Related papers: Robust propensity score weighting estimation under…
Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…
Covariate adjustment can improve precision in analyzing randomized experiments. With fully observed data, regression adjustment and propensity score weighting are asymptotically equivalent in improving efficiency over unadjusted analysis.…
Recently, it has become common for applied works to combine commonly used survival analysis modeling methods, such as the multivariable Cox model and propensity score weighting, with the intention of forming a doubly robust estimator of an…
When estimating a regression model, we might have data where some labels are missing, or our data might be biased by a selection mechanism. When the response or selection mechanism is ignorable (i.e., independent of the response variable…
Imputation of missing values is a strategy for handling non-responses in surveys or data loss in measurement processes, which may be more effective than ignoring them. When the variable represents a count, the literature dealing with this…
Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…
Estimation of causal parameters from observational data requires complete confounder adjustment, as well as positivity of the propensity score for each treatment arm. There is often a trade-off between these two assumptions: confounding…
Propensity scores are commonly used to estimate treatment effects from observational data. We argue that the probabilistic output of a learned propensity score model should be calibrated -- i.e., a predictive treatment probability of 90%…
How to deal with missing data in observational studies is a common concern for causal inference. When the covariates are missing at random (MAR), multiple approaches have been provided to help solve the issue. However, if the exposure is…
We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…
We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…
Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…
In biostatistics, propensity score is a common approach to analyze the imbalance of covariate and process confounding covariates to eliminate differences between groups. While there are an abundant amount of methods to compute propensity…
Multivariate density estimation is a popular technique in statistics with wide applications including regression models allowing for heteroskedasticity in conditional variances. The estimation problems become more challenging when…
Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…
Item nonresponse is a common issue in surveys. Because unadjusted estimators may be biased in the presence of nonresponse, it is common practice to impute the missing values with the objective of reducing the nonresponse bias as much as…
This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…
Increasing nonresponse rates and the cost of data collection are two pressing problems encountered in traditional probability surveys. The proliferation of inexpensive data from web surveys stimulates interest in statistical techniques for…
Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…