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Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

Methodology · Statistics 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

Introduction. There is currently no guidance on how to assess the calibration of multistate models used for risk prediction. We introduce several techniques that can be used to produce calibration plots for the transition probabilities of a…

Background: Inverse probability of treatment weighting (IPTW) is used for confounding adjustment in observational studies. Newer weighting methods include energy balancing (EB), kernel optimal matching (KOM), and tailored-loss covariate…

Methodology · Statistics 2026-01-15 Etienne Peyrot , Raphaël Porcher , Francois Petit

In observational studies, covariates with substantial missing data are often omitted, despite their strong predictive capabilities. These excluded covariates are generally believed not to simultaneously affect both treatment and outcome,…

Methodology · Statistics 2024-02-23 Shanshan Luo , Mengchen Shi , Wei Li , Xueli Wang , Zhi Geng

Causal inference, or counterfactual prediction, is central to decision making in healthcare, policy and social sciences. To de-bias causal estimators with high-dimensional data in observational studies, recent advances suggest the…

Machine Learning · Statistics 2020-10-20 Shuxi Zeng , Serge Assaad , Chenyang Tao , Shounak Datta , Lawrence Carin , Fan Li

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski

Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been…

Statistics Theory · Mathematics 2023-08-04 Jacob Dorn , Kevin Guo

Standard approaches to causal inference, such as Outcome Regression and Inverse Probability Weighted Regression Adjustment (IPWRA), are typically derived through the lens of missing data imputation and identification theory. In this work,…

Machine Learning · Statistics 2025-12-23 Ashley Zhang

In randomized clinical trials, adjusting for baseline covariates can improve credibility and efficiency for demonstrating and quantifying treatment effects. This article studies the augmented inverse propensity weighted (AIPW) estimator,…

Methodology · Statistics 2024-03-27 Marlena S. Bannick , Jun Shao , Jingyi Liu , Yu Du , Yanyao Yi , Ting Ye

A sample covariance matrix $\boldsymbol{S}$ of completely observed data is the key statistic in a large variety of multivariate statistical procedures, such as structured covariance/precision matrix estimation, principal component analysis,…

Methodology · Statistics 2021-04-20 Seongoh Park , Xinlei Wang , Johan Lim

In this work, we are interested in studying the causal effect of an endogenous binary treatment on a dependently censored duration outcome. By dependent censoring, it is meant that the duration time ($T$) and right censoring time ($C$) are…

Econometrics · Economics 2025-04-04 Gilles Crommen , Jad Beyhum , Ingrid Van Keilegom

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…

Methodology · Statistics 2018-01-11 Joseph Antonelli , Matthew Cefalu , Nathan Palmer , Denis Agniel

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Machine Learning · Computer Science 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

In precision medicine, one of the most important problems is estimating the optimal individualized treatment rules (ITR), which typically involves recommending treatment decisions based on fully observed individual characteristics of…

Methodology · Statistics 2025-10-15 Yue Zhang , Shanshan Luo , Zhi Geng , Yangbo He

This work aims at solving the problems with intractable sparsity-inducing norms that are often encountered in various machine learning tasks, such as multi-task learning, subspace clustering, feature selection, robust principal component…

Machine Learning · Computer Science 2019-07-03 Feiping Nie , Zhanxuan Hu , Xiaoqian Wang , Rong Wang , Xuelong Li , Heng Huang

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

In this article, we consider statistical inference based on dependent competing risks data from Marshall-Olkin bivariate Weibull distribution. The maximum likelihood estimates of the unknown model parameters have been computed by using the…

Methodology · Statistics 2023-04-20 Subhankar Dutta , Suchandan Kayal

Matrix factor model is drawing growing attention for simultaneous two-way dimension reduction of well-structured matrix-valued observations. This paper focuses on robust statistical inference for matrix factor model in the ``diverging…

Methodology · Statistics 2023-06-07 Yong He , Xin-Bing Kong , Dong Liu , Ran Zhao

The inverse probability (IPW) and doubly robust (DR) estimators are often used to estimate the average causal effect (ATE), but are vulnerable to outliers. The IPW/DR median can be used for outlier-resistant estimation of the ATE, but the…

Methodology · Statistics 2024-09-16 Kazuharu Harada , Hironori Fujisawa
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