Related papers: Efficient Peer Effects Estimators with Group Effec…
Thul et al. (2020) called attention to problems that arise when chronometric experiments implementing specific factorial designs are analysed with the generalized additive mixed model (GAMM), using factor smooths to capture trial-to-trial…
In this paper, we study estimation of nonlinear models with cross sectional data using two-step generalized estimating equations (GEE) in the quasi-maximum likelihood estimation (QMLE) framework. In the interest of improving efficiency, we…
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time-points). A random response y is…
Peer effects, in which the behavior of an individual is affected by the behavior of their peers, are posited by multiple theories in the social sciences. Other processes can also produce behaviors that are correlated in networks and groups,…
Empirical risk minimization (ERM) is typically designed to perform well on the average loss, which can result in estimators that are sensitive to outliers, generalize poorly, or treat subgroups unfairly. While many methods aim to address…
In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…
Do expert-defined or diagnostically-labeled data groups align with clusters inferred through statistical modeling? If not, where do discrepancies between predefined labels and model-based groupings occur and why? In this work, we introduce…
We study identification of a structural group effect when the group indicator $G\in\{0,1\}$ is unobserved but the analyst observes a calibrated probability score $p\in[0,1]$ satisfying $\mathbb{E}[G|p,X]=p$. Under a constant-coefficient…
A number of methods have been proposed for causal effect estimation, yet few have demonstrated efficacy in handling data with complex structures, such as images. To fill this gap, we propose Causal Multi-task Deep Ensemble (CMDE), a novel…
Estimators that weight observed outcomes to form effect estimates have a long tradition. Their outcome weights are widely used in established procedures, such as checking covariate balance, characterizing target populations, or detecting…
Making causal inferences from observational studies can be challenging when confounders are missing not at random. In such cases, identifying causal effects is often not guaranteed. Motivated by a real example, we consider a…
The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…
We propose a quantile random-coefficient regression with interactive fixed effects to study the effects of group-level policies that are heterogeneous across individuals. Our approach is the first to use a latent factor structure to handle…
We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect…
We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…
We study the interactive effects (IE) model as an extension of the conventional additive effects (AE) model. For the AE model, the fixed effects estimator can be obtained by applying least squares to a regression that adds a linear…
Mixed-effects logistic regression is widely used for binary outcomes in hierarchical data, yet formal goodness-of-fit tests remain limited to random-intercept models and do not address sparse cluster settings. We extend a grouping-based…
This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are identified based on a linear recurrence structure of moments…
In the linear-in-means model, endogeneity arises naturally due to the reflection problem. A common solution is to use Instrumental Variables (IVs) based on higher-order network links, such as using friends-of-friends' characteristics. We…
We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…