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Related papers: Doubly Robust Criterion for Causal Inference

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Unmeasured covariates constitute one of the important problems in causal inference. Even if there are some unmeasured covariates, some instrumental variable methods such as a two-stage residual inclusion (2SRI) estimator, or a…

Methodology · Statistics 2021-12-30 Shunichiro Orihara

Information of interest can often only be extracted from data by model fitting. When the functional form of such a model can not be deduced from first principles, one has to make a choice between different possible models. A common approach…

Methodology · Statistics 2022-06-22 Jens Thomas , Mathias Lipka

This paper proposes an information-based inference method for partially identified parameters in incomplete models that is valid both when the model is correctly specified and when it is misspecified. Key features of the method are: (i) it…

Econometrics · Economics 2026-02-25 Hiroaki Kaido , Francesca Molinari

Model selection in linear regression models is a major challenge when dealing with high-dimensional data where the number of available measurements (sample size) is much smaller than the dimension of the parameter space. Traditional methods…

Signal Processing · Electrical Eng. & Systems 2023-07-05 Prakash B. Gohain , Magnus Jansson

Propensity score matching has been a long-standing tradition for handling confounding in causal inference, however requiring stringent model assumptions. In this article, we propose double score matching(DSM) for general causal estimands…

Methodology · Statistics 2020-07-07 Shu Yang , Yunshu Zhang

We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…

Methodology · Statistics 2018-12-21 Peter Bühlmann

We emphasize that it is possible to improve the principle of unbiased risk estimation for model selection by addressing excess risk deviations in the design of penalization procedures. Indeed, we propose a modification of Akaike's…

Statistics Theory · Mathematics 2018-07-23 Adrien Saumard , Fabien Navarro

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

Recently, it has become common for applied works to combine commonly used survival analysis modeling methods, such as the multivariable Cox model and propensity score weighting, with the intention of forming a doubly robust estimator of an…

Methods for causal inference are well developed for binary and continuous exposures, but in many settings, the exposure has a substantial mass at zero-such exposures are called semi-continuous. We propose a general causal framework for such…

A popular model selection approach for generalized linear mixed-effects models is the Akaike information criterion, or AIC. Among others, \cite{vaida05} pointed out the distinction between the marginal and conditional inference depending on…

Methodology · Statistics 2008-10-14 Heng Lian

With the widespread application of causal inference, it is increasingly important to have tools which can test for the presence of causal effects in a diverse array of circumstances. In this vein we focus on the problem of testing for…

Machine Learning · Statistics 2023-11-08 Jake Fawkes , Robert Hu , Robin J. Evans , Dino Sejdinovic

The idea of covariate balance is at the core of causal inference. Inverse propensity weights play a central role because they are the unique set of weights that balance the covariate distributions of different treatment groups. We discuss…

Methodology · Statistics 2021-10-29 Eli Ben-Michael , Avi Feller , David A. Hirshberg , José R. Zubizarreta

The Akaike information criterion (AIC) is commonly used to select a logistic regression model for optimal prediction of a binary response by a specified family of models. It however lacks a convincing method of prescribing a proper family…

Methodology · Statistics 2018-04-10 Jiun-Wei Liou , Michelle Liou , Philip E. Cheng , Chin-Chiuan Lin

The Akaike information criterion (AIC) has been used as a statistical criterion to compare the appropriateness of different dark energy candidate models underlying a particular data set. Under suitable conditions, the AIC is an indirect…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-28 Ming Yang Jeremy Tan , Rahul Biswas

Robins et al. (2008) introduced a class of influence functions (IFs) which could be used to obtain doubly robust moment functions for the corresponding parameters. However, that class does not include the IF of parameters for which the…

Machine Learning · Statistics 2022-03-08 AmirEmad Ghassami , Andrew Ying , Ilya Shpitser , Eric Tchetgen Tchetgen

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Bee Leng Lee , Jason P. Fine

Cox proportional hazard regression model is a popular tool to analyze the relationship between a censored lifetime variable with other relevant factors. The semi-parametric Cox model is widely used to study different types of data arising…

Methodology · Statistics 2018-10-09 Abhik Ghosh , Ayanendranath Basu

We establish a general framework for statistical inferences with non-probability survey samples when relevant auxiliary information is available from a probability survey sample. We develop a rigorous procedure for estimating the propensity…

Methodology · Statistics 2018-05-17 Yilin Chen , Pengfei Li , Changbao Wu

Estimation of causal parameters from observational data requires complete confounder adjustment, as well as positivity of the propensity score for each treatment arm. There is often a trade-off between these two assumptions: confounding…

Methodology · Statistics 2019-03-01 Iván Díaz