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This paper evaluates six strategies for mitigating imbalanced data: oversampling, undersampling, ensemble methods, specialized algorithms, class weight adjustments, and a no-mitigation approach referred to as the baseline. These strategies…

Machine Learning · Computer Science 2023-11-13 Jacques Wainer

This paper investigates how to measure common market risk factors using newly proposed Panel Quantile Regression Model for Returns. By exploring the fact that volatility crosses all quantiles of the return distribution and using penalized…

Pricing of Securities · Quantitative Finance 2017-08-30 Frantisek Cech , Jozef Barunik

In observational studies, the assumption of sufficient overlap (positivity) is fundamental for the identification and estimation of causal effects. Failing to account for this assumption yields inaccurate and potentially infeasible…

Methodology · Statistics 2025-04-07 Jaehyuk Jang , Suehyun Kim , Kwonsang Lee

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

A common concern with Bayesian methodology in scientific contexts is that inferences can be heavily influenced by subjective biases. As presented here, there are two types of bias for some quantity of interest: bias against and bias in…

Statistics Theory · Mathematics 2019-03-06 Michael Evans , Yang Guo

We consider the optimal decision-making problem in a primary sample of interest with multiple auxiliary sources available. The outcome of interest is limited in the sense that it is only observed in the primary sample. In reality, such…

Methodology · Statistics 2022-09-23 Hengrui Cai , Wenbin Lu , Rui Song

The synthetic control method (SCM) has become a popular tool for estimating causal effects in policy evaluation, where a single treated unit is observed, and a heterogeneous set of untreated units with pre- and post-policy change data are…

Methodology · Statistics 2023-08-21 Jizhou Liu , Eric J. Tchetgen Tchetgen , Carlos Varjão

Mixed outcome endpoints that combine multiple continuous and discrete components to form co-primary, multiple primary or composite endpoints are often employed as primary outcome measures in clinical trials. There are many advantages to…

Methodology · Statistics 2019-12-12 Martina McMenamin , Jessica K. Barrett , Anna Berglind , James M. S. Wason

Synthetic control methods have gained popularity among causal studies with observational data, particularly when estimating the impacts of the interventions that are implemented to a small number of large units. Implementing the synthetic…

Methodology · Statistics 2020-05-29 Gyuhyeong Goh , Jisang Yu

Synthetic control methods (SCMs) are a canonical approach used to estimate treatment effects from panel data in the internet economy. We shed light on a frequently overlooked but ubiquitous assumption made in SCMs of "overlap": a treated…

Econometrics · Economics 2026-02-26 Daniel Ngo , Keegan Harris , Anish Agarwal , Vasilis Syrgkanis , Zhiwei Steven Wu

Genome-wide association analysis has generated much discussion about how to preserve power to detect signals despite the detrimental effect of multiple testing on power. We develop a weighted multiple testing procedure that facilitates the…

Statistics Theory · Mathematics 2007-06-13 Kathryn Roeder , Bernie Devlin , Larry Wasserman

Aggregate outcome variables collected through surveys and administrative records are often subject to systematic measurement error. For instance, in disaster loss databases, county-level losses reported may differ from the true damages due…

Machine Learning · Computer Science 2026-03-17 Saketh Vishnubhatla , Shu Wan , Andre Harrison , Adrienne Raglin , Huan Liu

The use of synthetic data has played a critical role in recent state-of-art breakthroughs. However, overly relying on a single oracle teacher model to generate data has been shown to lead to model collapse and invite propagation of biases.…

Computation and Language · Computer Science 2024-08-28 Ayomide Odumakinde , Daniel D'souza , Pat Verga , Beyza Ermis , Sara Hooker

Causal inference starts with a simple idea: compare groups that differ by treatment, not much else. Traditionally, similar groups are constructed using only observed covariates; however, it remains a long-standing challenge to incorporate…

Methodology · Statistics 2025-11-21 Ying Jin , José Zubizarreta

The doubly robust estimator, which models both the propensity score and outcomes, is a popular approach to estimate the average treatment effect in the potential outcome setting. The primary appeal of this estimator is its theoretical…

Methodology · Statistics 2024-09-11 Kaoru Babasaki , Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Econometrics · Economics 2024-10-21 Nadja van 't Hoff

Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…

Econometrics · Economics 2025-09-26 Yixiao Sun , Haitian Xie , Yuhang Zhang

Although the Synthetic Control Method (SCM) is now widely applied, its most commonly-used inference method, placebo test, is often problematic, especially when the treatment is not uniquely assigned. This paper discuss the problems with the…

Methodology · Statistics 2019-12-03 Ziyan Zhang

Meta-analysis is a systematic approach for understanding a phenomenon by analyzing the results of many previously published experimental studies. It is central to deriving conclusions about the summary effect of treatments and interventions…

Computers and Society · Computer Science 2021-04-13 Lu Cheng , Dmitriy A. Katz-Rogozhnikov , Kush R. Varshney , Ioana Baldini

We study balancing weight estimators, which reweight outcomes from a source population to estimate missing outcomes in a target population. These estimators minimize the worst-case error by making an assumption about the outcome model. In…

Methodology · Statistics 2022-03-21 David Bruns-Smith , Avi Feller