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In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…

Econometrics · Economics 2025-06-17 Konrad Menzel

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Semi-parametric methods are often used for the estimation of intervention effects on correlated outcomes in cluster-randomized trials (CRTs). When outcomes are missing at random (MAR), Inverse Probability Weighted (IPW) methods…

Methodology · Statistics 2016-01-27 Melanie Prague , Rui Wang , Alisa Stephens , Eric Tchetgen Tchetgen , Victor DeGruttola

With the increasing availability of data from historical studies and real-world data sources, hybrid control designs that incorporate external data into the evaluation of current studies are being increasingly adopted. In these designs, it…

Methodology · Statistics 2025-06-23 Masahiro Kojima , Shunichiro Orihara , Keisuke Hanada , Tomohiro Ohigashi

The estimation of Average Treatment Effect (ATE) as a causal parameter is carried out in two steps, where in the first step, the treatment and outcome are modeled to incorporate the potential confounders, and in the second step, the…

Methodology · Statistics 2022-02-09 Mehdi Rostami , Olli Saarela

Nested case-control (NCC) is a sampling method widely used for developing and evaluating risk models with expensive biomarkers on large prospective cohort studies. The biomarker values are typically obtained on a sub-cohort, consisting of…

Methodology · Statistics 2021-04-07 Qian M. Zhou , Xuan Wang , Yingye Zheng , Tianxi Cai

This short study presents an opportunistic approach to a (more) reliable validation method for prediction uncertainty average calibration. Considering that variance-based calibration metrics (ZMS, NLL, RCE...) are quite sensitive to the…

Machine Learning · Statistics 2024-08-27 Pascal Pernot

We introduce a framework for robust uncertainty quantification in situations where labeled training data are corrupted, through noisy or missing labels. We build on conformal prediction, a statistical tool for generating prediction sets…

Machine Learning · Computer Science 2026-02-27 Shai Feldman , Stephen Bates , Yaniv Romano

Mendelian randomization uses genetic variants as instrumental variables to make causal inferences about the effects of modifiable risk factors on diseases from observational data. One of the major challenges in Mendelian randomization is…

Methodology · Statistics 2024-10-29 Youpeng Su , Siqi Xu , Yilei Ma , Ping Yin , Wing Kam Fung , Hongwei Jiang , Peng Wang

The finite sample variance of an inverse propensity weighted estimator is derived in the case of discrete control variables with finite support. The obtained expressions generally corroborate widely-cited asymptotic theory showing that…

Methodology · Statistics 2023-05-19 Andrew Herren , P. Richard Hahn

Estimating causal effects in the presence of spillover among individuals embedded within a social network is often challenging with missing information. The spillover effect is the effect of an intervention if a participant is not exposed…

Two-phase designs measure variables of interest on a subcohort where the outcome and covariates are readily available or cheap to collect on all individuals in the cohort. Given limited resource availability, it is of interest to find an…

Methodology · Statistics 2022-01-11 Tong Chen , Thomas Lumley

Personalized decision making requires the knowledge of potential outcomes under different treatments, and confidence intervals about the potential outcomes further enrich this decision-making process and improve its reliability in…

Machine Learning · Computer Science 2024-05-22 Zonghao Chen , Ruocheng Guo , Jean-François Ton , Yang Liu

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

Prediction-powered inference (PPI) is a recent framework for valid statistical inference with partially labeled data, combining model-based predictions on a large unlabeled set with bias correction from a smaller labeled subset. Building on…

Machine Learning · Statistics 2026-03-25 Jyotishka Datta , Nicholas G. Polson

When making causal inferences, post-treatment confounders complicate analyses of time-varying treatment effects. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce…

Applications · Statistics 2019-04-02 Xiang Zhou , Geoffrey T. Wodtke

We study offline recommender learning from explicit rating feedback in the presence of selection bias. A current promising solution for the bias is the inverse propensity score (IPS) estimation. However, the performance of existing…

Machine Learning · Statistics 2022-04-22 Yuta Saito , Masahiro Nomura

A platform trial with a master protocol provides an infrastructure to ethically and efficiently evaluate multiple treatment options in multiple diseases. Given that certain study drugs can enter or exit a platform trial, the randomization…

Methodology · Statistics 2025-07-15 Tianyu Zhan , Jane Zhang , Lei Shu , Yihua Gu

Covariate adjustment is a ubiquitous method used to estimate the average treatment effect (ATE) from observational data. Assuming a known graphical structure of the data generating model, recent results give graphical criteria for optimal…

Statistics Theory · Mathematics 2025-12-08 Alexander Mangulad Christgau , Anton Rask Lundborg , Niels Richard Hansen

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

Methodology · Statistics 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa