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Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

Methodology · Statistics 2020-09-28 Satyajit Ghosh , Zhiqiang Tan

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

Semi-parametric methods are often used for the estimation of intervention effects on correlated outcomes in cluster-randomized trials (CRTs). When outcomes are missing at random (MAR), Inverse Probability Weighted (IPW) methods…

Methodology · Statistics 2016-01-27 Melanie Prague , Rui Wang , Alisa Stephens , Eric Tchetgen Tchetgen , Victor DeGruttola

We propose a robust estimator for the tail index of Pareto-type distributions under random right-censoring, constructed within the minimum density power divergence (MDPD) framework and based on the Nelson--Aalen estimator of the cumulative…

Statistics Theory · Mathematics 2026-01-27 Nour Elhouda Guesmia , Abdelhakim Necir , Djamel Meraghni

Survival analysis is a widely known method for predicting the likelihood of an event over time. The challenge of dealing with censored samples still remains. Traditional methods, such as the Cox Proportional Hazards (CPH) model, hinge on…

Machine Learning · Computer Science 2025-01-10 Chanon Puttanawarut , Panu Looareesuwan , Romen Samuel Wabina , Prut Saowaprut

Background: The hazard ratio of the Cox proportional hazards model is widely used in randomized controlled trials to assess treatment effects. However, two properties of the hazard ratio including the non-collapsibility and built-in…

Methodology · Statistics 2024-01-17 Helen Bian , Menglan Pang , Guanbo Wang , Zihang Lu

Huntington disease (HD) is a neurodegenerative disease with progressively worsening symptoms. Accurately modeling time to HD diagnosis is essential for clinical trial design. Langbehn's model, the CAG-Age Product (CAP) model, the Prognostic…

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…

Methodology · Statistics 2022-09-05 Omidali Aghababaei Jazi

Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that…

Methodology · Statistics 2021-10-08 Ruth H. Keogh , Jon Michael Gran , Shaun R. Seaman , Gwyneth Davies , Stijn Vansteelandt

Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…

Methodology · Statistics 2025-10-10 Jinho Cha , Eunchan Cha

In the presence of sufficiently weak overlap, it is known that no regular root-n-consistent estimators exist and standard estimators may fail to be asymptotically normal. This paper shows that a thresholded version of the standard doubly…

Econometrics · Economics 2025-04-23 Jacob Dorn

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

Methodology · Statistics 2026-03-25 Jia-Han Shih , Simon M. S. Lo , Ralf A. Wilke

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

Methodology · Statistics 2021-11-29 Yukun Liu , Yan Fan

Interval censoring occurs when event times are only known to fall between scheduled assessments, a common design in clinical trials, epidemiology, and reliability studies. Standard right-censoring methods, such as Kaplan-Meier and Cox…

Methodology · Statistics 2025-09-04 J. T. Korley

Propensity score (PS) weighting methods are often used in non-randomized studies to adjust for confounding and assess treatment effects. The most popular among them, the inverse probability weighting (IPW), assigns weights that are…

Methodology · Statistics 2020-11-04 Yunji Zhou , Roland A. Matsouaka , Laine Thomas

In biomedical studies, estimating drug effects on chronic diseases requires a long follow-up period, which is difficult to meet in randomized clinical trials (RCTs). The use of a short-term surrogate to replace the long-term outcome for…

Methodology · Statistics 2023-06-27 Wenjie Hu , Xiaohua Zhou , Peng Wu

We study the problem of constructing an estimator of the average treatment effect (ATE) with observational data. The celebrated doubly-robust, augmented-IPW (AIPW) estimator generally requires consistent estimation of both nuisance…

Methodology · Statistics 2024-12-13 Matteo Bonvini , Edward H. Kennedy , Oliver Dukes , Sivaraman Balakrishnan

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

We study moment-based estimation with two sequentially collected variables subject to non-monotone missingness. The commonly used Missing at Random (MAR) assumption requiring all missingness mechanisms to depend on the same fully observed…

Econometrics · Economics 2026-05-29 Shenshen Yang