Related papers: Extreme Changes in Changes
The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…
Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…
The incremental cost-effectiveness ratio (ICER) and incremental net benefit (INB) are widely used for cost-effectiveness analysis. We develop methods for estimation and inference for the ICER and INB which use the semiparametric stratified…
In adaptive clinical trials, the conventional end-of-trial point estimate of a treatment effect is prone to bias, that is, a systematic tendency to deviate from its true value. As stated in recent FDA guidance on adaptive designs, it is…
We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…
In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional forecast evaluation methods to subsets of extreme observations…
Estimation of the average treatment effect (ATE) is a central problem in causal inference. In recent times, inference for the ATE in the presence of high-dimensional covariates has been extensively studied. Among the diverse approaches that…
Synthetic control (SC) methods are commonly used to estimate the treatment effect on a single treated unit in panel data settings. An SC is a weighted average of control units built to match the treated unit, with weights typically…
This paper presents a novel semiparametric method to study the effects of extreme events on binary outcomes and subsequently forecast future outcomes. Our approach, based on Bayes' theorem and regularly varying (RV) functions, facilitates a…
We introduce a new formulation of structural causal models for extremes, called the extremal structural causal model (eSCM). Unlike conventional structural causal models, where randomness is governed by a probability distribution, eSCMs use…
Weighting methods are used in observational studies to adjust for covariate imbalances between treatment and control groups. Entropy balancing (EB) is an alternative to inverse probability weighting with an estimated propensity score. The…
This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…
When estimating the treatment effect in an observational study, we use a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and…
Randomized controlled trials (RCTs) often suffer from limited inferential efficiency in estimating treatment effects due to their small sample sizes. In recent years, incorporating external controls (ECs) has gained increasing attention as…
Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…
In several different fields, there is interest in analyzing the upper or lower tail quantile of the underlying distribution rather than mean or center quantile. However, the investigation of the tail quantile is difficult because of data…
Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…
Bandit algorithms are increasingly used in real-world sequential decision-making problems. Associated with this is an increased desire to be able to use the resulting datasets to answer scientific questions like: Did one type of ad lead to…
Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…
Estimating the causal effect of a treatment or exposure for a subpopulation is of great interest in many biomedical and economical studies. Expected shortfall, also referred to as the super-quantile, is an attractive effect-size measure…