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In this paper, I try to tame "Basu's elephants" (data with extreme selection on observables). I propose new practical large-sample and finite-sample methods for estimating and inferring heterogeneous causal effects (under unconfoundedness)…

Econometrics · Economics 2023-01-20 Ganesh Karapakula

Given the limitations of using the Cox hazard ratio to summarize the magnitude of the treatment effect, alternative measures that do not have these limitations are gaining attention. One of the recently proposed alternative methods uses the…

Methodology · Statistics 2024-04-02 Zihan Qian , Lu Tian , Miki Horiguchi , Hajime Uno

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedasticity. Traditional causal inference often focuses on…

Machine Learning · Statistics 2025-11-24 Masahiro Tanaka

A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…

Methodology · Statistics 2021-07-01 Giovanni Saraceno , Claudio Agostinelli , Luca Greco

Joint misclassification of exposure and outcome variables can lead to considerable bias in epidemiological studies of causal exposure-outcome effects. In this paper, we present a new maximum likelihood based estimator for the marginal…

Methodology · Statistics 2019-01-16 Bas B. L. Penning de Vries , Maarten van Smeden , Rolf H. H. Groenwold

Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an…

Methodology · Statistics 2024-10-14 Lee Kennedy-Shaffer

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

Machine Learning · Computer Science 2022-05-04 Vincent Mai , Kaustubh Mani , Liam Paull

Estimating heritability remains a significant challenge in statistical genetics. Diverse approaches have emerged over the years that are broadly categorized as either random effects or fixed effects heritability methods. In this work, we…

Methodology · Statistics 2024-06-18 Yanke Song , Xihong Lin , Pragya Sur

Logistic regression is a standard method in multivariate analysis for binary outcome data in epidemiological and clinical studies; however, the resultant odds-ratio estimates fail to provide directly interpretable effect measures. The…

Methodology · Statistics 2024-11-26 Takahiro Kitano , Hisashi Noma

We develop a maximum likelihood estimating approach for time-to-event Weibull regression models with outcome-dependent sampling, where sampling of subjects is dependent on the residual fraction of the time left to developing the event of…

Applications · Statistics 2014-08-01 Brian D. M. Tom , Vernon T. Farewell , Sheila M. Bird

Accurate power and sample size (PSS) calculations are essential for designing studies that use quasi-likelihood (QL) models, which extend generalized linear models (GLMs) to settings where the full distribution of the outcome is not…

Methodology · Statistics 2026-03-03 Shijie Yuan , Amy Cochran , Paul Rathouz

Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient…

Methodology · Statistics 2019-12-16 Colin Griesbach , Andreas Groll , Elisabeth Waldmann

We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…

Machine Learning · Statistics 2015-11-24 Yang Ning , Tianqi Zhao , Han Liu

Prediction intervals are commonly used in meta-analysis with random-effects models. One widely used method, the Higgins-Thompson-Spiegelhalter prediction interval, replaces the heterogeneity parameter with its point estimate, but its…

Methodology · Statistics 2025-11-14 Kengo Nagashima , Hisashi Noma , Toshi A. Furukawa

Delayed treatment effects on time-to-event outcomes have often been observed in randomized controlled studies of cancer immunotherapies. In the case of delayed onset of treatment effect, the conventional test/estimation approach using the…

Methodology · Statistics 2024-03-19 Miki Horiguchi , Lu Tian , Kenneth L. Kehl , Hajime Uno

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

The two-level normal hierarchical model has played an important role in statistical theory and applications. In this paper, we first introduce a general adjusted maximum likelihood method for estimating the unknown variance component of the…

Methodology · Statistics 2019-01-25 Masayo Y. Hirose , Partha Lahiri

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan
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