , Vasilis Syrgkanis , Emma Brunskill

We propose a test-based elastic integrative analysis of the randomized trial and real-world data to estimate treatment effect heterogeneity with a vector of known effect modifiers. When the real-world data are not subject to bias, our…

Methodology · Statistics 2022-11-30 Shu Yang , Chenyin Gao , Donglin Zeng , Xiaofei Wang

We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the…