Related papers: Causal Inference under Interference: Regression Ad…
We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…
Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…
Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…
Semiparametric efficient estimation of various multi-valued causal effects, including quantile treatment effects, is important in economic, biomedical, and other social sciences. Under the unconfoundedness condition, adjustment for…
Understanding when and why interpolating methods generalize well has recently been a topic of interest in statistical learning theory. However, systematically connecting interpolating methods to achievable notions of optimality has only…
Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's…
We propose a nonparametric quantile regression method using deep neural networks with a rectified linear unit penalty function to avoid quantile crossing. This penalty function is computationally feasible for enforcing non-crossing…
Regression adjustments are often considered by investigators to improve the estimation efficiency of causal effect in randomized experiments when there exists many pre-experiment covariates. In this paper, we provide conditions that…
This paper considers statistical inference for the explained variance $\beta^{\intercal}\Sigma \beta$ under the high-dimensional linear model $Y=X\beta+\epsilon$ in the semi-supervised setting, where $\beta$ is the regression vector and…
Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…
Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…
In paired randomized experiments individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment as a way to correct for persistent…
Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…
I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…
In this paper, we propose a new test for the detection of a change in a non-linear (auto-)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at-most-one-change…
We study optimal variance reduction solutions for count and ratio metrics in online controlled experiments. Our methods leverage flexible machine learning tools to incorporate covariates that are independent from the treatment but have…
This book chapter introduces regression approaches and regression adjustment for Approximate Bayesian Computation (ABC). Regression adjustment adjusts parameter values after rejection sampling in order to account for the imperfect match…
We extend the continuity-based framework to Regression Discontinuity Designs (RDDs) to identify and estimate causal effects under interference when units are connected through a network. Assignment to an "effective treatment," combining the…
Causal effect estimation under networked interference is an important but challenging problem. Available parametric methods are limited in their model space, while previous semiparametric methods, e.g., leveraging neural networks to fit…
We study regression adjustment with general function class approximations for estimating the average treatment effect in the design-based setting. Standard regression adjustment involves bias due to sample re-use, and this bias leads to…