Related papers: Causal inference in network experiments: regressio…
Empirical researchers often estimate spillover effects by fitting linear or non-linear regression models to sampled network data. We show that common sampling schemes bias these estimates, potentially upwards, and derive biased-corrected…
Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…
Network (or matrix) reconstruction is a general problem which occurs if the margins of a matrix are given and the matrix entries need to be predicted. In this paper we show that the predictions obtained from the iterative proportional…
This study proposes a debiasing method for smooth nonparametric estimators. While machine learning techniques such as random forests and neural networks have demonstrated strong predictive performance, their theoretical properties remain…
Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…
In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…
We consider a non-proportional hazards model where the regression coefficient is not constant but piecewise constant. Following Andersen and Gill (1982), we know that a knowledge of the changepoint leads to a relatively straightforward…
We study regression discontinuity designs with the use of additional covariates for estimation of the average treatment effect. We provide a detailed proof of asymptotic normality of the covariate-adjusted estimator under minimal…
Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…
We address the problem of estimating causal effects from observational data in the presence of network confounding, a setting where both treatment assignment and observed outcomes of individuals may be influenced by their neighbors within a…
We propose a new class of estimators of the multivariate response linear regression coefficient matrix that exploits the assumption that the response and predictors have a joint multivariate Normal distribution. This allows us to indirectly…
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…
An important problem in network analysis is predicting a node attribute using both network covariates, such as graph embedding coordinates or local subgraph counts, and conventional node covariates, such as demographic characteristics.…
This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…
Randomized experiments in which the treatment of a unit can affect the outcomes of other units are becoming increasingly common in healthcare, economics, and in the social and information sciences. From a causal inference perspective, the…
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…
This paper presents a randomization-based framework for estimating causal effects under interference between units, motivated by challenges that arise in analyzing experiments on social networks. The framework integrates three components:…
We present methods for estimating loss-based measures of the performance of a prediction model in a target population that differs from the source population in which the model was developed, in settings where outcome and covariate data are…
We investigate robust linear regression where data may be contaminated by an oblivious adversary, i.e., an adversary than may know the data distribution but is otherwise oblivious to the realizations of the data samples. This model has been…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…