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In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

Statistics Theory · Mathematics 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…

Methodology · Statistics 2025-07-01 Satarupa Bhattacharjee , Bing Li , Xiao Wu , Lingzhou Xue

In this article, we aim to provide a general and complete understanding of semi-supervised (SS) causal inference for treatment effects. Specifically, we consider two such estimands: (a) the average treatment effect and (b) the quantile…

Methodology · Statistics 2024-08-15 Abhishek Chakrabortty , Guorong Dai

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

Methodology · Statistics 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…

Methodology · Statistics 2021-03-02 Eva Cantoni , Xavier de Luna

This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonconvex regularization. When the additive errors in linear…

Statistics Theory · Mathematics 2021-01-01 Xiaoou Pan , Qiang Sun , Wen-Xin Zhou

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

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee

Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…

Methodology · Statistics 2025-01-08 Oliver Dukes , Stijn Vansteelandt , David Whitney

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

Methodology · Statistics 2020-09-28 Satyajit Ghosh , Zhiqiang Tan

After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…

Methodology · Statistics 2020-07-07 Oliver Dukes , Vahe Avagyan , Stijn Vansteelandt

Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…

Statistics Theory · Mathematics 2023-08-22 Edward H. Kennedy

As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…

Methodology · Statistics 2021-07-02 Jiaqi Li , Liya Fu

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…

Methodology · Statistics 2025-09-26 Chi-Shian Dai , Chao Ying , Yang Ning , Jiwei Zhao

This paper develops methods for uncertainty quantification in causal inference settings with random network interference. We study the large-sample distributional properties of the classical difference-in-means Hajek treatment effect…

Methodology · Statistics 2025-11-11 Matias D. Cattaneo , Yihan He , Ruiqi Rae Yu

With the evolution of single-cell RNA sequencing techniques into a standard approach in genomics, it has become possible to conduct cohort-level causal inferences based on single-cell-level measurements. However, the individual gene…

Methodology · Statistics 2025-04-23 Jin-Hong Du , Zhenghao Zeng , Edward H. Kennedy , Larry Wasserman , Kathryn Roeder

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

Methodology · Statistics 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song