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We study the properties of the score confidence set for the local average treatment effect in non and semiparametric instrumental variable models. This confidence set is constructed by inverting a score test based on an estimate of the…

Statistics Theory · Mathematics 2025-06-13 Ezequiel Smucler , Ludovico Lanni , David Masip

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

Methodology · Statistics 2022-07-01 Sai Li , Zijian Guo

Tailoring treatments to individual needs is a central goal in fields such as medicine. A key step toward this goal is estimating Heterogeneous Treatment Effects (HTE) - the way treatments impact different subgroups. While crucial, HTE…

Machine Learning · Statistics 2025-07-30 Tomer Meir , Uri Shalit , Malka Gorfine

We study the question of how best to assign an encouragement in a randomized encouragement study. In our setting, units arrive with covariates, receive a nudge toward treatment or control, acquire one of those statuses in a way that need…

Methodology · Statistics 2025-05-12 Tim Morrison , Minh Nguyen , Jonathan Chen , Michael Baiocchi , Art B. Owen

The present paper deals with a nonparametric M-estimation for right censored regression model with stationary ergodic data. Defined as an implicit function, a kernel type estimator of a family of robust regression is considered when the…

Methodology · Statistics 2016-05-03 Mohamed Chaouch , Naamane Laib , Elias Ould-Said

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

Delayed primary outcomes and administratively censored follow-up create a general semiparametric estimation problem: the target causal functional depends on an endpoint observed only for a shrinking subset of units at analysis time, while…

Methodology · Statistics 2026-04-02 Lin Li , Tuo Lin , Yiwen Chen , Xin M. Tu

This paper provides partial identification results for the marginal treatment effect ($MTE$) when the binary treatment variable is potentially misreported and the instrumental variable is discrete. Identification results are derived under…

Econometrics · Economics 2023-04-04 Santiago Acerenza

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

Methodology · Statistics 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

We present a new estimator of the restricted mean survival time in randomized trials where there is right censoring that may depend on treatment and baseline variables. The proposed estimator leverages prognostic baseline variables to…

Statistics Theory · Mathematics 2016-08-22 Iván Díaz , Elizabeth Colantuoni , Daniel F. Hanley , Michael Rosenblum

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

In this paper, we are concerned with nonparametric estimation of the multivariate regression function in the presence of right censored data. More precisely, we propose a statistic that is shown to be asymptotically normally distributed…

Statistics Theory · Mathematics 2008-02-08 Mohammed Debbarh , Vivian Viallon

This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence…

Numerical Analysis · Mathematics 2015-04-01 Fabian Dunker , Jean-Pierre Florens , Thorsten Hohage , Jan Johannes , Enno Mammen

In situations with non-manipulable exposures, interventions can be targeted to shift the distribution of intermediate variables between exposure groups to define interventional disparity indirect effects. In this work, we present a…

Methodology · Statistics 2023-05-18 Helene C. W. Rytgaard , Amalie Lykkemark Møller , Thomas A. Gerds

We consider the robust adaptive nonparametric estimation problem for a periodic function observed in the framework of a continuous time regression model with semimartingale noises.

Statistics Theory · Mathematics 2020-05-26 Evgeny A. Pchelintsev , Serguei M. Pergamenshchikov , Maria A. Povzun

Non-randomized treatment effect models are widely used for the assessment of treatment effects in various fields and in particular social science disciplines like political science, psychometry, psychology. More specifically, these are…

Methodology · Statistics 2021-12-02 Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

Estimating treatment effects plays a crucial role in causal inference, having many real-world applications like policy analysis and decision making. Nevertheless, estimating treatment effects in the longitudinal setting in the presence of…

Machine Learning · Computer Science 2023-02-22 Defu Cao , James Enouen , Yan Liu

In survey analysis, the estimation of the cumulative distribution function (cdf) is of great interest: it allows for instance to derive quantiles estimators or other non linear parameters derived from the cdf. We consider the case where the…

Methodology · Statistics 2014-04-14 Sandrine Casanova , Eve Leconte

Many empirical examples of regression discontinuity (RD) designs concern a continuous treatment variable, but the theoretical aspects of such models are less studied. This study examines the identification and estimation of the structural…

Econometrics · Economics 2022-07-19 Haitian Xie