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We consider the setting of an aggregate data meta-analysis of a continuous outcome of interest. When the distribution of the outcome is skewed, it is often the case that some primary studies report the sample mean and standard deviation of…

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

We explain how effective automatic probability density function estimates can be constructed using contemporary Bayesian inference engines such as those based on no-U-turn sampling and expectation propagation. Extensive simulation studies…

Machine Learning · Statistics 2021-09-28 M. P. Wand , J. C. F. Yu

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

Estimation of causal effects using machine learning methods has become an active research field in econometrics. In this paper, we study the finite sample performance of meta-learners for estimation of heterogeneous treatment effects under…

Econometrics · Economics 2022-02-01 Gabriel Okasa

To analyze the impacts of certain types of public health interventions we need to estimate the treatment effects and outcomes as these apply to heterogeneous open populations. Dynamically modifying populations containing risk groups that…

Methodology · Statistics 2019-10-14 Aditi Shenvi , Jim Q. Smith

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

Random-effects meta-analyses are widely used for evidence synthesis in medical research. However, conventional methods based on large-sample approximations often exhibit poor performance in case of very few studies (e.g., 2 to 4), which is…

Methodology · Statistics 2025-11-20 Ao Huang , Christian Röver , Tim Friede

Cross-classified data frequently arise in scientific fields such as education, healthcare, and social sciences. A common modeling strategy is to introduce crossed random effects within a regression framework. However, this approach often…

Methodology · Statistics 2025-07-22 Shota Takeishi , Shonosuke Sugasawa

In the estimation of the causal effect under linear Structural Causal Models (SCMs), it is common practice to first identify the causal structure, estimate the probability distributions, and then calculate the causal effect. However, if the…

Methodology · Statistics 2021-03-16 Shunsuke Horii

Linear modeling is ubiquitous, but performance can suffer when the model is misspecified. We have recently demonstrated that latent groupings in the levels of categorical predictors can complicate inference in a variety of fields including…

Methodology · Statistics 2024-04-11 Thomas A. Metzger , Christopher T. Franck

Typical models of learning assume incremental estimation of continuously-varying decision variables like expected rewards. However, this class of models fails to capture more idiosyncratic, discrete heuristics and strategies that people and…

Machine Learning · Computer Science 2024-02-27 Carlos G. Correa , Thomas L. Griffiths , Nathaniel D. Daw

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

Restricted Boltzmann Machines (RBMs) are generative models designed to learn from data with a rich underlying structure. In this work, we explore a teacher-student setting where a student RBM learns from examples generated by a teacher RBM,…

Disordered Systems and Neural Networks · Physics 2026-02-02 Gianluca Manzan , Daniele Tantari

The size of the effect of the difference in two groups with respect to a variable of interest may be estimated by the classical Cohen's $d$. A recently proposed generalized estimator allows conditioning on further independent variables…

Methodology · Statistics 2023-09-06 Jürgen Groß , Annette Möller

Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently,…

Machine Learning · Statistics 2022-02-28 Tobias Hatt , Jeroen Berrevoets , Alicia Curth , Stefan Feuerriegel , Mihaela van der Schaar

Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way…

Methodology · Statistics 2019-03-05 Thomas A. Metzger , Christopher T. Franck

Meta-analyses are commonly performed based on random-effects models, while in certain cases one might also argue in favour of a common-effect model. One such case may be given by the example of two "study twins" that are performed according…

Methodology · Statistics 2024-09-04 Christian Röver , Tim Friede

We propose to quantify dependence between two systems $X$ and $Y$ in a dataset $D$ based on the Bayesian comparison of two models: one, $H_0$, of statistical independence and another one, $H_1$, of dependence. In this framework, dependence…

Machine Learning · Statistics 2024-12-11 Guillaume Marrelec , Alain Giron

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov