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Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

Methodology · Statistics 2016-02-03 Zijian Guo , Dylan Small

We consider how increasingly available observational data can be used to improve the design of randomized controlled trials (RCTs). We seek to design a prospective RCT, with the intent of using an Empirical Bayes estimator to shrink the…

Methodology · Statistics 2022-04-15 Evan T. R. Rosenman , Luke Miratrix

Instrumental variable methods are widely used in medical and social science research to draw causal conclusions when the treatment and outcome are confounded by unmeasured confounding variables. One important feature of such studies is that…

Methodology · Statistics 2021-05-25 Bo Zhang , Siyu Heng , Emily J. MacKay , Ting Ye

Researchers often use instrumental variables (IV) models to investigate the causal relationship between an endogenous variable and an outcome while controlling for covariates. When an exogenous variable is unavailable to serve as the…

Econometrics · Economics 2025-06-18 Moses Stewart

Adaptive experimental design methods are increasingly being used in industry as a tool to boost testing throughput or reduce experimentation cost relative to traditional A/B/N testing methods. This paper shares lessons learned regarding the…

Machine Learning · Computer Science 2022-10-27 Tanner Fiez , Sergio Gamez , Arick Chen , Houssam Nassif , Lalit Jain

We examine four important considerations in the development of covariate adjustment methodologies for indirect treatment comparisons. Firstly, we consider potential advantages of weighting versus outcome modeling, placing focus on…

Methodology · Statistics 2026-05-07 Antonio Remiro-Azócar , Anna Heath , Gianluca Baio

Recent FDA guidance on adaptive clinical trial designs defines bias as "a systematic tendency for the estimate of treatment effect to deviate from its true value", and states that it is desirable to obtain and report estimates of treatment…

An accurate estimation of the dose-response relationship is important to determine the optimal dose. For this purpose, a dose finding trial in which subjects are randomized to a few fixed dose levels is the most commonly used design. Often,…

Methodology · Statistics 2025-08-07 Jixian Wang , Zhiwei Zhang , Ram Tiwari

To maximize clinical benefit, clinicians routinely tailor treatment to the individual characteristics of each patient, where individualized treatment rules are needed and are of significant research interest to statisticians. In the…

Methodology · Statistics 2021-11-23 Trinetri Ghosh , Yanyuan Ma , Rui Song , Pingshou Zhong

Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…

Applications · Statistics 2020-05-06 L. Jason Anastasopoulos

For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…

Applications · Statistics 2014-07-22 Xiao Lin , Gabriel Terejanu

We investigate the optimal design of experimental studies that have pre-treatment outcome data available. The average treatment effect is estimated as the difference between the weighted average outcomes of the treated and control units. A…

Instrumental variable methods can identify causal effects even when the treatment and outcome are confounded. We study the problem of imperfect measurements of the binary instrumental variable, treatment or outcome. We first consider…

Methodology · Statistics 2019-06-06 Zhichao Jiang , Peng Ding

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…

Methodology · Statistics 2018-01-04 Torben Martinussen , Stijn Vansteelandt

An important issue for many economic experiments is how the experimenter can ensure sufficient power for rejecting one or more hypotheses. Here, we apply methods developed mainly within the area of clinical trials for testing multiple…

Methodology · Statistics 2021-08-06 Sebastian Jobjörnsson , Henning Schaak , Oliver Mußhoff , Tim Friede

Bandit algorithms are increasingly used in real-world sequential decision-making problems. Associated with this is an increased desire to be able to use the resulting datasets to answer scientific questions like: Did one type of ad lead to…

Machine Learning · Computer Science 2021-11-23 Kelly W. Zhang , Lucas Janson , Susan A. Murphy
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