Related papers: Efficiency-improved doubly robust estimation with …
This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…
The pursuit of robustness has recently been a popular topic in reinforcement learning (RL) research, yet the existing methods generally suffer from efficiency issues that obstruct their real-world implementation. In this paper, we introduce…
Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…
The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…
Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…
In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for…
This paper studies estimation of causal effects in a panel data setting. We introduce a new estimator, the Triply RObust Panel (TROP) estimator, that combines (i) a flexible model for the potential outcomes based on a low-rank factor…
There are many interesting and widely used estimators of a functional with finite semiparametric variance bound that depend on nonparametric estimators of nuisance functions. We use cross-fitting (i.e. sample splitting) to construct novel…
Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…
In linear models, omitting a covariate that is orthogonal to covariates in the model does not result in biased coefficient estimation. This in general does not hold for longitudinal data, where additional assumptions are needed to get…
Progressive multi-state survival outcomes are common in trials with recurrent or sequential events and require treatment effect estimands that remain interpretable without proportional intensity or Markov assumptions. The restricted mean…
Cluster-randomized experiments are increasingly used to evaluate interventions in routine practice conditions, and researchers often adopt model-based methods with covariate adjustment in the statistical analyses. However, the validity of…
The estimation of the time- and frequency-dependent coherent-to-diffuse power ratio (CDR) from the measured spatial coherence between two omnidirectional microphones is investigated. Known CDR estimators are formulated in a common…
Doubly robust estimators have gained widespread popularity in various fields due to their ability to provide unbiased estimates under model misspecification. However, the asymptotic theory for doubly robust estimators with continuous-time…
Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix.…
We focus on the problem of generalizing a causal effect estimated on a randomized controlled trial (RCT) to a target population described by a set of covariates from observational data. Available methods such as inverse propensity sampling…
This paper introduces tools for assessing the sensitivity, to unobserved confounding, of a common estimator of the causal effect of a treatment on an outcome that employs weights: the weighted linear regression of the outcome on the…
It is often of interest to study the association between covariates and the cumulative incidence of a right-censored time-to-event outcome. When time-varying covariates are measured on a fixed discrete time scale, it is desirable to account…
Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…
Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…