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Longitudinal analysis is important in many disciplines, such as the study of behavioral transitions in social science. Only very recently, feature selection has drawn adequate attention in the context of longitudinal modeling. Standard…

Methodology · Statistics 2016-10-26 Tingyang Xu , Jiangwen Sun , Jinbo Bi

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…

Computational Engineering, Finance, and Science · Computer Science 2023-06-13 Yaroslav Kivva , Saber Salehkaleybar , Negar Kiyavash

Effect modification occurs while the effect of the treatment is not homogeneous across the different strata of patient characteristics. When the effect of treatment may vary from individual to individual, precision medicine can be improved…

Estimating dynamic treatment effects is crucial across various disciplines, providing insights into the time-dependent causal impact of interventions. However, this estimation poses challenges due to time-varying confounding, leading to…

Methodology · Statistics 2025-01-31 Yuqian Zhang , Weijie Ji , Jelena Bradic

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

This paper studies variable selection and post-selection inference for high-dimensional clustered data using marginal-model-based procedures. We show that, when covariates are heterogeneously distributed across clusters, marginal-model…

Methodology · Statistics 2026-05-26 Shangyuan Ye , Cong Zhang , Ying Chen , Ye Liang , Guanbo Wang

Contextual sensing and delivery of digital interventions to improve health outcomes have gained significant traction in behavioral and psychiatric studies. Micro-randomized trials (MRTs) are a common experimental design for obtaining…

Methodology · Statistics 2025-04-01 Jieru Shi , Zhenke Wu , Walter Dempsey

Longitudinal data analysis is fundamental for understanding dynamic processes in biomedical and social sciences. Although varying coefficient models (VCMs) provide a flexible framework by allowing covariate effects to evolve over time,…

Methodology · Statistics 2026-03-10 Yu Lu , Tianni Zhang , Yuyao Wang , Mengfei Ran

In Ciuperca (2012) (Ciuperca. Model selection by LASSO methods in a change-point model, Stat. Papers, 2012; (in press)), the author considered a linear regression model with multiple change-points occurring at unknown times. In particular,…

Methodology · Statistics 2014-03-10 Fuqi Chen , Sévérien Nkurunziza

In observational studies, adjusting for confounders is required if a treatment comparison is planned. A crude comparison of the primary endpoint without covariate adjustment will suffer from biases, and the addition of regression models…

Methodology · Statistics 2026-02-11 Shiyu Shu , Toshimitsu Hamasaki , Scott Evans , Lauren Komarow , David van Duin , Guoqing Diao

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

Econometrics · Economics 2023-01-18 Adam Baybutt , Manu Navjeevan

Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…

Machine Learning · Computer Science 2025-10-28 Zheng Li , Xichen Guo , Feng Xie , Yan Zeng , Hao Zhang , Zhi Geng

We consider the problem of automatic variable selection in a linear model with asymmetric or heavy-tailed errors when the number of explanatory variables diverges with the sample size. For this high-dimensional model, the penalized least…

Statistics Theory · Mathematics 2018-12-10 Gabriela Ciuperca

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Many data sets consist of variables with an inherent group structure. The problem of group selection has been well studied, but in this paper, we seek to do the opposite: our goal is to select at least one variable from each group in the…

Methodology · Statistics 2015-05-29 Frederick Campbell , Genevera I. Allen

Evaluating the effects of time-varying exposures is essential for longitudinal studies. The effect estimation becomes increasingly challenging when dealing with hundreds of time-dependent confounders. We propose a Marginal Structure…

Methodology · Statistics 2025-10-21 Zhiwei Zhao , Chixiang Chen , Shuo Chen

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

There is effect modification if the magnitude or stability of a treatment effect varies systematically with the level of an observed covariate. A larger or more stable treatment effect is typically less sensitive to bias from unmeasured…

Applications · Statistics 2016-12-12 Kwonsang Lee , Dylan S. Small , Jesse Y. Hsu , Jeffrey H. Silber , Paul R. Rosenbaum

Covariate adjustment is a general method for improving precision when estimating treatment effects in randomized trials and is recommended by the FDA in its 2023 guidance when baseline variables are prognostic for the primary outcome. We…

Administrative data, or non-probability sample data, are increasingly being used to obtain official statistics due to their many benefits over survey methods. In particular, they are less costly, provide a larger sample size, and are not…

Methodology · Statistics 2021-03-30 Asma Bahamyirou , Mireille E. Schnitzer
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