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Propensity score (PS) weighting methods are often used in non-randomized studies to adjust for confounding and assess treatment effects. The most popular among them, the inverse probability weighting (IPW), assigns weights that are…

Methodology · Statistics 2020-11-04 Yunji Zhou , Roland A. Matsouaka , Laine Thomas

This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…

Methodology · Statistics 2018-01-15 Chunrong Ai , Oliver Linton , Zheng Zhang

Robot data collected in complex real-world scenarios are often biased due to safety concerns, human preferences, and mission or platform constraints. Consequently, robot learning from such observational data poses great challenges for…

Robotics · Computer Science 2022-10-18 Junhong Xu , Kai Yin , Jason M. Gregory , Lantao Liu

We investigate the problem of calibration and assessment of predictive rules in prognostic designs when missing values are present in the predictors. Our paper has two key objectives which are entwined. The first is to investigate how the…

Methodology · Statistics 2018-10-12 B. J. A. Mertens , E. Banzato , L. C. de Wreede

We investigate the issue of parameter estimation with nonuniform negative sampling for imbalanced data. We first prove that, with imbalanced data, the available information about unknown parameters is only tied to the relatively small…

Machine Learning · Statistics 2021-10-26 HaiYing Wang , Aonan Zhang , Chong Wang

In this paper, prediction for linear systems with missing information is investigated. New methods are introduced to improve the Mean Squared Error (MSE) on the test set in comparison to state-of-the-art methods, through appropriate tuning…

Machine Learning · Statistics 2017-01-04 Mohammad Amin Fakharian , Ashkan Esmaeili , Farokh Marvasti

Researchers regularly perform conditional prediction using imputed values of missing data. However, applications of imputation often lack a firm foundation in statistical theory. This paper originated when we were unable to find analysis…

Econometrics · Economics 2021-02-24 Charles F Manski , Michael Gmeiner , Anat Tamburc

In this paper we recast the problem of missing values in the covariates of a regression model as a latent Gaussian Markov random field (GMRF) model in a fully Bayesian framework. Our proposed approach is based on the definition of the…

Computation · Statistics 2019-12-24 Virgilio Gómez-Rubio , Michela Cameletti , Marta Blangiardo

Semi-parametric methods are often used for the estimation of intervention effects on correlated outcomes in cluster-randomized trials (CRTs). When outcomes are missing at random (MAR), Inverse Probability Weighted (IPW) methods…

Methodology · Statistics 2016-01-27 Melanie Prague , Rui Wang , Alisa Stephens , Eric Tchetgen Tchetgen , Victor DeGruttola

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…

Machine Learning · Statistics 2018-06-29 Jonathan Mei , José M. F. Moura

Marginal structural models (MSMs) are commonly used to estimate causal intervention effects in longitudinal non-randomised studies. A common issue when analysing data from observational studies is the presence of incomplete confounder data,…

Methodology · Statistics 2019-12-02 Clemence Leyrat , James R Carpenter , Sebastien Bailly , Elizabeth J Willamson

Case-cohort studies are conducted within cohort studies, wherein collection of exposure data is limited to a subset of the cohort, leading to a large proportion of missing data by design. Standard analysis uses inverse probability weighting…

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

Missing data is an important challenge when dealing with high dimensional data arranged in the form of an array. In this paper, we propose methods for estimation of the parameters of array variate normal probability model from partially…

Methodology · Statistics 2015-01-06 Deniz Akdemir

We study the identification and estimation of statistical functionals of multivariate data missing non-monotonically and not-at-random, taking a semiparametric approach. Specifically, we assume that the missingness mechanism satisfies what…

Methodology · Statistics 2022-12-26 Daniel Malinsky , Ilya Shpitser , Eric J Tchetgen Tchetgen

Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been…

Statistics Theory · Mathematics 2023-08-04 Jacob Dorn , Kevin Guo

In this paper, I try to tame "Basu's elephants" (data with extreme selection on observables). I propose new practical large-sample and finite-sample methods for estimating and inferring heterogeneous causal effects (under unconfoundedness)…

Econometrics · Economics 2023-01-20 Ganesh Karapakula

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and inverse…

Econometrics · Economics 2025-09-23 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge