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This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates. In order to estimate…

Statistics Theory · Mathematics 2009-08-24 Ursula U. Müller

The receiver operating characteristic (ROC) curve is the most popular tool used to evaluate the discriminatory capability of diagnostic tests/biomarkers measured on a continuous scale when distinguishing between two alternative disease…

Methodology · Statistics 2021-03-22 Maria Xose Rodriguez-Alvarez , Vanda Inacio

We present methods for estimating loss-based measures of the performance of a prediction model in a target population that differs from the source population in which the model was developed, in settings where outcome and covariate data are…

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

We derive an unbiased estimator for expectations over discrete random variables based on sampling without replacement, which reduces variance as it avoids duplicate samples. We show that our estimator can be derived as the…

Machine Learning · Computer Science 2020-02-17 Wouter Kool , Herke van Hoof , Max Welling

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to…

Machine Learning · Statistics 2020-06-11 Masatoshi Uehara , Takeru Matsuda , Jae Kwang Kim

Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT is substantially different from the target population.…

Methodology · Statistics 2023-01-11 Bénédicte Colnet , Julie Josse , Erwan Scornet , Gaël Varoquaux

When analyzing data from randomized clinical trials, covariate adjustment can be used to account for chance imbalance in baseline covariates and to increase precision of the treatment effect estimate. A practical barrier to covariate…

Methodology · Statistics 2023-07-04 Chia-Rui Chang , Yue Song , Fan Li , Rui Wang

This paper introduces tools for assessing the sensitivity, to unobserved confounding, of a common estimator of the causal effect of a treatment on an outcome that employs weights: the weighted linear regression of the outcome on the…

Methodology · Statistics 2025-08-06 Leonard Wainstein , Chad Hazlett

The identification of biomarkers with high predictive accuracy is a crucial task in medical research, as it can aid clinicians in making early decisions, thereby reducing morbidity and mortality in high-risk populations. Time-dependent…

Methodology · Statistics 2025-10-22 María Xosé Rodríguez-Álvarez , Vanda Inácio

Receiver Operating Characteristic (ROC) curves have recently been used to evaluate the performance of models for spatial presence-absence or presence-only data. Applications include species distribution modelling and mineral prospectivity…

Methodology · Statistics 2025-06-05 Adrian Baddeley , Ege Rubak , Suman Rakshit , Gopalan Nair

We analyze the statistical properties of nonparametric regression estimators using covariates which are not directly observable, but have be estimated from data in a preliminary step. These so-called generated covariates appear in numerous…

Statistics Theory · Mathematics 2012-07-25 Enno Mammen , Christoph Rothe , Melanie Schienle

Various indicators and measures of the real life procedures rise up as functionals of the quantile process of a parent random variable Z. However, Z can be observed only through a response in a linear model whose covariates are not under…

Methodology · Statistics 2024-04-04 Jana Jurečková , Jan Picek , Jan Kalina

Nonparametric estimators of a regression function with circular response and Rd-valued predictor are considered in this work. Local polynomial type estimators are proposed and studied. Expressions for their asymptotic biases and variances…

Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

Applications · Statistics 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel

Prior to clinical applications, it is critical that risk prediction models are evaluated in independent studies that did not contribute to model development. While prospective cohort studies provide a natural setting for model validation,…

Methodology · Statistics 2017-10-13 Parichoy Pal Choudhury , Anil K. Chaturvedi , Nilanjan Chatterjee

We propose a new class of estimators of the multivariate response linear regression coefficient matrix that exploits the assumption that the response and predictors have a joint multivariate Normal distribution. This allows us to indirectly…

Methodology · Statistics 2015-07-17 Aaron J. Molstad , Adam J. Rothman

Incomplete covariate vectors are known to be problematic for estimation and inferences on model parameters, but their impact on prediction performance is less understood. We develop an imputation-free method that builds on a random…

Methodology · Statistics 2024-05-31 Matthew J. Heiner , Garritt L. Page , Fernando Andrés Quintana

We provide a comprehensive theory of conducting in-sample statistical inference about receiver operating characteristic (ROC) curves that are based on predicted values from a first stage model with estimated parameters (such as a logit…

Econometrics · Economics 2021-12-06 Yu-Chin Hsu , Robert P. Lieli
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