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Mean-based estimators of causal effects in randomized experiments may behave poorly if the potential outcomes have a heavy tail or contain outliers. An alternative estimator proposed by Rosenbaum (1993) estimates a constant additive…

Methodology · Statistics 2026-02-09 Aditya Ghosh , Nabarun Deb , Bikram Karmakar , Bodhisattva Sen

Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making process itself can inadvertently introduce non-negligible…

Methodology · Statistics 2024-08-08 Yann McLatchie , Aki Vehtari

We develop a design-based framework for causal inference that accommodates random potential outcomes without introducing outcome models, thereby extending the classical Neyman--Rubin paradigm in which outcomes are treated as fixed. By…

Methodology · Statistics 2026-01-14 Yukai Yang

Randomized experiments are the preferred approach for evaluating the effects of interventions, but they are costly and often yield estimates with substantial uncertainty. On the other hand, in silico experiments leveraging foundation models…

Panel data consists of a collection of $N$ units that are observed over $T$ units of time. A policy or treatment is subject to staggered adoption if different units take on treatment at different times and remains treated (or never at all).…

Methodology · Statistics 2025-08-14 Eric Xia , Yuling Yan , Martin J. Wainwright

Case-control designs are an important tool in contrasting the effects of well-defined treatments. In this paper, we reconsider classical concepts, assumptions and principles and explore when the results of case-control studies can be…

Methodology · Statistics 2021-05-06 Bas B. L. Penning de Vries , Rolf H. H. Groenwold

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong

Network interference occurs when a unit's outcome depends not only on its own treatment but also on the treatments received by connected units in the network. Experimental designs and analysis methods that ignore such interference can yield…

Methodology · Statistics 2026-05-04 Xiao Liu , Feifang Hu , Jingfei Zhang

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

Interference is ubiquitous when conducting causal experiments over networks. Except for certain network structures, causal inference on the network in the presence of interference is difficult due to the entanglement between the treatment…

Methodology · Statistics 2023-12-08 Chencheng Cai , Xu Zhang , Edoardo M. Airoldi

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

Triple difference-in-differences designs are widely used to estimate causal effects in empirical work. Surveying the literature, we find that most applications include controls. We show that this standard practice is generally biased for…

Econometrics · Economics 2025-06-13 Dor Leventer

Reinforcement learning can learn amortised design policies for designing sequences of experiments. However, current amortised methods rely on estimators of expected information gain (EIG) that require an exponential number of samples on the…

Machine Learning · Computer Science 2024-02-06 Tom Blau , Iadine Chades , Amir Dezfouli , Daniel Steinberg , Edwin V. Bonilla

In prevalent cohort studies where subjects are recruited at a cross-section, the time to an event may be subject to length-biased sampling, with the observed data being either the forward recurrence time, or the backward recurrence time, or…

Statistics Theory · Mathematics 2019-04-05 Pourab Roy , Jason P. Fine , Michael R. Kosorok

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

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

Methodology · Statistics 2025-08-26 Ye Wang , Michael Jetsupphasuk

Stacking regressions is an ensemble technique that forms linear combinations of different regression estimators to enhance predictive accuracy. The conventional approach uses cross-validation data to generate predictions from the…

Machine Learning · Statistics 2024-10-10 Xin Chen , Jason M. Klusowski , Yan Shuo Tan

We consider a potential outcomes model in which interference may be present between any two units but the extent of interference diminishes with spatial distance. The causal estimand is the global average treatment effect, which compares…

Methodology · Statistics 2022-09-16 Michael P. Leung

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

Methodology · Statistics 2022-05-12 Chan Park , Hyunseung Kang