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Reweighting a distribution to minimize a distance to a target distribution is a powerful and flexible strategy for estimating a wide range of causal effects, but can be challenging in practice because optimal weights typically depend on…

Machine Learning · Statistics 2026-02-16 Oscar Clivio , Avi Feller , Chris Holmes

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

Randomized saturation designs are two-stage experiments: they first randomly assign treatment probabilities over the clusters and then randomly assign the treatment to the units within the clusters. The existing literature on randomized…

Methodology · Statistics 2026-05-29 Sizhu Lu , Lei Shi , Peng Ding

In this paper, we compare maximum likelihood (ML), quasi likelihood (QL) and weighted least squares (WLS) estimators for proportional error nonlinear regression models. Literature on thermoluminescence sedimentary dating revealed another…

Statistics Theory · Mathematics 2019-11-25 Richard A. Lockhart , Chandanie W. Navaratna

Single-parameter summaries of variable effects in regression settings are desirable for ease of interpretation. However (partially) linear models for example, which would deliver these, may fit poorly to the data. On the other hand, an…

Statistics Theory · Mathematics 2025-07-28 Harvey Klyne , Rajen D. Shah

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong

A model for cross-over designs with repeated measures within each period was developed. It is obtained using an extension of generalized estimating equations that includes a parametric component to model treatment effects and a…

Methodology · Statistics 2023-03-21 N. A. Cruz , O. O. Melo , C. A. Martinez

It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is non-robust leading to poor estimates for some models. In this…

Methodology · Statistics 2022-09-13 Marina Masioti , Joshua Davies , Amanda Shaker , Luke A. Prendergast

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,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic

We study estimation, pointwise and simultaneous inference, and confidence intervals for many average partial effects of lasso Logit. Focusing on high-dimensional, cluster-sampling environments, we propose a new average partial effect…

Econometrics · Economics 2022-01-19 Harold D. Chiang

In various applications, the potential outcome of a unit may be influenced by the treatments received by other units, a phenomenon known as interference, as well as by prior treatments, referred to as carryover effects. These phenomena…

Methodology · Statistics 2025-01-27 Haoyang Yu , Wei Ma , Hanzhong Liu

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

Methodology · Statistics 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann

New local linear estimators are proposed for a wide class of nonparametric regression models. The estimators are uniformly consistent regardless of satisfying traditional conditions of depen\-dence of design elements. The estimators are the…

Statistics Theory · Mathematics 2022-07-05 Yuliana Linke , Igor Borisov , Pavel Ruzankin , Vladimir Kutsenko , Elena Yarovaya , Svetlana Shalnova

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

Econometrics · Economics 2021-11-23 Ayden Higgins , Federico Martellosio

This paper considers distributed M-estimation under heterogeneous distributions among distributed data blocks. A weighted distributed estimator is proposed to improve the efficiency of the standard "Split-And-Conquer" (SaC) estimator for…

Statistics Theory · Mathematics 2022-09-15 Jia Gu , Songxi Chen

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

Methodology · Statistics 2025-08-26 Ye Wang , Michael Jetsupphasuk

To report spillover effects, a common practice is to regress outcomes on statistics summarizing neighbors' treatments. This paper studies nonparametric analogs of these estimands, which we refer to as exposure contrasts. We demonstrate that…

Econometrics · Economics 2025-12-10 Michael P. Leung

In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true…

Econometrics · Economics 2026-05-04 Hyungsik Roger Moon , Martin Weidner

Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case of parametric families of distributions have been derived,…

Statistics Theory · Mathematics 2017-10-11 Nadezhda Gribkova , Ričardas Zitikis