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Two of the most important extensions of the basic regression model are moderated effects (due to interactions) and mediated effects (i.e. indirect effects). Combinations of these effects may also be present. In this work, an important, yet…

Methodology · Statistics 2022-08-17 Geert H. van Kollenburg , Marcel A. Croon

In genome-wide epigenetic studies, exposures (e.g., Single Nucleotide Polymorphisms) affect outcomes (e.g., gene expression) through intermediate variables such as DNA methylation. Mediation analysis offers a way to study these intermediate…

Methodology · Statistics 2025-12-08 Asmita Roy , Xianyang Zhang

Causal mediation analysis examines causal pathways linking exposures to disease. The estimation of interventional effects, which are mediation estimands that overcome certain identifiability problems of natural effects, has been advanced…

We provide a new estimation method for conditional moment models via the martingale difference divergence (MDD).Our MDD-based estimation method is formed in the framework of a continuum of unconditional moment restrictions. Unlike the…

Econometrics · Economics 2024-04-18 Kunyang Song , Feiyu Jiang , Ke Zhu

The validity OF a causal model can be tested ONLY IF the model imposes constraints ON the probability distribution that governs the generated data. IN the presence OF unmeasured variables, causal models may impose two types OF constraints :…

Artificial Intelligence · Computer Science 2013-01-07 Jin Tian , Judea Pearl

Regression discontinuity design (RDD) is widely adopted for causal inference under intervention determined by a continuous variable. While one is interested in treatment effect heterogeneity by subgroups in many applications, RDD typically…

Methodology · Statistics 2024-11-11 Shonosuke Sugasawa , Takuya Ishihara , Daisuke Kurisu

Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…

Methodology · Statistics 2022-01-24 Hua Yun Chen

Prevalent in biomedical applications (e.g., human phenotype research), multimodal datasets can provide valuable insights into the underlying physiological mechanisms. However, current machine learning (ML) models designed to analyze these…

We develop a framework for identifying and estimating persuasion effects in regression discontinuity (RD) designs. The RD persuasion rate measures the probability that individuals at the threshold would take the action if exposed to a…

Econometrics · Economics 2025-10-01 Sung Jae Jun , Sokbae Lee

The linear regression model is widely used in the biomedical and social sciences as well as in policy and business research to adjust for covariates and estimate the average effects of treatments. Behind every causal inference endeavor…

Methodology · Statistics 2024-04-23 Ambarish Chattopadhyay , Noah Greifer , Jose R. Zubizarreta

From simulating galaxy formation to viral transmission in a pandemic, scientific models play a pivotal role in developing scientific theories and supporting government policy decisions that affect us all. Given these critical applications,…

Software Engineering · Computer Science 2023-07-03 Andrew G. Clark , Michael Foster , Benedikt Prifling , Neil Walkinshaw , Robert M. Hierons , Volker Schmidt , Robert D. Turner

High-dimensional vector autoregression with measurement error is frequently encountered in a large variety of scientific and business applications. In this article, we study statistical inference of the transition matrix under this model.…

Methodology · Statistics 2020-09-18 Xiang Lyu , Jian Kang , Lexin Li

Establishing causality is a fundamental goal in fields like medicine and social sciences. While randomized controlled trials are the gold standard for causal inference, they are not always feasible or ethical. Observational studies can…

Statistics Theory · Mathematics 2024-12-03 Andrew Ying

In the conventional regression-discontinuity (RD) design, the probability that units receive a treatment changes discontinuously as a function of one covariate exceeding a threshold or cutoff point. This paper studies an extended RD design…

Econometrics · Economics 2025-10-13 Eugenio Felipe Merlano

We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…

Econometrics · Economics 2022-05-06 Alexander Kreiß , Christoph Rothe

Dynamic Causal Modeling (DCM) is a Bayesian framework for inferring on hidden (latent) neuronal states, based on measurements of brain activity. Since its introduction in 2003 for functional magnetic resonance imaging data, DCM has been…

Quantitative Methods · Quantitative Biology 2021-04-08 Inês Pereira , Stefan Frässle , Jakob Heinzle , Dario Schöbi , Cao Tri Do , Moritz Gruber , Klaas E. Stephan

Model-based Deep Reinforcement Learning (RL) assumes the availability of a model of an environment's underlying transition dynamics. This model can be used to predict future effects of an agent's possible actions. When no such model is…

Machine Learning · Computer Science 2021-12-15 Andreas Sedlmeier , Michael Kölle , Robert Müller , Leo Baudrexel , Claudia Linnhoff-Popien

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

The estimation of causal effects with observational data continues to be a very active research area. In recent years, researchers have developed new frameworks which use machine learning to relax classical assumptions necessary for the…

Machine Learning · Statistics 2024-05-01 Jonathan Fuhr , Philipp Berens , Dominik Papies

Missing data are often dealt with multiple imputation. A crucial part of the multiple imputation process is selecting sensible models to generate plausible values for incomplete data. A method based on posterior predictive checking is…

Computation · Statistics 2026-05-14 Mingyang Cai , Stef van Buuren , Gerko Vink