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Mediation analysis is widely used for investigating direct and indirect causal pathways through which an effect arises. However, many mediation analysis studies are challenged by missingness in the mediator and outcome. In general, when the…

Methodology · Statistics 2023-09-25 Shuozhi Zuo , Debashis Ghosh , Peng Ding , Fan Yang

In most nonrandomized observational studies, differences between treatment groups may arise not only due to the treatment but also because of the effect of confounders. Therefore, causal inference regarding the treatment effect is not as…

Methodology · Statistics 2018-07-04 Debashis Ghosh

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…

Econometrics · Economics 2025-10-13 Philipp Bach , Sven Klaassen , Jannis Kueck , Mara Mattes , Martin Spindler

The delta method is a popular and elementary tool for deriving limiting distributions of transformed statistics, while applications of asymptotic distributions do not allow one to obtain desirable accuracy of approximation for tail…

Statistics Theory · Mathematics 2011-05-19 Fuqing Gao , Xingqiu Zhao

We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…

Econometrics · Economics 2026-01-13 Guo Yan

When drawing causal inference from observational data, there is always concern about unmeasured confounding. One way to tackle this is to conduct a sensitivity analysis. One widely-used sensitivity analysis framework hypothesizes the…

Methodology · Statistics 2022-06-22 Bo Zhang , Eric J. Tchetgen Tchetgen

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 show that causal effects can be identified when there is bunching in the distribution of a continuous treatment variable, without imposing any parametric assumptions. This yields a new nonparametric method for overcoming selection bias…

Econometrics · Economics 2025-07-08 Carolina Caetano , Gregorio Caetano , Leonard Goff , Eric Nielsen

This paper proposes a general modeling framework that allows for uncertainty quantification at the individual covariate level and spatial referencing, operating withing a double generalized linear model (DGLM). DGLMs provide a general…

Methodology · Statistics 2023-02-14 Aritra Halder , Shariq Mohammed , Kun Chen , Dipak K. Dey

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

Causal mediation analysis (CMA) is a powerful method to dissect the total effect of a treatment into direct and mediated effects within the potential outcome framework. This is important in many scientific applications to identify the…

Machine Learning · Computer Science 2023-06-14 Ziyang Jiang , Yiling Liu , Michael H. Klein , Ahmed Aloui , Yiman Ren , Keyu Li , Vahid Tarokh , David Carlson

Proxy variables are commonly used in causal inference when unmeasured confounding exists. While most existing proximal methods assume a unidirectional causal relationship between two primary variables, many social and biological systems…

Methodology · Statistics 2025-07-21 Jiaqi Min , Xueyue Zhang , Shanshan Luo

Shrinkage estimators of covariance are an important tool in modern applied and theoretical statistics. They play a key role in regularized estimation problems, such as ridge regression (aka Tykhonov regularization), regularized discriminant…

Statistics Theory · Mathematics 2011-05-10 Noureddine El Karoui , Holger Koesters

While much of the causal inference literature has focused on addressing internal validity biases, both internal and external validity are necessary for unbiased estimates in a target population of interest. However, few generalizability…

Methodology · Statistics 2023-04-07 Irina Degtiar , Tim Layton , Jacob Wallace , Sherri Rose

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to have a general parametric distribution, which is not…

Statistics Theory · Mathematics 2009-08-21 Liqun Wang

Intensive longitudinal data, characterized by frequent measurements across numerous time points, are increasingly common due to advances in wearable devices and mobile health technologies. We consider evaluating causal mediation pathways…

Methodology · Statistics 2025-06-26 Tianchen Qian

For the binary regression, the use of symmetrical link functions are not appropriate when we have evidence that the probability of success increases at a different rate than decreases. In these cases, the use of link functions based on the…

Methodology · Statistics 2024-07-23 João Victor B. de Freitas , Caio L. N. Azevedo

In observational studies, exposures are often continuous rather than binary or discrete. At the same time, sensitivity analysis is an important tool that can help determine the robustness of a causal conclusion to a certain level of…

Methodology · Statistics 2025-12-15 Jeffrey Zhang