Related papers: Correcting for Selection Bias and Missing Response…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…
We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to…
Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…
We investigate methods for penalized regression in the presence of missing observations. This paper introduces a method for estimating the parameters which compensates for the missing observations. We first, derive an unbiased estimator of…
A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…
Learning using privileged information (LUPI) is a powerful heterogenous feature space machine learning framework that allows a machine learning model to learn from highly informative or privileged features which are available during…
Multiple matrix sampling is a survey methodology technique that randomly chooses a relatively small subset of items to be presented to survey respondents for the purpose of reducing respondent burden. The data produced are missing…
Propensity score weighting is widely used to improve the representativeness and correct the selection bias in the voluntary sample. The propensity score is often developed using a model for the sampling probability, which can be subject to…
Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…
Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in…
With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to…
Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…
In this paper, we propose a novel regression-based method for employing privileged information to estimate the height using human metrology. The actual values of the anthropometric measurements are difficult to estimate accurately using…
For many classification and regression problems, a large number of features are available for possible use - this is typical of DNA microarray data on gene expression, for example. Often, for computational or other reasons, only a small…
Measurement error arises through a variety of mechanisms. A rich literature exists on the bias introduced by covariate measurement error and on methods of analysis to address this bias. By comparison, less attention has been given to errors…
Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…
In causal matching designs, some control subjects are often left unmatched, and some covariates are often left unmodeled. This article introduces "rebar," a method using high-dimensional modeling to incorporate these commonly discarded data…
Missing data is a ubiquitous challenge in data analysis, often leading to biased and inaccurate results. Traditional imputation methods usually assume that the missingness mechanism is missing-at-random (MAR), where the missingness is…