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We present a second-order estimator of the mean of a variable subject to missingness, under the missing at random assumption. The estimator improves upon existing methods by using an approximate second-order expansion of the parameter…

Statistics Theory · Mathematics 2015-11-30 Iván Díaz , Marco Carone , Mark J. van der Laan

Recently, from the personalized medicine perspective, there has been an increased demand to identify subgroups of subjects for whom treatment is effective. Consequently, the estimation of heterogeneous treatment effects (HTE) has been…

Methodology · Statistics 2024-08-02 Ryoma Hieda , Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

Target trial emulation (TTE) enables causal questions to be studied with observational data when randomized controlled trials (RCTs) are infeasible. Yet treatment-effect methods often address causal estimation, missingness, and temporal…

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

We propose a doubly robust inference method for causal effects of continuous treatment variables, under unconfoundedness and with nonparametric or high-dimensional nuisance functions. Our double debiased machine learning (DML) estimators…

Econometrics · Economics 2023-10-02 Kyle Colangelo , Ying-Ying Lee

In precision medicine, Dynamic Treatment Regimes (DTRs) are treatment protocols that adapt over time in response to a patient's observed characteristics. A DTR is a set of decision functions that takes an individual patient's information as…

Methodology · Statistics 2022-03-17 Cong Jiang , Michael Wallace , Mary Thompson

Correlated outcomes are common in many practical problems. In some settings, one outcome is of particular interest, and others are auxiliary. To leverage information shared by all the outcomes, traditional multi-task learning (MTL)…

Methodology · Statistics 2023-03-23 Muxuan Liang , Jaeyoung Park , Qing Lu , Xiang Zhong

A semiparametric copula-based two-part quantile regression framework is developed for the analysis of semicontinuous outcomes characterized by a point mass at zero and a continuous positive component. The proposed approach models the…

Methodology · Statistics 2026-03-17 Guanjie Lyu , Mohamed Belalia , Abdulkadir Hussein

In this study, we develop a novel estimation method for quantile treatment effects (QTE) under rank invariance and rank stationarity assumptions. Ishihara (2020) explores identification of the nonseparable panel data model under these…

Methodology · Statistics 2021-11-18 Takuya Ishihara

This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…

Methodology · Statistics 2019-03-07 Liangjun Su , Takuya Ura , Yichong Zhang

The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may…

Methodology · Statistics 2020-06-19 Jie Zhu , Blanca Gallego

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…

Machine Learning · Statistics 2025-11-25 Jiayi Guo , Zijun Gao

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

Positive continuous outcomes with a point mass at zero are prevalent in biomedical research. To model the point mass at zero and to provide marginalized covariate effect estimates, marginalized two part models (MTP) have been developed for…

Micro-randomized trials (MRTs) are increasingly utilized for optimizing mobile health interventions, with the causal excursion effect (CEE) as a central quantity for evaluating interventions under policies that deviate from the experimental…

Methodology · Statistics 2024-11-19 Jiaxin Yu , Tianchen Qian

Methods for estimating heterogeneous treatment effects (HTE) from observational data have largely focused on continuous or binary outcomes, with less attention paid to survival outcomes and almost none to settings with competing risks. In…

Methodology · Statistics 2024-09-30 Shenbo Xu , Raluca Cobzaru , Stan N. Finkelstein , Roy E. Welsch , Kenney Ng , Zach Shahn

Longitudinal targeted maximum likelihood estimation (LTMLE) has very rarely been used to estimate dynamic treatment effects in the context of time-dependent confounding affected by prior treatment when faced with long follow-up times,…

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

Causal mediation analysis with random interventions has become an area of significant interest for understanding time-varying effects with longitudinal and survival outcomes. To tackle causal and statistical challenges due to the complex…

Methodology · Statistics 2023-04-12 Zeyi Wang , Lars van der Laan , Maya Petersen , Thomas Gerds , Kajsa Kvist , Mark van der Laan