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The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

Understanding causal heterogeneous treatment effects based on pretreatment covariates is a crucial aspect of empirical work. Building on Calonico, Cattaneo, Farrell, Palomba, and Titiunik (2025), this article discusses the software package…

This paper studies the estimation and inference for the isotonic regression at the boundary point, an object that is particularly interesting and required in the analysis of monotone regression discontinuity designs. We show that the…

Statistics Theory · Mathematics 2020-12-22 Andrii Babii , Rohit Kumar

Modular Bayesian methods perform inference in models that are specified through a collection of coupled sub-models, known as modules. These modules often arise from modelling different data sources or from combining domain knowledge from…

Methodology · Statistics 2024-11-26 David T. Frazier , David J. Nott

We study a multivariate regression discontinuity design in which treatment is assigned by crossing a boundary in the space of multiple running variables. We document that the existing bandwidth selector is suboptimal for a multivariate…

Econometrics · Economics 2026-01-26 Masayuki Sawada , Takuya Ishihara , Daisuke Kurisu , Yasumasa Matsuda

Causal inference using observational text data is becoming increasingly popular in many research areas. This paper presents the Bayesian Topic Regression (BTR) model that uses both text and numerical information to model an outcome…

Machine Learning · Statistics 2021-09-14 Maximilian Ahrens , Julian Ashwin , Jan-Peter Calliess , Vu Nguyen

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

Applications · Statistics 2020-09-29 Soichiro Yamauchi

We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…

Econometrics · Economics 2025-06-10 Yiqi Liu , Yuan Qi

Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…

Methodology · Statistics 2024-11-26 Tathagata Basu , Matthias C. M. Troffaes

The relation between rate distortion function (RDF) and Bayesian filtering theory is discussed. The relation is established by imposing a causal or realizability constraint on the reconstruction conditional distribution of the RDF, leading…

Information Theory · Computer Science 2012-04-16 Photios A. Stavrou , Charalambos D. Charalambous , Christos K. Kourtellaris

We propose a structural approach to extrapolate average partial effects away from the cutoff in regression discontinuity designs (RDDs). Our focus is on applications that exploit closely contested school district referenda to estimate the…

Econometrics · Economics 2025-08-05 Austin Feng , Francesco Ruggieri

This work considers Bayesian inference under misspecification for complex statistical models comprised of simpler submodels, referred to as modules, that are coupled together. Such ``multi-modular" models often arise when combining…

Statistics Theory · Mathematics 2023-08-02 David T. Frazier , David J. Nott

The triple-differences (TD) design is a popular identification strategy for causal effects in settings where researchers do not believe the parallel trends assumption of conventional difference-in-differences (DiD) is satisfied. TD designs…

Methodology · Statistics 2023-07-11 Anton Strezhnev

Crucial for building trust in deep learning models for critical real-world applications is efficient and theoretically sound uncertainty quantification, a task that continues to be challenging. Useful uncertainty information is expected to…

Machine Learning · Computer Science 2021-10-28 Zhen Lin , Shubhendu Trivedi , Jimeng Sun

Respondent-Driven Sampling (RDS) employs a variant of a link-tracing network sampling strategy to collect data from hard-to-reach populations. By tracing the links in the underlying social network, the process exploits the social structure…

Applications · Statistics 2009-04-14 Krista J. Gile , Mark S. Handcock

Respondent-Driven Sampling (RDS) is an approach to sampling design and inference in hard-to-reach human populations. Typically, a sampling frame is not available, and population members are difficult to identify or recruit from broader…

Methodology · Statistics 2012-09-28 Mark S. Handcock , Krista J. Gile , Corinne M. Mar

Many empirical examples of regression discontinuity (RD) designs concern a continuous treatment variable, but the theoretical aspects of such models are less studied. This study examines the identification and estimation of the structural…

Econometrics · Economics 2022-07-19 Haitian Xie

Estimating causal effects from observational data informs us about which factors are important in an autonomous system, and enables us to take better decisions. This is important because it has applications in selecting a treatment in…

Machine Learning · Computer Science 2021-10-29 Plabon Shaha , Talha Islam Zadid , Ismat Rahman , Md. Mosaddek Khan

Models of discrete-valued outcomes are easily misspecified if the data exhibit zero-inflation, overdispersion or contamination. Without additional knowledge about the existence and nature of this misspecification, model inference and…

Methodology · Statistics 2020-10-27 Jeremias Knoblauch , Lara Vomfell

In the fight against hard-to-treat diseases such as cancer, it is often difficult to discover new treatments that benefit all subjects. For regulatory agency approval, it is more practical to identify subgroups of subjects for whom the…

Methodology · Statistics 2014-10-09 Wei-Yin Loh , Xu He , Michael Man