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The identification of the network effect is based on either group size variation, the structure of the network or the relative position in the network. I provide easy-to-verify necessary conditions for identification of undirected network…

Econometrics · Economics 2019-02-19 Guy Tchuente

Transported mediation effects may contribute to understanding how and why interventions may work differently when applied to new populations. However, we are not aware of any estimators for such effects. Thus, we propose several different…

Methodology · Statistics 2020-06-16 Kara E Rudolph , Jonathan Levy , Mark J van der Laan

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

Applications · Statistics 2025-02-03 Andreas Alfons , Christophe Croux , Sarah Gelper

In this paper we study a class of weighted estimands, which we define as parameters that can be expressed as weighted averages of the underlying heterogeneous treatment effects. The popular ordinary least squares (OLS), two-stage least…

Econometrics · Economics 2025-10-14 Alexandre Poirier , Tymon Słoczyński

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

Econometrics · Economics 2020-05-21 Tymon Słoczyński

In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a…

Methodology · Statistics 2022-08-11 Xiaoran Liang , Eleanor Sanderson , Frank Windmeijer

We present a simulation-based inference approach for two-stage estimators, focusing on extremum estimators in the second stage. We accommodate a broad range of first-stage estimators, including extremum estimators, high-dimensional…

Econometrics · Economics 2024-11-08 Aristide Houndetoungan , Abdoul Haki Maoude

We present a weighted estimator of the covariance and correlation in bipartite complex systems with a double layer of heterogeneity. The advantage provided by the weighted estimators lies in the fact that the unweighted sample covariance…

Data Analysis, Statistics and Probability · Physics 2016-12-22 Elena Puccio , Jyrki Piilo , Michele Tumminello

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…

Machine Learning · Computer Science 2020-07-14 Yucen Luo , Alex Beatson , Mohammad Norouzi , Jun Zhu , David Duvenaud , Ryan P. Adams , Ricky T. Q. Chen

The log transformation is widely used in linear regression, mainly because coefficients are interpretable as proportional effects. Yet this practice has fundamental limitations, most notably that the log is undefined at zero, creating an…

Econometrics · Economics 2025-09-22 David Benatia , Christophe Bellégo , Louis Pape

Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

Methodology · Statistics 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent variables. The first-order asymptotic theory of the least squares (LS) estimator of the regression…

Econometrics · Economics 2026-05-04 Hyungsik Roger Moon , Martin Weidner

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

In this paper, we study the estimation of the threshold predictive regression model with hybrid stochastic local unit root predictors. We demonstrate the estimation procedure and derive the asymptotic distribution of the least square…

Econometrics · Economics 2023-05-16 Christis Katsouris

In this article, we study the performance of the estimator that minimizes $L_{2k}- $ order loss function (for $ k \ge \; 2 )$ against the estimators which minimizes the $L_2-$ order loss function (or the least squares estimator). Commonly…

Statistics Theory · Mathematics 2019-03-20 Gopal K Basak , Samarjit Das , Arijit De , Atanu Biswas

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

This paper constructs improved estimators of the means in the Gaussian saturated one-way layout with an ordinal factor. The least squares estimator for the mean vector in this saturated model is usually inadmissible. The hybrid shrinkage…

Statistics Theory · Mathematics 2007-06-13 Rudolf Beran

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu