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This study proposes a mathematical programming-based algorithm for the integrated selection of variable subsets and bandwidth estimation in geographically weighted regression, a local regression method that allows the kernel bandwidth and…

Methodology · Statistics 2025-03-24 Hyunwoo Lee , Young Woong Park

We study regression discontinuity designs with the use of additional covariates for estimation of the average treatment effect. We provide a detailed proof of asymptotic normality of the covariate-adjusted estimator under minimal…

Statistics Theory · Mathematics 2023-10-16 Patrick Kramer , Alexander Kreiß

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

Inferring causal individual treatment effect (ITE) from observational data is a challenging problem whose difficulty is exacerbated by the presence of treatment assignment bias. In this work, we propose a new way to estimate the ITE using…

Machine Learning · Computer Science 2021-03-16 Abhin Shah , Kartik Ahuja , Karthikeyan Shanmugam , Dennis Wei , Kush Varshney , Amit Dhurandhar

We consider experimentation in the presence of non-stationarity, inter-unit (spatial) interference, and carry-over effects (temporal interference), where we wish to estimate the global average treatment effect (GATE), the difference between…

Statistics Theory · Mathematics 2025-03-28 Su Jia , Nathan Kallus , Christina Lee Yu

Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…

Methodology · Statistics 2023-02-14 Wei Ma , Fuyi Tu , Hanzhong Liu

We study regression adjustment with general function class approximations for estimating the average treatment effect in the design-based setting. Standard regression adjustment involves bias due to sample re-use, and this bias leads to…

Methodology · Statistics 2023-11-17 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…

Methodology · Statistics 2026-05-29 Seok-Jin Kim , Kaizheng Wang

We consider the problem of partial identification, the estimation of bounds on the treatment effects from observational data. Although studied using discrete treatment variables or in specific causal graphs (e.g., instrumental variables),…

Machine Learning · Computer Science 2022-10-18 Vahid Balazadeh , Vasilis Syrgkanis , Rahul G. Krishnan

We study the estimation of the ATE in randomized controlled trials under a dynamically evolving interference structure. This setting arises in applications such as ride-sharing, where drivers move over time, and social networks, where…

Statistics Theory · Mathematics 2025-11-11 Su Jia , Peter Frazier , Nathan Kallus , Christina Lee Yu

A new method for estimating the conditional average treatment effect is proposed in the paper. It is called TNW-CATE (the Trainable Nadaraya-Watson regression for CATE) and based on the assumption that the number of controls is rather large…

Machine Learning · Computer Science 2022-07-20 Andrei V. Konstantinov , Stanislav R. Kirpichenko , Lev V. Utkin

Experimenters often collect baseline data to study heterogeneity. I propose the first valid confidence intervals for the VCATE, the treatment effect variance explained by observables. Conventional approaches yield incorrect coverage when…

Econometrics · Economics 2023-06-07 Alejandro Sanchez-Becerra

We consider the problem of designing a randomized experiment on a source population to estimate the Average Treatment Effect (ATE) on a target population. We propose a novel approach which explicitly considers the target when designing the…

Methodology · Statistics 2021-09-07 My Phan , David Arbour , Drew Dimmery , Anup B. Rao

We propose a matching method that recovers direct treatment effects from randomized experiments where units are connected in an observed network, and units that share edges can potentially influence each others' outcomes. Traditional…

Hypergraphs provide an effective abstraction for modeling multi-way group interactions among nodes, where each hyperedge can connect any number of nodes. Different from most existing studies which leverage statistical dependencies, we study…

Machine Learning · Computer Science 2022-07-12 Jing Ma , Mengting Wan , Longqi Yang , Jundong Li , Brent Hecht , Jaime Teevan

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

Econometrics · Economics 2025-06-25 Julius Owusu

Most clinical trials involve the comparison of a new treatment to a control arm (e.g., the standard of care) and the estimation of a treatment effect. External data, including historical clinical trial data and real-world observational…

Methodology · Statistics 2021-03-17 Tianjian Zhou , Yuan Ji

Unsupervised feature selection is an important method to reduce dimensions of high dimensional data without labels, which is benefit to avoid ``curse of dimensionality'' and improve the performance of subsequent machine learning tasks, like…

Machine Learning · Computer Science 2020-12-29 Yanyong Huang , Zongxin Shen , Fuxu Cai , Tianrui Li , Fengmao Lv