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The widespread adoption of randomized controlled trials (A/B Tests) for decision-making has introduced a pervasive "Winner's Curse": experiments selected for launch often exhibit upwardly biased effect estimates and invalid confidence…

Methodology · Statistics 2026-03-16 Richard Mudd , Abbas Zaidi , Rina Friedberg , Ilya Gorbachev , Anchal Choubey , Houssam Nassif

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

Multivariable Mendelian Randomization (MVMR) estimates the direct causal effects of multiple risk factors on an outcome using genetic variants as instruments. The growing availability of summary-level genetic data has created opportunities…

Methodology · Statistics 2025-11-18 Yinxiang Wu , Neil M. Davies , Ting Ye

When estimating causal effects from observational data with numerous covariates, employing penalized covariate selection can improve the estimation efficiency. Outcome-oriented covariate selection, which involves selecting covariates…

Methodology · Statistics 2025-01-14 Wataru Hongo , Shuji Ando , Jun Tsuchida , Takashi Sozu

Generalized linear models, such as logistic regression, are widely used to model the association between a treatment and a binary outcome as a function of baseline covariates. However, the coefficients of a logistic regression model…

Methodology · Statistics 2022-01-04 Jiaqi Yin , Sonia Markes , Thomas S. Richardson , Linbo Wang

In randomized trials, repeated measures of the outcome are routinely collected. The mixed model for repeated measures (MMRM) leverages the information from these repeated outcome measures, and is often used for the primary analysis to…

Methodology · Statistics 2023-07-20 Bingkai Wang , Yu Du

This paper develops new methods for causal inference in observational studies on a single large network of interconnected units, addressing two key challenges: long-range dependence among units and the presence of general interference. We…

Methodology · Statistics 2025-11-24 Jizhou Liu , Dake Zhang , Eric J. Tchetgen Tchetgen

Weighted likelihood, in which one solves Horvitz-Thompson or inverse probability weighted (IPW) versions of the likelihood equations, offers a simple and robust method for fitting models to two phase stratified samples. We consider…

Statistics Theory · Mathematics 2007-06-13 Norman E. Breslow , Jon A. Wellner

We present new insights into causal inference in the context of Heterogeneous Treatment Effects by proposing natural variants of Random Forests to estimate the key conditional distributions. To achieve this, we recast Breiman's original…

Machine Learning · Statistics 2021-02-16 Qiming Du , Gérard Biau , François Petit , Raphaël Porcher

This paper studies the problem of data collection for policy evaluation in Markov decision processes (MDPs). In policy evaluation, we are given a target policy and asked to estimate the expected cumulative reward it will obtain in an…

Machine Learning · Computer Science 2022-06-22 Subhojyoti Mukherjee , Josiah P. Hanna , Robert Nowak

We derive the closed-form restricted maximum likelihood (REML) estimator and Kenward-Roger's variance estimator for fixed effects in the mixed effects model for repeated measures (MMRM) when the missing data pattern is monotone. As an…

Methodology · Statistics 2017-06-06 Yongqiang Tang

Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…

Methodology · Statistics 2025-10-17 Mei Dong , Lin Liu , Dingke Tang , Geoffrey Liu , Wei Xu , Linbo Wang

Combined inference for heterogeneous high-dimensional data is critical in modern biology, where clinical and various kinds of molecular data may be available from a single study. Classical genetic association studies regress a single…

Applications · Statistics 2017-03-22 Hélène Ruffieux , Anthony C. Davison , Jörg Hager , Irina Irincheeva

Randomized experiments are a crucial tool for causal inference in many different fields. Rerandomization addresses any covariate imbalance in such experiments by resampling treatment assignments until certain balance criteria are satisfied.…

Methodology · Statistics 2025-05-27 Jiuyao Lu , Daogao Liu , Zhanran Lin , Xiaomeng Wang

For high-dimensional linear regression models, we review and compare several estimators of variances $\tau^2$ and $\sigma^2$ of the random slopes and errors, respectively. These variances relate directly to ridge regression penalty…

Computation · Statistics 2019-02-08 Jurre R. Veerman , Gwenael G. R. Leday , Mark A. van de Wiel

Mendelian randomization (MR) is a natural experimental design based on the random transmission of genes from parents to offspring. However, this inferential basis is typically only implicit or used as an informal justification. As…

Methodology · Statistics 2023-04-19 Matthew J Tudball , George Davey Smith , Qingyuan Zhao

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have…

Artificial Intelligence · Computer Science 2024-02-01 Katherine A. Keith , Sergey Feldman , David Jurgens , Jonathan Bragg , Rohit Bhattacharya

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

One central goal of design of observational studies is to embed non-experimental data into an approximate randomized controlled trial using statistical matching. Despite empirical researchers' best intention and effort to create…

Methodology · Statistics 2022-06-22 Kan Chen , Siyu Heng , Qi Long , Bo Zhang