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Testing for causation, defined as the preceding impact of the past values of one variable on the current value of another one when all other pertinent information is accounted for, is increasingly utilized in empirical research of the…

Econometrics · Economics 2021-06-22 Abdulnasser Hatemi-J

In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made…

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

Statistics Theory · Mathematics 2013-01-23 Georgios Fellouris , Alexander G. Tartakovsky

This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…

Methodology · Statistics 2025-08-29 Muye Liu , Jun Xie

The participants in randomized trials and other studies used for causal inference are often not representative of the populations seen by clinical decision-makers. To account for differences between populations, researchers may consider…

Methodology · Statistics 2022-07-12 Anders Huitfeldt , Sonja A. Swanson , Mats Julius Stensrud , Etsuji Suzuki

In this article, we study the hypothesis testing of the blip / net effects of treatments in a treatment sequence. We illustrate that the likelihood ratio test and the score test may suffer from the curse of dimensionality, the null paradox…

Methodology · Statistics 2020-02-04 Xiaoqin Wang , Li Yin

This paper proves a new central limit theorem for a sample that exhibits two-way dependence and heterogeneity across clusters. Statistical inference for situations with both two-way dependence and cluster heterogeneity has thus far been an…

Econometrics · Economics 2024-06-14 Luther Yap

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

Nonlinear longitudinal proportional effect models have been proposed to improve power and provide direct estimates of the proportional treatment effect in randomized clinical trials. These models assume a fixed proportional treatment effect…

Methodology · Statistics 2026-01-23 Michael C. Donohue , Philip S. Insel , Oliver Langford

The use of the two-way fixed effects regression in empirical social science was historically motivated by folk wisdom that it uncovers the Average Treatment effect on the Treated (ATT) as in the canonical two-period two-group case. This…

Econometrics · Economics 2025-03-10 Apoorva Lal

The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…

Methodology · Statistics 2024-10-29 Thomas Burnett , Thomas Jaki

In many scientific studies, it is of interest to determine whether an exposure has a causal effect on an outcome. In observational studies, this is a challenging task due to the presence of confounding variables that affect both the…

Methodology · Statistics 2020-10-07 Ted Westling

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

In the quest to make defensible causal claims from observational data, it is sometimes possible to leverage information from "placebo treatments" and "placebo outcomes". Existing approaches employing such information focus largely on point…

Methodology · Statistics 2024-11-26 Adam Rohde , Chad Hazlett

Estimation of treatment effect for principal strata has been studied for more than two decades. Existing research exclusively focuses on the estimation, but there is little research on forming and testing hypotheses for principal…

Methodology · Statistics 2021-12-20 Yongming Qu , Stephen J. Ruberg , Junxiang Luo , Ilya Lipkovich

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

In clinical trials studying paired parts of a subject with binary outcomes, it is expected to collect measurements bilaterally. However, there are cases where subjects contribute measurements for only one part. By utilizing combined data,…

Applications · Statistics 2024-03-06 Shuyi Liang , Kai-Tai Fang , Xin-Wei Huang , Yijing Xin , Chang-Xing Ma

This paper addresses the sample selection model within the context of the gender gap problem, where even random treatment assignment is affected by selection bias. By offering a robust alternative free from distributional or specification…

Econometrics · Economics 2024-10-04 Xiaolin Sun , Xueyan Zhao , D. S. Poskitt

Online A/B testing plays a critical role in the high-tech industry to guide product development and accelerate innovation. It performs a null hypothesis statistical test to determine which variant is better. However, a typical A/B test…

Methodology · Statistics 2021-09-03 Miao Yu , Wenbin Lu , Rui Song

The conventional nonparametric tests in survival analysis, such as the log-rank test, assess the null hypothesis that the hazards are equal at all times. However, hazards are hard to interpret causally, and other null hypotheses are more…

Methodology · Statistics 2019-01-29 Mats Julius Stensrud , Kjetil Røysland , Pål Christie Ryalen