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In this paper, we propose two new flexible Gini indices (extended lower and upper) defined via differences between the $i$-th observation, the smallest order statistic, and the largest order statistic, for any $1 \leqslant i \leqslant m$.…

Methodology · Statistics 2025-06-03 Roberto Vila , Helton Saulo

This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

Econometrics · Economics 2025-05-08 Yuehao Bai , Xun Huang , Joseph P. Romano , Azeem M. Shaikh , Max Tabord-Meehan

We address the challenge of constructing valid confidence intervals and sets in problems of prediction across multiple environments. We investigate two types of coverage suitable for these problems, extending the jackknife and…

Machine Learning · Statistics 2024-11-14 John C. Duchi , Suyash Gupta , Kuanhao Jiang , Pragya Sur

In the present article, we discuss jackknife empirical likelihood (JEL) and adjusted jackknife empirical likelihood (AJEL) based inference for finding confidence intervals for probability weighted moment (PWM). We obtain the asymptotic…

Methodology · Statistics 2018-07-13 Deepesh Bhati , Sudheesh K Kattumannil , N Sreelakshmi

For studying or reducing the bias of functionals of the Kaplan-Meier survival estimator, the jackknifing approach of Stute and Wang (1994) is natural. We have studied the behavior of the jackknife estimate of bias under different…

Methodology · Statistics 2013-12-17 Md Hasinur Rahaman Khan , J. Ewart H. Shaw

Reducing the number of experimental units is one of the three pillars of the 3R principles (Replace, Reduce, Refine) in animal research. At the same time, statistical error rates need to be controlled to enable reliable inferences and…

Methodology · Statistics 2026-05-08 Leonhard Held , Fadoua Balabdaoui , Saverio Fontana , Samuel Pawel

Researchers and practitioners have designed and implemented various automated test case generators to support effective software testing. Such generators exist for various languages (e.g., Java, C#, or Python) and for various platforms…

Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…

Machine Learning · Computer Science 2020-07-14 Yucen Luo , Alex Beatson , Mohammad Norouzi , Jun Zhu , David Duvenaud , Ryan P. Adams , Ricky T. Q. Chen

This paper addresses the weak instruments problem in linear instrumental variable models from a Bayesian perspective. The new approach has two components. First, a novel predictor-dependent shrinkage prior is developed for the many…

Methodology · Statistics 2014-08-05 P. Richard Hahn , Hedibert Lopes

This paper proposes a model-free approach to analyze panel data with heterogeneous dynamic structures across observational units. We first compute the sample mean, autocovariances, and autocorrelations for each unit, and then estimate the…

Econometrics · Economics 2019-01-16 Ryo Okui , Takahide Yanagi

In the setting of multi-armed trials, adaptive designs are a popular way to increase estimation efficiency, identify optimal treatments, or maximize rewards to individuals. Recent work has considered the case of estimating the effects of K…

Methodology · Statistics 2026-02-10 Evan T. R. Rosenman , Kristen B. Hunter

An economic model of crime is used to explore the consistent estimation of a simultaneous linear equation without recourse to instrumental variables. A maximum-likelihood procedure (NISE) is introduced, and its results are compared to…

General Economics · Economics 2020-03-19 Eric Blankmeyer

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

Suppose that we wish to estimate a finite-dimensional summary of one or more function-valued features of an underlying data-generating mechanism under a nonparametric model. One approach to estimation is by plugging in flexible estimates of…

Methodology · Statistics 2020-08-28 Hongxiang Qiu , Alex Luedtke , Marco Carone

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

This paper proposes an estimator that relaxes the conventional relevance condition in instrumental variable (IV) analyses. The method allows endogenous covariates to be weakly correlated, uncorrelated, or even mean-independent -- though not…

Econometrics · Economics 2025-11-04 Emmanuel Selorm Tsyawo , Abdul-Nasah Soale

Widely used income inequality measure, Gini index is extended to form a family of income inequality measures known as Single-Series Gini (S-Gini) indices. In this study, we develop empirical likelihood (EL) and jackknife empirical…

Methodology · Statistics 2024-05-29 Sreelakshmi N , Sudheesh K Kattumannil , Rituparna Sen

As AI systems, particularly generative models, increasingly influence decision-making, ensuring that they are able to fairly represent diverse human preferences becomes crucial. This paper introduces a novel framework for evaluating…

Machine Learning · Computer Science 2024-10-25 Shreeyash Gowaikar , Hugo Berard , Rashid Mushkani , Shin Koseki

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

Econometrics · Economics 2026-04-07 Yu-Min Yen

Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and…

Methodology · Statistics 2024-07-04 Christopher Harshaw , Joel A. Middleton , Fredrik Sävje
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