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We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

Econometrics · Economics 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…

Methodology · Statistics 2024-11-26 Tathagata Basu , Matthias C. M. Troffaes

Composite endpoints are commonly used with an anticipation that clinically relevant endpoints as a whole would yield meaningful treatment benefits. The win ratio is a rank-based statistic to summarize composite endpoints, allowing…

Methodology · Statistics 2022-12-14 Di Zhang , Stephen R. Wisniewski , Jong-Hyeon Jeong

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

Applied macroeconomists frequently use impulse response estimators motivated by linear models. We study whether the estimands of such procedures have a causal interpretation when the true data generating process is in fact nonlinear. We…

Econometrics · Economics 2025-11-18 Michal Kolesár , Mikkel Plagborg-Møller

There are many settings where researchers are interested in estimating average treatment effects and are willing to rely on the unconfoundedness assumption, which requires that the treatment assignment be as good as random conditional on…

Methodology · Statistics 2018-02-02 Susan Athey , Guido W. Imbens , Stefan Wager

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

Methodology · Statistics 2019-05-14 Cheng Ju , David Benkeser , Mark J. van der Laan

In federated learning, differences in the data or objectives between the participating nodes motivate approaches to train a personalized machine learning model for each node. One such approach is weighted averaging between a locally trained…

Machine Learning · Computer Science 2021-10-26 Felix Grimberg , Mary-Anne Hartley , Sai P. Karimireddy , Martin Jaggi

We consider a potential outcomes model in which interference may be present between any two units but the extent of interference diminishes with spatial distance. The causal estimand is the global average treatment effect, which compares…

Methodology · Statistics 2022-09-16 Michael P. Leung

Survey data typically have missing values due to unit and item nonresponse. Sometimes, survey organizations know the marginal distributions of certain categorical variables in the survey. As shown in previous work, survey organizations can…

Methodology · Statistics 2025-09-01 Kewei Xu , Jerome P. Reiter

To perform regression analysis in high dimensions, lasso or ridge estimation are a common choice. However, it has been shown that these methods are not robust to outliers. Therefore, alternatives as penalized M-estimation or the sparse…

Statistics Theory · Mathematics 2025-02-03 Viktoria Öllerer , Christophe Croux , Andreas Alfons

We propose and analyze estimators for statistical functionals of one or more distributions under nonparametric assumptions. Our estimators are based on the theory of influence functions, which appear in the semiparametric statistics…

This paper introduces tools for assessing the sensitivity, to unobserved confounding, of a common estimator of the causal effect of a treatment on an outcome that employs weights: the weighted linear regression of the outcome on the…

Methodology · Statistics 2025-08-06 Leonard Wainstein , Chad Hazlett

Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…

Statistics Theory · Mathematics 2022-01-14 Oliver Hines , Oliver Dukes , Karla Diaz-Ordaz , Stijn Vansteelandt

Effect size indices are useful tools in study design and reporting because they are unitless measures of association strength that do not depend on sample size. Existing effect size indices are developed for particular parametric models or…

Methodology · Statistics 2025-01-08 Simon Vandekar , Ran Tao , Jeffrey Blume

We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials…

Methodology · Statistics 2021-07-08 Laura B. Balzer , Wenjing Zheng , Mark J. van der Laan , Maya L. Petersen

In Genome-Wide Association Studies (GWAS), heritability is defined as the fraction of variance of an outcome explained by a large number of genetic predictors in a high-dimensional polygenic linear model. This work studies the asymptotic…

Statistics Theory · Mathematics 2025-02-27 David Azriel , Samuel Davenport , Armin Schwartzman

It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a…

Machine Learning · Statistics 2022-03-22 Kazuhiko Shinoda , Takahiro Hoshino

Randomized experiments in which the treatment of a unit can affect the outcomes of other units are becoming increasingly common in healthcare, economics, and in the social and information sciences. From a causal inference perspective, the…

Methodology · Statistics 2017-02-14 Daniel L. Sussman , Edoardo M. Airoldi

We propose a novel method for estimating heterogeneous treatment effects based on the fused lasso. By first ordering samples based on the propensity or prognostic score, we match units from the treatment and control groups. We then run the…

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