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We propose a new estimator for heterogeneous treatment effects in a partially linear model (PLM) with multiple exogenous covariates and a potentially endogenous treatment variable. Our approach integrates a Robinson transformation to handle…

Econometrics · Economics 2024-10-04 Xiaolin Sun

Effect modification occurs when the impact of the treatment on an outcome varies based on the levels of other covariates known as effect modifiers. Modeling these effect differences is important for etiological goals and for purposes of…

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

Methodology · Statistics 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

Methodology · Statistics 2023-04-03 Corinne Emmenegger , Peter Bühlmann

Doubly truncated data arise in many areas such as astronomy, econometrics, and medical studies. For the regression analysis with doubly truncated response variables, the existence of double truncation may bring bias for estimation as well…

Methodology · Statistics 2021-10-22 Ming Zheng , Chanjuan Lin , Wen Yu

We consider the problem of simultaneous variable selection and estimation of the corresponding regression coefficients in an ultra-high dimensional linear regression models, an extremely important problem in the recent era. The adaptive…

Methodology · Statistics 2023-09-22 Abhik Ghosh , Maria Jaenada , Leandro Pardo

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

Econometrics · Economics 2020-09-08 Yang Ning , Sida Peng , Jing Tao

Composite endpoints that combine multiple outcomes on different scales are common in clinical trials, particularly in chronic conditions. In many of these cases, patients will have to cross a predefined responder threshold in each of the…

Methodology · Statistics 2019-02-20 Martina McMenamin , Jessica K. Barrett , Anna Berglind , James M. S. Wason

Effect modification means the magnitude or stability of a treatment effect varies as a function of an observed covariate. Generally, larger and more stable treatment effects are insensitive to larger biases from unmeasured covariates, so a…

Methodology · Statistics 2018-03-12 Kwonsang Lee , Dylan S. Small , Paul R. Rosenbaum

We consider regression problems where the number of predictors greatly exceeds the number of observations. We propose a method for variable selection that first estimates the regression function, yielding a "pre-conditioned" response…

Statistics Theory · Mathematics 2013-04-16 Debashis Paul , Eric Bair , Trevor Hastie , Robert Tibshirani

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regression adjustment method based on the least absolute shrinkage…

Methodology · Statistics 2024-11-15 Ke Zhu , Hanzhong Liu , Yuehan Yang

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

We consider the problems of variable selection and estimation in nonparametric additive regression models for high-dimensional data. In recent years, several methods have been proposed to model nonlinear relationships when the number of…

Methodology · Statistics 2013-10-07 Linn Cecilie Bergersen , Kukatharmini Tharmaratnam , Ingrid K. Glad

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

Methodology · Statistics 2024-03-07 Masahiro Kato

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. This paper develops a sparse additive model focused on estimation of treatment effect-modification with simultaneous…

Methodology · Statistics 2020-06-02 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

SEMMS (Scalable Empirical-Bayes Model for Marker Selection) is a variable-selection procedure for generalized linear models that uses a three-component normal mixture prior on regression coefficients. In its original form, SEMMS assumes…

Computation · Statistics 2026-03-18 Haim Bar , Martin T. Wells

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…

Econometrics · Economics 2021-02-17 Helmut Farbmacher , Martin Huber , Lukáš Lafférs , Henrika Langen , Martin Spindler

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Statistics Theory · Mathematics 2024-04-08 Marion Naveau , Guillaume Kon Kam King , Renaud Rincent , Laure Sansonnet , Maud Delattre