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Related papers: Treatment effect estimation under covariate-adapti…

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In this paper, we study the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose two estimation methods: (1) the simple quantile regression and (2) the inverse propensity score…

Methodology · Statistics 2020-02-26 Yichong Zhang , Xin Zheng

Although complete randomization is widely regarded as the gold standard for causal inference, covariate imbalance can still arise by chance in finite samples. Rerandomization has emerged as an effective tool to improve covariate balance…

Methodology · Statistics 2026-01-21 Tingxuan Han , Yuhao Wang

A growing statistical literature focuses on causal inference in the context of experiments where the target of inference is the average treatment effect in a finite population and random assignment determines which subjects are allocated to…

Methodology · Statistics 2025-09-04 Jonas M. Mikhaeil , Donald P. Green

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

Methodology · Statistics 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi

In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…

Methodology · Statistics 2017-06-15 Edward H. Kennedy , Shreya Kangovi , Nandita Mitra

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…

Econometrics · Economics 2022-12-15 Hugo Bodory , Martin Huber , Michael Lechner

Evaluating the treatment effects has become an important topic for many applications. However, most existing literature focuses mainly on the average treatment effects. When the individual effects are heavy-tailed or have outlier values,…

Methodology · Statistics 2023-05-11 Yongchang Su , Xinran Li

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

Statistical Finance · Quantitative Finance 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

Time-to-event outcomes are commonly used as primary endpoints in randomized clinical trials. Despite this, relatively little work incorporates baseline covariate information while also accounting for stratified randomization, a common form…

Methodology · Statistics 2026-05-01 Raphael C. Kim , Brian Gilbert , Ramin Zabih , Michele Santacatterina , Ivan Diaz

Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome.…

Methodology · Statistics 2023-07-06 David Deuber , Jinzhou Li , Sebastian Engelke , Marloes H. Maathuis

We study variants of the average treatment effect on the treated with population parameters replaced by their sample counterparts. For each estimand, we derive the limiting distribution with respect to a semiparametric efficient estimator…

Methodology · Statistics 2024-02-12 Andrew Yiu

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

The difference in restricted mean survival times between two groups is a clinically relevant summary measure. With observational data, there may be imbalances in confounding variables between the two groups. One approach to account for such…

Applications · Statistics 2014-10-17 Andrew Wey , David Vock , John Connett , Kyle Rudser

In conventional randomized controlled trials, adjustment for baseline values of covariates known to be at least moderately associated with the outcome increases the power of the trial. Recent work has shown particular benefit for more…

Methodology · Statistics 2023-11-27 James Willard , Shirin Golchi , Erica EM Moodie

This paper studies the quantization of heavy-tailed data in some fundamental statistical estimation problems, where the underlying distributions have bounded moments of some order. We propose to truncate and properly dither the data prior…

Statistics Theory · Mathematics 2023-07-27 Junren Chen , Michael K. Ng , Di Wang

Randomized experiments can provide unbiased estimates of sample average treatment effects. However, estimates of population treatment effects can be biased when the experimental sample and the target population differ. In this case, the…

Methodology · Statistics 2022-11-10 Wenqi Shi , Xi Lin

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing…

Machine Learning · Computer Science 2025-07-11 Tomu Hirata , Undral Byambadalai , Tatsushi Oka , Shota Yasui , Shingo Uto

Randomized trials are considered the gold standard for estimating causal effects. Trial findings are often used to inform policy and programming efforts, yet their results may not generalize well to a relevant target population due to…

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

Methodology · Statistics 2025-03-28 Keisuke Hanada , Masahiro Kojima