Related papers: Variance Estimation for Weighted Average Treatment…
This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…
We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…
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…
The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…
A new method for estimating the conditional average treatment effect is proposed in the paper. It is called TNW-CATE (the Trainable Nadaraya-Watson regression for CATE) and based on the assumption that the number of controls is rather large…
This paper proposes a nonlinear weighted anisotropic total variation (NWATV) regularization technique for electrical impedance tomography (EIT). The key idea is to incorporate the internal inhomogeneity information (e.g., edges of the…
Study populations are typically sampled from limited points in space and time, and marginalized groups are underrepresented. To assess the external validity of randomized and observational studies, we propose and evaluate the worst-case…
Inverse probability weights are commonly used in epidemiology to estimate causal effects in observational studies. Researchers can typically focus on either the average treatment effect or the average treatment effect on the treated with…
Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…
Statistical inference in competing risks models is often based on the famous Aalen-Johansen estimator. Since the corresponding limit process lacks independent increments, it is typically applied together with Lin's (1997) resampling…
Estimating causal effects with propensity scores relies upon the availability of treated and untreated units observed at each value of the estimated propensity score. In settings with strong confounding, limited so-called "overlap" in…
Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…
We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…
We consider a heteroscedastic regression model in which some of the regression coefficients are zero but it is not known which ones. Penalized quantile regression is a useful approach for analyzing such data. By allowing different…
We consider the combination of value-at-risk (VaR) and expected shortfall (ES) forecasts when a large pool of candidate forecasts is available. Given the limited literature in this area, we implement a variety of new combining methods. In…
Stepped-wedge cluster randomized trials (SW-CRTs) evaluate interventions rolled out across clusters over time. Standard analyses typically use immediate-treatment (IT) models, which assume effects begin at crossover and remain constant…
The existing theory of penalized quantile regression for longitudinal data has focused primarily on point estimation. In this work, we investigate statistical inference. We propose a wild residual bootstrap procedure and show that it is…
Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…
In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…
Many methods for estimating conditional average treatment effects (CATEs) can be expressed as weighted pseudo-outcome regressions (PORs). Previous comparisons of POR techniques have paid careful attention to the choice of pseudo-outcome…