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A class of robust estimators which are obtained from dual representation of $\phi$-divergences, are studied empirically for the normal location model. Members of this class of estimators are compared, and it is found that they are efficient…

Computation · Statistics 2011-08-16 Mohamed Cherfi

Consider estimating the G-formula for the counterfactual mean outcome under a given treatment regime in a longitudinal study. Bang and Robins provided an estimator for this quantity that relies on a sequential regression formulation of this…

Methodology · Statistics 2018-05-18 Alexander R. Luedtke , Oleg Sofrygin , Mark J. van der Laan , Marco Carone

The recent availability of huge, many-dimensional data sets, like those arising from genome-wide association studies (GWAS), provides many opportunities for strengthening causal inference. One popular approach is to utilize these…

Machine Learning · Statistics 2020-12-21 Ioan Gabriel Bucur , Tom Claassen , Tom Heskes

The research described herewith is to re-visit the classical doubly robust estimation of average treatment effect by conducting a systematic study on the comparisons, in the sense of asymptotic efficiency, among all possible combinations of…

Statistics Theory · Mathematics 2020-06-01 Keli Guo , Chuyun Ye , Jun Fan , Lixing Zhu

In propensity score weighted analysis, robust variance that does not account for weight estimation is commonly used. In propensity score weighted Cox models (CoxPSW), the robust variance is known to be conservative when weights for the…

Methodology · Statistics 2026-04-17 Hiroya Morita , Shunichiro Orihara , Fumitaka Shimizu , Masataka Taguri

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we…

Methodology · Statistics 2023-09-06 Yifan Cui , Eric Tchetgen Tchetgen

Motivated by the proliferation of observational datasets and the need to integrate non-randomized evidence with randomized controlled trials, causal inference researchers have recently proposed several new methodologies for combining biased…

Methodology · Statistics 2023-09-14 Evan T. R. Rosenman , Francesca Dominici , Luke Miratrix

We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While…

Machine Learning · Computer Science 2026-02-20 Seyedeh Baharan Khatami , Harsh Parikh , Haowei Chen , Sudeepa Roy , Babak Salimi

Unmeasured confounding is a threat to causal inference in observational studies. In recent years, use of negative controls to mitigate unmeasured confounding has gained increasing recognition and popularity. Negative controls have a…

Methodology · Statistics 2019-09-05 Xu Shi , Wang Miao , Jennifer C. Nelson , Eric J. Tchetgen Tchetgen

All models may be wrong -- but that is not necessarily a problem for inference. Consider the standard $t$-test for the significance of a variable $X$ for predicting response $Y$ whilst controlling for $p$ other covariates $Z$ in a random…

Statistics Theory · Mathematics 2022-05-20 Rajen D. Shah , Peter Bühlmann

When estimating the treatment effect in an observational study, we use a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and…

Methodology · Statistics 2020-10-26 Trinetri Ghosh , Yanyuan Ma , Xavier de Luna

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct…

Econometrics · Economics 2025-02-26 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Causal inference, or counterfactual prediction, is central to decision making in healthcare, policy and social sciences. To de-bias causal estimators with high-dimensional data in observational studies, recent advances suggest the…

Machine Learning · Statistics 2020-10-20 Shuxi Zeng , Serge Assaad , Chenyang Tao , Shounak Datta , Lawrence Carin , Fan Li

Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…

Methodology · Statistics 2024-10-29 Masahiro Kato , Kota Matsui , Ryo Inokuchi

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

Methodology · Statistics 2025-03-11 Xiaoqing Tan , Shu Yang , Wenyu Ye , Douglas E. Faries , Ilya Lipkovich , Zbigniew Kadziola

Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…

Methodology · Statistics 2022-03-07 Thilo Welz , Wolfgang Viechtbauer , Markus Pauly

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

The conventional Two-Way Fixed-Effects (TWFE) estimator has come under scrutiny lately. Recent literature has revealed potential shortcomings of TWFE when the treatment effects are heterogeneous. Scholars have developed new advanced dynamic…

Econometrics · Economics 2025-06-23 Tobias Rüttenauer , Ozan Aksoy

This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…

Methodology · Statistics 2016-12-06 Tianqing Liu , Xiaohui Yuan , Zhaohai Li , Aiyi Liu