Related papers: Residual Balancing for Non-Linear Outcome Models i…
The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…
We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…
Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…
We develop likelihood-based bias reduction for nonlinear panel models with additive individual and time effects. In two-way panels, integrated-likelihood corrections are attractive but challenging because the required integration is high…
Researchers frequently estimate treatment effects by regressing outcomes (Y) on treatment (D) and covariates (X). Even without unobserved confounding, the coefficient on D yields a conditional-variance-weighted average of strata-wise…
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…
Estimating treatment effects is of great importance for many biomedical applications with observational data. Particularly, interpretability of the treatment effects is preferable for many biomedical researchers. In this paper, we first…
Biomedical studies have a common interest in assessing relationships between multiple related health outcomes and high-dimensional predictors. For example, in reproductive epidemiology, one may collect pregnancy outcomes such as length of…
Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains.…
Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…
When making causal inferences, post-treatment confounders complicate analyses of time-varying treatment effects. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce…
We present a proposal to deal with the non-normality issue in the context of regression models with measurement errors when both the response and the explanatory variable are observed with error. We extend the normal model by jointly…
Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…
We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…
We present a new method for high-dimensional linear regression when a scale parameter of the additive errors is unknown. The proposed estimator is based on a penalized Huber $M$-estimator, for which theoretical results on estimation error…
Many major works in social science employ matching to make causal conclusions, but different matches on the same data may produce different treatment effect estimates, even when they achieve similar balance or minimize the same loss…
We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…
It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
The Regression Discontinuity (RD) design is a quasi-experimental design which emulates a randomised study by exploiting situations where treatment is assigned according to a continuous variable as is common in many drug treatment…