Related papers: Two-stage Least Squares with Clustered Data under …
This paper is an exposition of how BRIDGE and adaptive LASSO can be used in a two-stage least squares problem, to estimate the second-stage coefficients when the number of parameters p in both stages is growing with the sample size n.…
Accumulated Local Effect (ALE) is a method for accurately estimating feature effects, overcoming fundamental failure modes of previously-existed methods, such as Partial Dependence Plots. However, ALE's approximation, i.e. the method for…
In pragmatic cluster randomized controlled trials (PCRCTs), healthcare providers are randomized while both providers and patients may deviate from the assigned intervention. In many PCRCTs, cluster-level implementation is measured using…
Finding patient subgroups with similar characteristics is crucial for personalized decision-making in various disciplines such as healthcare and policy evaluation. While most existing approaches rely on unsupervised clustering methods,…
This paper characterizes point identification results of the local average treatment effect (LATE) using two imperfect instruments. The classical approach (Imbens and Angrist (1994)) establishes the identification of LATE via an instrument…
Sparse-Group Lasso (SGL) has been shown to be a powerful regression technique for simultaneously discovering group and within-group sparse patterns by using a combination of the $\ell_1$ and $\ell_2$ norms. However, in large-scale…
Two-phase sampling is a simple and cost-effective estimation strategy in survey sampling and is widely used in practice. Because the phase-2 sampling probability typically depends on low-cost variables collected at phase 1, naive estimation…
Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…
This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…
Understanding the factors that trigger or prevent undesirable health outcomes across patient subpopulations is essential for designing targeted interventions. While randomized controlled trials and expert-led patient interviews are standard…
To minimize the mean squared error (MSE) in global average treatment effect (GATE) estimation under network interference, a popular approach is to use a cluster-randomized design. However, in the presence of homophily, which is common in…
Panel data are widely used in political science to draw causal inferences. However, these models often rely on the strong and untested assumption of sequential ignorability--that no unmeasured variables influence both the independent and…
We consider experimentation in the presence of non-stationarity, inter-unit (spatial) interference, and carry-over effects (temporal interference), where we wish to estimate the global average treatment effect (GATE), the difference between…
This paper concerns the estimation of linear panel data models with endogenous regressors and a latent group structure in the coefficients. We consider instrumental variables estimation of the group-specific coefficient vector. We show that…
We consider a randomized controlled trial between two groups. The objective is to identify a population with characteristics such that the test therapy is more effective than the control therapy. Such a population is called a subgroup. This…
For multiple treatments D=0,1,...,J, covariates X and outcome Y, the ordinary least squares estimator (OLS) of Y on (D1,...,DJ,X) is widely applied to a constant-effect linear model, where Dj is the dummy variable for D=j. However, the…
In Randomised Controlled Trials (RCT) with treatment non-compliance, instrumental variable approaches are used to estimate complier average causal effects. We extend these approaches to cost-effectiveness analyses, where methods need to…
We propose a novel estimation procedure for models with endogenous variables in the presence of spatial correlation based on Eigenvector Spatial Filtering. The procedure, called Moran's $I$ 2-Stage Lasso (Mi-2SL), uses a two-stage Lasso…
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…
Adaptive sample size re-estimation, early stopping, and trial re-design at interim analyses can reduce expected sample sizes in randomised trials. Cluster randomised trials, in which groups of participants are randomly allocated to…