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Eliminating the effect of confounding in observational studies typically involves fitting a model for an outcome adjusted for covariates. When, as often, these covariates are high-dimensional, this necessitates the use of sparse estimators…

Methodology · Statistics 2019-03-26 Oliver Dukes , Stijn Vansteelandt

Inequalities may appear in many models. They can be as simple as assuming a parameter is nonnegative, possibly a regression coefficient or a treatment effect. This paper focuses on the case that there is only one inequality and proposes a…

Econometrics · Economics 2024-09-17 Gregory Fletcher Cox

We consider inference in regression discontinuity designs when the running variable only takes a moderate number of distinct values. In particular, we study the common practice of using confidence intervals (CIs) based on standard errors…

Applications · Statistics 2018-07-26 Michal Kolesár , Christoph Rothe

Constructing nonasymptotic confidence intervals (CIs) for the mean of a univariate distribution from independent and identically distributed (i.i.d.) observations is a fundamental task in statistics. For bounded observations, a classical…

Statistics Theory · Mathematics 2023-11-28 Shubhanshu Shekhar , Aaditya Ramdas

Significant treatment effects are often emphasized when interpreting and summarizing empirical findings in studies that estimate multiple, possibly many, treatment effects. Under this kind of selective reporting, conventional treatment…

Econometrics · Economics 2025-12-11 Andreas Dzemski , Ryo Okui , Wenjie Wang

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

This paper studies the power properties of confidence intervals (CIs) for a partially-identified parameter of interest with an interval identified set. We assume the researcher has bounds estimators to construct the CIs proposed by Stoye…

Econometrics · Economics 2024-10-23 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

Sequential trial emulation (STE) is an approach to estimating causal treatment effects by emulating a sequence of target trials from observational data. In STE, inverse probability weighting is commonly utilised to address time-varying…

Methodology · Statistics 2025-07-10 Juliette M. Limozin , Shaun R. Seaman , Li Su

An important strategy for identifying principal causal effects, which are often used in settings with noncompliance, is to invoke the principal ignorability (PI) assumption. As PI is untestable, it is important to gauge how sensitive effect…

We consider the problem of constructing confidence intervals (CIs) for a linear functional of a regression function, such as its value at a point, the regression discontinuity parameter, or a regression coefficient in a linear or partly…

Statistics Theory · Mathematics 2018-04-03 Timothy B. Armstrong , Michal Kolesár

Meta-analysis is an important statistical technique for synthesizing the results of multiple studies regarding the same or closely related research question. So-called meta-regression extends meta-analysis models by accounting for…

Methodology · Statistics 2023-02-22 Thilo Welz , Eric S. Knop , Tim Friede , Markus Pauly

Conventional cluster-robust inference can be invalid when data contain clusters of unignorably large size. We formalize this issue by deriving a necessary and sufficient condition for its validity, and show that this condition is frequently…

Econometrics · Economics 2025-10-07 Harold D. Chiang , Yuya Sasaki , Yulong Wang

The problem of evaluating the effectiveness of a treatment or policy commonly appears in causal inference applications under network interference. In this paper, we suggest the new method of high-dimensional network causal inference (HNCI)…

Machine Learning · Statistics 2024-12-25 Wenqin Du , Rundong Ding , Yingying Fan , Jinchi Lv

Deep neural networks (DNNs) are highly susceptible to adversarial samples, raising concerns about their reliability in safety-critical tasks. Currently, methods of evaluating adversarial robustness are primarily categorized into…

Machine Learning · Computer Science 2025-05-27 Jialei Song , Xingquan Zuo , Feiyang Wang , Hai Huang , Tianle Zhang

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

Doubly robust estimators (DRE) are widely used in causal inference because they yield consistent estimators of average causal effect when at least one of the nuisance models, the propensity for treatment (exposure) or the outcome…

Methodology · Statistics 2025-11-25 Hao Wu , Lucy Shao , Toni Gui , Tsungchin Wu , Zhuochao Huang , Shengjia Tu , Xin Tu , Jinyuan Liu , Tuo Lin

Missing data is unavoidable in longitudinal clinical trials, and outcomes are not always normally distributed. In the presence of outliers or heavy-tailed distributions, the conventional multiple imputation with the mixed model with…

Methodology · Statistics 2022-03-22 Siyi Liu , Yilong Zhang , Gregory T Golm , Guanghan , Liu , Shu Yang

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

In many statistical problems, several estimators are usually available for interval estimation of a parameter of interest, and hence, the selection of an appropriate estimator is important. The criterion for a good estimator is to have a…

Methodology · Statistics 2018-10-10 Richard Minkah , Tertius de Wet

The robust Wald confidence interval (CI) for the Cox model is commonly used when the model may be misspecified or when weights are applied. However it can perform poorly when there are few events in one or both treatment groups, as may…

Methodology · Statistics 2025-08-19 Yongwu Shao , Xu Guo