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Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…

Methodology · Statistics 2016-02-16 Hien D. Nguyen , Geoffrey J. McLachlan

Applied researchers in biomedicine and related fields are often interested in estimating the causal effect of a treatment or intervention. Although randomized clinical trials are considered the gold standard for establishing causal effects,…

Causal mediation analysis with random interventions has become an area of significant interest for understanding time-varying effects with longitudinal and survival outcomes. To tackle causal and statistical challenges due to the complex…

Methodology · Statistics 2023-04-12 Zeyi Wang , Lars van der Laan , Maya Petersen , Thomas Gerds , Kajsa Kvist , Mark van der Laan

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…

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We present a general framework for using existing data to estimate the efficiency gain from using a covariate-adjusted estimator of a marginal treatment effect in a future randomized trial. We describe conditions under which it is possible…

Methodology · Statistics 2021-05-03 Xiudi Li , Sijia Li , Alex Luedtke

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

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Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…

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Inferential models have been proposed for valid and efficient prior-free probabilistic inference. As it gradually gained popularity, this theory is subject to further developments for practically challenging problems. This paper considers…

Statistics Theory · Mathematics 2024-04-15 Jiasen Yang , Xiao Wang , Chuanhai Liu

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…

Understanding the causal effects of text on downstream outcomes is a central task in many applications. Estimating such effects requires researchers to run controlled experiments that systematically vary textual features. While large…

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We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…

Econometrics · Economics 2022-12-20 Isaiah Andrews , Jonathan Roth , Ariel Pakes

Important problems in causal inference, economics, and, more generally, robust machine learning can be expressed as conditional moment restrictions, but estimation becomes challenging as it requires solving a continuum of unconditional…

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Stepped wedge cluster randomized trials (SW-CRTs) with binary outcomes are increasingly used in prevention and implementation studies. Marginal models represent a flexible tool for analyzing SW-CRTs with population-averaged interpretations,…

Methodology · Statistics 2021-01-05 Fan Li , Hengshi Yu , Paul J. Rathouz , Elizabeth L. Turner , John S. Preisser

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

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For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

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Instrumental variables are widely used in econometrics and epidemiology for identifying and estimating causal effects when an exposure of interest is confounded by unmeasured factors. Despite this popularity, the assumptions invoked to…

Methodology · Statistics 2024-02-15 Alexander W. Levis , Edward H. Kennedy , Luke Keele

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

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Long-term outcomes of experimental evaluations are necessarily observed after long delays. We develop semiparametric methods for combining the short-term outcomes of experiments with observational measurements of short-term and long-term…

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We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…

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