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We study a linear high-dimensional regression model in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no response $Y$. We do not make any sparsity assumptions on the vector of…

Statistics Theory · Mathematics 2021-09-03 Ilan Livne , David Azriel , Yair Goldberg

Multivariate regression techniques are commonly applied to explore the associations between large numbers of outcomes and predictors. In real-world applications, the outcomes are often of mixed types, including continuous measurements,…

Methodology · Statistics 2020-10-19 Aditya Mishra , Dipak K. Dey , Yong Chen , Kun Chen

This paper considers the problem of variable selection allowing for parameter instability. It distinguishes between signal and pseudo-signal variables that are correlated with the target variable, and noise variables that are not, and…

Econometrics · Economics 2024-07-17 Alexander Chudik , M. Hashem Pesaran , Mahrad Sharifvaghefi

Quantifying uncertainty in detected changepoints is an important problem. However it is challenging as the naive approach would use the data twice, first to detect the changes, and then to test them. This will bias the test, and can lead to…

Methodology · Statistics 2026-05-11 Rachel Carrington , Paul Fearnhead

We propose a procedure which combines hierarchical clustering with a test of overidentifying restrictions for selecting valid instrumental variables (IV) from a large set of IVs. Some of these IVs may be invalid in that they fail the…

Methodology · Statistics 2024-07-19 Nicolas Apfel , Xiaoran Liang

Instrumental variables (IV) estimation suffers selection bias when the analysis conditions on the treatment. Judea Pearl's early graphical definition of instrumental variables explicitly prohibited conditioning on the treatment.…

Econometrics · Economics 2020-05-20 Felix Elwert , Elan Segarra

Empirical researchers are increasingly faced with rich data sets containing many controls or instrumental variables, making it essential to choose an appropriate approach to variable selection. In this paper, we provide results for valid…

Machine Learning · Statistics 2021-07-02 Jannis Kueck , Ye Luo , Martin Spindler , Zigan Wang

Observational data are often accompanied by natural structural indices, such as time stamps or geographic locations, which are meaningful to prediction tasks but are often discarded. We leverage semantically meaningful indexing data while…

Machine Learning · Computer Science 2020-03-16 Esther Rolf , Michael I. Jordan , Benjamin Recht

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

Methodology · Statistics 2016-02-03 Zijian Guo , Dylan Small

In an empirical study of persuasion, researchers often use a binary instrument to encourage individuals to consume information and take some action. We show that, with a binary Imbens-Angrist instrumental variable model and the monotone…

Econometrics · Economics 2025-07-02 Zeyang Yu

Inferring the causal effect of a treatment on an outcome in an observational study requires adjusting for observed baseline confounders to avoid bias. However, adjusting for all observed baseline covariates, when only a subset are…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Stijn Vansteelandt

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

Indirect experiments provide a valuable framework for estimating treatment effects in situations where conducting randomized control trials (RCTs) is impractical or unethical. Unlike RCTs, indirect experiments estimate treatment effects by…

Machine Learning · Computer Science 2023-12-06 Yash Chandak , Shiv Shankar , Vasilis Syrgkanis , Emma Brunskill

Causal mediation analysis can improve understanding of the mechanisms underlying epidemiologic associations. However, the utility of natural direct and indirect effect estimation has been limited by the assumption of no confounder of the…

Applications · Statistics 2020-06-16 Kara E. Rudolph , Oleg Sofrygin , Wenjing Zheng , Mark J. van der Laan

Methodological development of the Model-implied Instrumental Variable (MIIV) estimation framework has proved fruitful over the last three decades. Major milestones include Bollen's (1996) original development of the MIIV estimator and its…

Methodology · Statistics 2025-01-08 Zachary F. Fisher , Kenneth A. Bollen

International large-scale assessments (ILSAs) play an important role in educational research and policy making. They collect valuable data on education quality and performance development across many education systems, giving countries the…

Methodology · Statistics 2023-11-16 Zilong Xie , Yunxiao Chen , Matthias von Davier , Haolei Weng

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

Machine Learning · Computer Science 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

Vision transformers (ViT) rely on attention mechanism to weigh input features, and therefore attention scores have naturally been considered as explanations for its decision-making process. However, attention scores are almost always…

Computer Vision and Pattern Recognition · Computer Science 2026-04-03 Neo Christopher Chung , Maxim Laletin

Propensity score weighting approaches have been widely implemented in clinical research to estimate the effects of a treatment or exposure while mitigating the risk of confounding in the absence of random assignment. In practice, when…

Methodology · Statistics 2026-04-17 Emma K. Mackay , Amol A. Verma , Fahad Razak , Surain B. Roberts

Estimating causal effects under interference is pertinent to many real-world settings. Recent work with low-order potential outcomes models uses a rollout design to obtain unbiased estimators that require no interference network…

Methodology · Statistics 2025-02-12 Mayleen Cortez-Rodriguez , Matthew Eichhorn , Christina Lee Yu
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