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We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

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

In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a…

Methodology · Statistics 2022-08-11 Xiaoran Liang , Eleanor Sanderson , Frank Windmeijer

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

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

Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate…

Methodology · Statistics 2021-12-23 Bevan I. Smith , Charles Chimedza

Multiple imputation (MI) is a popular method for handling missing data. Auxiliary variables can be added to the imputation model(s) to improve MI estimates. However, the choice of which auxiliary variables to include in the imputation model…

It has been shown that AIC-type criteria are asymptotically efficient selectors of the tuning parameter in non-concave penalized regression methods under the assumption that the population variance is known or that a consistent estimator is…

Machine Learning · Statistics 2017-03-02 Cheryl J. Flynn , Clifford M. Hurvich , Jeffrey S. Simonoff

In large observational studies, the case-cohort design is commonly used to reduce the cost associated with covariate measurement. For survival outcomes, literature has suggested that the restricted mean survival time (RMST) be a more…

Methodology · Statistics 2026-05-08 Andy Ni , Wei-En Lu , Bo Lu

In matched observational studies with continuous treatments, individuals with different treatment doses but the same or similar covariate values are paired for causal inference. While inexact covariate matching (i.e., covariate imbalance…

Methodology · Statistics 2025-02-13 Anthony Frazier , Siyu Heng , Wen Zhou

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Econometrics · Economics 2024-07-23 Max Cytrynbaum

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

Pragmatic trials increasingly define outcomes using real-world data such as electronic health records, where assessments are collected during routine care rather than at fixed timepoints. Consequently, these uncontrolled assessments may be…

Variable selection in relation to regression modeling has constituted a methodological problem for more than 60 years. Especially in the context of high-dimensional regression, developing stable and reliable methods, algorithms, and…

Methodology · Statistics 2024-04-04 Charlotte Castel , Zhi Zhao , Magne Thoresen

We consider the problem of indirect comparison, where a treatment arm of interest is absent by design in one randomized controlled trial but available in the other. The former is the target trial, and the latter is the source trial. The…

Methodology · Statistics 2025-06-06 Zehao Su , Helene C. W. Rytgaard , Henrik Ravn , Frank Eriksson

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

In a Gaussian graphical model, the conditional independence between two variables are characterized by the corresponding zero entries in the inverse covariance matrix. Maximum likelihood method using the smoothly clipped absolute deviation…

Methodology · Statistics 2009-09-07 Xin Gao , Daniel Q. Pu , Yuehua Wu , Hong Xu

Using state-level opioid overdose mortality data from 1999-2016, we simulated four time-varying treatment scenarios, which correspond to real-world policy dynamics (ramp up, ramp down, temporary and inconsistent). We then evaluated seven…

The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…

Applications · Statistics 2018-06-07 Sharif Mahmood

This paper contributes to the literature on treatment effects estimation with machine learning inspired methods by studying the performance of different estimators based on the Lasso. Building on recent work in the field of high-dimensional…

Econometrics · Economics 2018-05-15 Michael Zimmert