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Ordinary least squares (OLS) estimators are widely used in network experiments to estimate spillover effects. We study the causal interpretation of, and inference for the OLS estimator under both design-based uncertainty from random…

Econometrics · Economics 2025-09-09 Kensuke Sakamoto , Yuya Shimizu

Two commonly used methods for improving precision and power in clinical trials are stratified randomization and covariate adjustment. However, many trials do not fully capitalize on the combined precision gains from these two methods, which…

Causal inference methods are widely applied in various decision-making domains such as precision medicine, optimal policy and economics. Central to these applications is the treatment effect estimation of intervention strategies. Current…

Artificial Intelligence · Computer Science 2021-05-28 Tri Dung Duong , Qian Li , Guandong Xu

Randomized experiments can provide unbiased estimates of sample average treatment effects. However, estimates of population treatment effects can be biased when the experimental sample and the target population differ. In this case, the…

Methodology · Statistics 2022-11-10 Wenqi Shi , Xi Lin

Transported mediation effects may contribute to understanding how and why interventions may work differently when applied to new populations. However, we are not aware of any estimators for such effects. Thus, we propose several different…

Methodology · Statistics 2020-06-16 Kara E Rudolph , Jonathan Levy , Mark J van der Laan

When interested in a time-to-event outcome, competing events that prevent the occurrence of the event of interest may be present. In the presence of competing events, various statistical estimands have been suggested for defining the causal…

Methodology · Statistics 2021-09-09 Elisavet Syriopoulou , Sarwar I Mozumder , Mark J Rutherford , Paul C Lambert

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

Many interventions are both beneficial to initiate and harmful to stop. Traditionally, to determine whether to deploy that intervention in a time-limited way depends on if, on average, the increase in the benefits of starting it outweigh…

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

Statistics Theory · Mathematics 2008-06-19 Judith J. Lok

N-of-1 experiments, where a unit serves as its own control and treatment in different time windows, have been used in certain medical contexts for decades. However, due to effects that accumulate over long time windows and interventions…

Methodology · Statistics 2025-02-25 Tengyuan Liang , Benjamin Recht

Researchers increasingly leverage movement across multiple treatments to estimate causal effects. While these "mover regressions" are often motivated by a linear constant-effects model, it is not clear what they capture under weaker…

Econometrics · Economics 2018-04-19 Peter Hull

To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…

Methodology · Statistics 2025-10-28 Zikai Li

Shrinkage methods are frequently used to improve the precision of least squares estimators of fixed effects. However, widely used shrinkage estimators guarantee improved precision only under strong distributional assumptions. I develop an…

Econometrics · Economics 2025-09-09 Soonwoo Kwon

This article introduces an iterative distributed computing estimator for the multinomial logistic regression model with large choice sets. Compared to the maximum likelihood estimator, the proposed iterative distributed estimator achieves…

Econometrics · Economics 2024-12-03 Yanqin Fan , Yigit Okar , Xuetao Shi

Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…

Methodology · Statistics 2023-09-13 Cole Manschot , Emily C. Hector

In many scenarios, such as the evaluation of place-based policies, potential outcomes are not only dependent upon the unit's own treatment but also its neighbors' treatment. Despite this, "difference-in-differences" (DID) type estimators…

Econometrics · Economics 2025-01-30 Ruonan Xu

Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…

Econometrics · Economics 2023-06-13 Kyle Butts

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…

Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…

Machine Learning · Computer Science 2020-08-13 Maggie Makar , Fredrik D. Johansson , John Guttag , David Sontag

The target trial framework enables causal inference from longitudinal observational data by emulating randomized trials initiated at multiple time points. Precision is often improved by pooling information across trials, with standard…

Methodology · Statistics 2026-01-08 Edoardo Efrem Gervasoni , Liesbet De Bus , Stijn Vansteelandt , Oliver Dukes
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