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This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…

Methodology · Statistics 2026-02-05 Subhodeep Dey , Gopal K. Basak , Samarjit Das

Staggered rollout cluster randomized experiments (SR-CREs) involve sequential treatment adoption across clusters, requiring analysis methods that address a general class of dynamic causal effects, anticipation, and non-ignorable…

Methodology · Statistics 2026-02-02 Xinyuan Chen , Fan Li

This paper introduces a framework to analyze time-varying spillover effects in panel data. We consider panel models where a unit's outcome depends not only on its own characteristics (private effects) but also on the characteristics of…

Econometrics · Economics 2025-01-17 Ryo Okui , Yutao Sun , Wendun Wang

Stacking regressions is an ensemble technique that forms linear combinations of different regression estimators to enhance predictive accuracy. The conventional approach uses cross-validation data to generate predictions from the…

Machine Learning · Statistics 2024-10-10 Xin Chen , Jason M. Klusowski , Yan Shuo Tan

When using dyadic data (i.e., data indexed by pairs of units), researchers typically assume a linear model, estimate it using Ordinary Least Squares and conduct inference using ``dyadic-robust" variance estimators. The latter assumes that…

Econometrics · Economics 2024-11-20 Nathan Canen , Ko Sugiura

Objective: To investigate the impact of different logistic regression estimators applied to RDS samples obtained by simulation and real data. Methods: Four simulated populations were created combining different connectivity models, levels…

We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…

Statistics Theory · Mathematics 2016-08-16 Christophe Chesneau , Guillaume Lecué

Generalized causal effect estimands, including the Mann-Whitney parameter and causal net benefit, provide flexible summaries of treatment effects in randomized experiments with non-Gaussian or multivariate outcomes. We develop a unified…

Methodology · Statistics 2026-02-27 Xinyuan Chen , Fan Li

When we interpret linear regression as estimating causal effects justified by quasi-experimental treatment variation, what do we mean? This paper formalizes a minimal criterion for quasi-experimental interpretation and characterizes its…

Econometrics · Economics 2026-01-21 Jiafeng Chen

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…

Methodology · Statistics 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

Estimation and inference procedures for synthetic control methods often do not allow for the existence of spillover effects, which are plausible in many applications. In this paper, we consider estimation and inference for synthetic control…

Econometrics · Economics 2026-01-23 Jianfei Cao , Connor Dowd

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

Causal mediation analysis in cluster-randomized trials (CRTs) is complicated by the presence of multiple mediators, intracluster correlation, and within-cluster interference. Existing mediation methods often fall short in accommodating…

Methodology · Statistics 2026-04-14 Jiaqi Tong , Chao Cheng , Fan Li

We present current methods for estimating treatment effects and spillover effects under "interference", a term which covers a broad class of situations in which a unit's outcome depends not only on treatments received by that unit, but also…

Applications · Statistics 2020-01-16 Peter M. Aronow , Dean Eckles , Cyrus Samii , Stephanie Zonszein

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Generalized linear models are a popular tool in applied statistics, with their maximum likelihood estimators enjoying asymptotic Gaussianity and efficiency. As all models are wrong, it is desirable to understand these estimators' behaviours…

Methodology · Statistics 2024-12-10 Elliot H. Young , Rajen D. Shah

To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…

Statistics Theory · Mathematics 2024-01-24 Lukang Huang , Wei Huang , Oliver Linton , Zheng Zhang

This paper develops new methods for causal inference in observational studies on a single large network of interconnected units, addressing two key challenges: long-range dependence among units and the presence of general interference. We…

Methodology · Statistics 2025-11-24 Jizhou Liu , Dake Zhang , Eric J. Tchetgen Tchetgen

This paper studies how to design two-wave experiments in the presence of spillovers for precise inference on treatment effects. We consider units connected through a single network, local dependence among individuals, and a general class of…

Econometrics · Economics 2025-11-25 Davide Viviano

We study estimation of causal effects in staggered rollout designs, i.e. settings where there is staggered treatment adoption and the timing of treatment is as-good-as randomly assigned. We derive the most efficient estimator in a class of…

Econometrics · Economics 2023-05-18 Jonathan Roth , Pedro H. C. Sant'Anna