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Sufficient dimension reduction (SDR) is a popular class of regression methods which aim to find a small number of linear combinations of covariates that capture all the information of the responses i.e., a central subspace. The majority of…

Methodology · Statistics 2024-10-15 Linh H. Nghiem , F. K. C. Hui

Construction of just-in-time adaptive interventions, such as prompts delivered by mobile apps to promote and maintain behavioral change, requires knowledge about time-varying moderated effects to inform when and how we deliver intervention…

Methodology · Statistics 2022-12-06 Jieru Shi , Zhenke Wu , Walter Dempsey

Methods for extending -- generalizing or transporting -- inferences from a randomized trial to a target population involve conditioning on a large set of covariates that is sufficient for rendering the randomized and non-randomized groups…

Methodology · Statistics 2021-10-04 Sarah E Robertson , Jon A Steingrimsson , Issa J Dahabreh

Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

Econometrics · Economics 2021-07-16 Michela Bia , Martin Huber , Lukáš Lafférs

Public health researchers often estimate health effects of exposures (e.g., pollution, diet, lifestyle) that cannot be directly measured for study subjects. A common strategy in environmental epidemiology is to use a first-stage (exposure)…

Methodology · Statistics 2014-06-03 Adam A. Szpiro , Christopher J. Paciorek

To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…

Methodology · Statistics 2018-11-05 Tobias Niebuhr , Mathias Trabs

This paper focuses on the estimation of distributional treatment effects in randomized experiments that use covariate-adaptive randomization (CAR). These include designs such as Efron's biased-coin design and stratified block randomization,…

Econometrics · Economics 2025-06-09 Undral Byambadalai , Tomu Hirata , Tatsushi Oka , Shota Yasui

Empirical research in economics often examines the behavior of agents located in a geographic space. In such cases, statistical inference is complicated by the interdependence of economic outcomes across locations. A common approach to…

Econometrics · Economics 2025-04-21 Stefano DellaVigna , Guido Imbens , Woojin Kim , David M. Ritzwoller

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…

Methodology · Statistics 2023-02-03 Mohammad W. Hattab , David Ruppert

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Econometrics · Economics 2026-05-25 Bruno Fava

Conventional statistical wisdom established a well-understood relationship between model complexity and prediction error, typically presented as a U-shaped curve reflecting a transition between under- and overfitting regimes. However,…

Machine Learning · Statistics 2023-10-31 Alicia Curth , Alan Jeffares , Mihaela van der Schaar

Confounding and exposure measurement error can introduce bias when drawing inference about the marginal effect of an exposure on an outcome of interest. While there are broad methodologies for addressing each source of bias individually,…

Methodology · Statistics 2025-01-29 Brian D. Richardson , Bryan S. Blette , Peter B. Gilbert , Michael G. Hudgens

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

Econometrics · Economics 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

A key challenge in environmental health research is unmeasured spatial confounding, driven by unobserved spatially structured variables that influence both treatment and outcome. A common approach is to fit a spatial regression that models…

Methodology · Statistics 2025-12-23 Sophie M. Woodward , Francesca Dominici , Jose R. Zubizarreta

In observational studies, balancing covariates in different treatment groups is essential to estimate treatment effects. One of the most commonly used methods for such purposes is weighting. The performance of this class of methods usually…

Methodology · Statistics 2021-07-07 Ruoqi Yu , Shulei Wang

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

Methodology · Statistics 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma