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Effect modification occurs when the effect of the treatment on an outcome varies according to the level of other covariates and often has important implications in decision making. When there are tens or hundreds of covariates, it becomes…

Methodology · Statistics 2021-11-23 Qingyuan Zhao , Dylan S. Small , Ashkan Ertefaie

A regression model is proposed for the analysis of an ordinal response variable depending on a set of multiple covariates containing ordinal and potentially other variables. The proportional odds model (McCullagh (1980)) is used for the…

Methodology · Statistics 2018-04-25 Javier Espinosa , Christian Hennig

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

We consider in this paper the problem of optimal experiment design where a decision maker can choose which points to sample to obtain an estimate $\hat{\beta}$ of the hidden parameter $\beta^{\star}$ of an underlying linear model. The key…

Machine Learning · Statistics 2021-01-01 Xavier Fontaine , Pierre Perrault , Michal Valko , Vianney Perchet

The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…

Methodology · Statistics 2014-02-11 George Karabatsos , Stephen G. Walker

In precision medicine, one of the most important problems is estimating the optimal individualized treatment rules (ITR), which typically involves recommending treatment decisions based on fully observed individual characteristics of…

Methodology · Statistics 2025-10-15 Yue Zhang , Shanshan Luo , Zhi Geng , Yangbo He

The "design phase" refers to a stage in observational studies, during which a researcher constructs a subsample that achieves a better balance in covariate distributions between the treated and untreated units. In this paper, we study the…

Econometrics · Economics 2025-09-03 Junho Choi

In this study, we explore the partial identification of nonseparable models with continuous endogenous and binary instrumental variables. We show that the structural function is partially identified when it is monotone or concave in the…

Methodology · Statistics 2023-06-22 Takuya Ishihara

We develop semiparametrically efficient inference for kernel measures of noise heterogeneity in additive noise models. In many applications, the regression function is estimated using flexible machine learning methods. Downstream procedures…

Machine Learning · Statistics 2026-05-28 Jakub Wornbard , Zikai Shen , Dimitri Meunier , Arthur Gretton

A novel functional additive model is proposed which is uniquely modified and constrained to model nonlinear interactions between a treatment indicator and a potentially large number of functional and/or scalar pretreatment covariates. The…

Methodology · Statistics 2021-01-26 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

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…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

Demand response aims to stimulate electricity consumers to modify their loads at critical time periods. In this paper, we consider signals in demand response programs as a binary treatment to the customers and estimate the average treatment…

Optimization and Control · Mathematics 2017-07-04 Pan Li , Baosen Zhang

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

The goals in clinical and cohort studies often include evaluation of the association of a time-dependent binary treatment or exposure with a survival outcome. Recently, several impactful studies targeted the association between…

Applications · Statistics 2019-01-24 Daniel Nevo , Tsuyoshi Hamada , Shuji Ogino , Molin Wang

Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

Econometrics · Economics 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear…

Econometrics · Economics 2018-10-31 Bryan S. Graham , Cristine Campos de Xavier Pinto

This paper analyzes the effect of a discrete treatment Z on a duration T. The treatment is not randomly assigned. The confounding issue is treated using a discrete instrumental variable explaining the treatment and independent of the error…

Statistics Theory · Mathematics 2020-11-23 Jad Beyhum , Jean-Pierre FLorens , Ingrid Van Keilegom

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

Econometrics · Economics 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…

Methodology · Statistics 2024-02-13 Hojun You , Kyubaek Yoon , Wei-Ying Wu , Jongeun Choi , Chae Young Lim

A recent method using Dynamic Linear Models to improve preferred treatment allocation budget in random allocation models was proposed by Lee, Boone, et al (2020). However this model failed to include the impact covariates such as smoking,…

Applications · Statistics 2020-09-24 Albert H. Lee
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