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In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

Methodology · Statistics 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang

We consider high dimensional $M$-estimation in settings where the response $Y$ is possibly missing at random and the covariates $\mathbf{X} \in \mathbb{R}^p$ can be high dimensional compared to the sample size $n$. The parameter of interest…

Methodology · Statistics 2019-11-27 Abhishek Chakrabortty , Jiarui Lu , T. Tony Cai , Hongzhe Li

When estimating causal effects, it is important to assess external validity, i.e., determine how useful a given study is to inform a practical question for a specific target population. One challenge is that the covariate distribution in…

Methodology · Statistics 2025-01-03 Zhenghao Zeng , Edward H. Kennedy , Lisa M. Bodnar , Ashley I. Naimi

Causal inference methods based on electronic health record (EHR) databases must simultaneously handle confounding and missing data. Vast scholarship exists aimed at addressing these two issues separately, but surprisingly few papers attempt…

Methodology · Statistics 2025-07-28 Luke Benz , Alexander Levis , Sebastien Haneuse

Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…

Methodology · Statistics 2021-05-25 Peng Wu , Zhiqiang Tan , Wenjie Hu , Xiao-Hua Zhou

Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…

Statistics Theory · Mathematics 2023-08-22 Edward H. Kennedy

Considering censored outcomes in survival analysis can lead to quite complex results in the model setting of causal inference. Causal inference has attracted a lot of attention over the past few years, but little research has been done on…

Methodology · Statistics 2025-09-11 Byeonghee Lee , Joonsung Kang

Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…

Methodology · Statistics 2023-09-18 Shanshan Luo , Yechi Zhang , Wei Li

The focus of this paper is on quantifying the capacity of covariates in devising efficient treatment rules when data from a randomized trial are available. Conventional one-variable-at-a-time subgroup analysis based on statistical…

Applications · Statistics 2020-02-04 Mohsen Sadatsafavi , Mohammad Mansournia , Paul Gustafson

We consider estimating average treatment effects (ATE) of a binary treatment in observational data when data-driven variable selection is needed to select relevant covariates from a moderately large number of available covariates…

Methodology · Statistics 2020-10-27 David Cheng , Abhishek Chakrabortty , Ashwin N. Ananthakrishnan , Tianxi Cai

The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…

Machine Learning · Computer Science 2013-11-27 Yun-Qian Miao , Ahmed K. Farahat , Mohamed S. Kamel

Covariate adjustment can improve precision in analyzing randomized experiments. With fully observed data, regression adjustment and propensity score weighting are asymptotically equivalent in improving efficiency over unadjusted analysis.…

Methodology · Statistics 2024-03-06 Anqi Zhao , Peng Ding , Fan Li

Although increasingly used for research, electronic health records (EHR) often lack gold-standard assessment of key data elements. Linking EHRs to other data sources with higher-quality measurements can improve statistical inference, but…

Methodology · Statistics 2025-03-05 Jenny Shen , Dane Isenberg , Kristin A. Linn , Rebecca A. Hubbard

We study counterfactual classification as a new tool for decision-making under hypothetical (contrary to fact) scenarios. We propose a doubly-robust nonparametric estimator for a general counterfactual classifier, where we can incorporate…

Machine Learning · Computer Science 2023-01-31 Kwangho Kim , Edward H. Kennedy , José R. Zubizarreta

We consider the problem of estimating the average treatment effect (ATE) in a semi-supervised learning setting, where a very small proportion of the entire set of observations are labeled with the true outcome but features predictive of the…

Methodology · Statistics 2020-10-27 David Cheng , Ashwin Ananthakrishnan , Tianxi Cai

Longitudinal data often involve heterogeneity, sparse signals, and contamination from response outliers or high-leverage observations especially in biomedical science. Existing methods usually address only part of this problem, either…

Methodology · Statistics 2026-02-26 Yuyao Wang , Yu Lu , Tianni Zhang , Mengfei Ran

Machine learning methods, particularly the double machine learning (DML) estimator (Chernozhukov et al., 2018), are increasingly popular for the estimation of the average treatment effect (ATE). However, datasets often exhibit unbalanced…

Econometrics · Economics 2024-06-12 Daniele Ballinari

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators have been developed with advancements in machine learning and…

Machine Learning · Computer Science 2024-11-04 Yiyan Huang , Cheuk Hang Leung , Siyi Wang , Yijun Li , Qi Wu

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert
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