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The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

With reference to a binary outcome and a binary mediator, we derive identification bounds for natural effects under a reduced set of assumptions. Specifically, no assumptions about confounding are made that involve the outcome; we only…

Methodology · Statistics 2026-04-03 Marco Doretti , Elena Stanghellini

This paper studies the outlier detection problem from the point of view of penalized regressions. Our regression model adds one mean shift parameter for each of the $n$ data points. We then apply a regularization favoring a sparse vector of…

Methodology · Statistics 2011-10-18 Yiyuan She , Art B. Owen

We derive an accounting identity for predictive models that links accuracy with common fairness criteria. The identity shows that for globally calibrated models, the weighted sums of miscalibration within groups and error imbalance across…

Machine Learning · Computer Science 2026-01-29 Hadi Elzayn , Jacob Goldin

While methods for measuring and correcting differential performance in risk prediction models have proliferated in recent years, most existing techniques can only be used to assess fairness across relatively large subgroups. The purpose of…

Methodology · Statistics 2024-01-30 Solvejg Wastvedt , Jared D Huling , Julian Wolfson

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to…

Methodology · Statistics 2022-06-15 Ting Ye , Luke Keele , Raiden Hasegawa , Dylan S. Small

We define the Probability of Tiered Benefit in scenarios with a binary exposure and an outcome that is either categorical with $K \geq 2$ ordered tiers or continuous partitioned by $K-1$ fixed thresholds into disjoint intervals. Similarly…

Methodology · Statistics 2025-03-18 Johan de Aguas , Sebastian Krumscheid , Johan Pensar , Guido Biele

Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting…

Methodology · Statistics 2022-03-29 Zhichao Jiang , Shu Yang , Peng Ding

We systematically investigate issues due to mis-specification that arise in estimating causal effects when (treatment) interference is informed by a network available pre-intervention, i.e., in situations where the outcome of a unit may…

Methodology · Statistics 2018-10-22 Vishesh Karwa , Edoardo M. Airoldi

Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…

Methodology · Statistics 2025-06-24 Julia C. Thome , Andrew J. Spieker , Peter F. Rebeiro , Chun Li , Tong Li , Bryan E. Shepherd

A conditional expectation function (CEF) can at best be partially identified when the conditioning variable is interval censored. When the number of bins is small, existing methods often yield minimally informative bounds. We propose three…

Econometrics · Economics 2018-03-01 Sam Asher , Paul Novosad , Charlie Rafkin

In studies of discrimination, researchers often seek to estimate a causal effect of race or gender on outcomes. For example, in the criminal justice context, one might ask whether arrested individuals would have been subsequently charged or…

Methodology · Statistics 2022-04-06 Johann Gaebler , William Cai , Guillaume Basse , Ravi Shroff , Sharad Goel , Jennifer Hill

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

We introduce twin neural network (TNN) regression. This method predicts differences between the target values of two different data points rather than the targets themselves. The solution of a traditional regression problem is then obtained…

Machine Learning · Computer Science 2022-12-14 Sebastian J. Wetzel , Kevin Ryczko , Roger G. Melko , Isaac Tamblyn

In epidemiological or demographic studies, with variable age at onset, a typical quantity of interest is the incidence of a disease (for example the cancer incidence). In these studies, the individuals are usually highly heterogeneous in…

Statistics Theory · Mathematics 2025-05-20 Vivien Goepp , Jean-Christophe Thalabard , Grégory Nuel , Olivier Bouaziz

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…

Econometrics · Economics 2025-10-13 Philipp Bach , Sven Klaassen , Jannis Kueck , Mara Mattes , Martin Spindler

Natural Language Processing (NLP) models have been found discriminative against groups of different social identities such as gender and race. With the negative consequences of these undesired biases, researchers have responded with…

Computation and Language · Computer Science 2022-05-26 Lu Cheng , Suyu Ge , Huan Liu

This paper studies a family of estimators based on noise-contrastive estimation (NCE) for learning unnormalized distributions. The main contribution of this work is to provide a unified perspective on various methods for learning…

Machine Learning · Statistics 2025-07-15 J. Jon Ryu , Abhin Shah , Gregory W. Wornell

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…

Methodology · Statistics 2022-08-16 Licheng Liu , Ye Wang , Yiqing Xu

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

Methodology · Statistics 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen