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This study proposes a novel approach to ensemble prediction, called "covariate-dependent stacking" (CDST). Unlike traditional stacking and model averaging methods, CDST allows model weights to vary flexibly as a function of covariates,…

Methodology · Statistics 2025-09-29 Tomoya Wakayama , Shonosuke Sugasawa

To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…

Methodology · Statistics 2025-10-28 Zikai Li

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

Ordinal outcomes are common in clinical settings where they often represent increasing levels of disease progression or different levels of functional impairment. Such outcomes can characterize differences in meaningful patient health…

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

We provide a simple distribution regression estimator for treatment effects in the difference-in-differences (DiD) design. Our procedure is particularly useful when the treatment effect differs across the distribution of the outcome…

Econometrics · Economics 2026-05-20 Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

Methodology · Statistics 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

Methodology · Statistics 2026-03-31 Michael Jetsupphasuk , Chenwei Fang , Didong Li , Michael G. Hudgens

The survey experiment is widely used in economics and social sciences to evaluate the effects of treatments or programs. In a standard population-based survey experiment, the experimenter randomly draws experimental units from a target…

Methodology · Statistics 2026-05-11 Pengfei Tian , Jiyang Ren , Yingying Ma

This paper investigates the stochastic optimization problem with a focus on developing scalable parallel algorithms for deep learning tasks. Our solution involves a reformation of the objective function for stochastic optimization in neural…

Machine Learning · Computer Science 2020-04-09 Pengzhan Guo , Zeyang Ye , Keli Xiao , Wei Zhu

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

The difference in restricted mean survival times between two groups is a clinically relevant summary measure. With observational data, there may be imbalances in confounding variables between the two groups. One approach to account for such…

Applications · Statistics 2014-10-17 Andrew Wey , David Vock , John Connett , Kyle Rudser

When one studies the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We propose difference-in-differences (DID) estimators for such cases. We assume that between…

Adaptive designs dynamically update treatment probabilities using information accumulated during the experiment. Existing theory for causal inference from adaptive experiments primarily assumes the superpopulation framework with independent…

Methodology · Statistics 2026-02-26 Xinran Li , Anqi Zhao

Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering…

Machine Learning · Computer Science 2024-10-17 Jef Jonkers , Glenn Van Wallendael , Luc Duchateau , Sofie Van Hoecke

Propensity score (PS) methods have been increasingly used in recent years when assessing treatment effects in nonrandomized studies. In terms of statistical methods, a number of new PS weighting methods were developed, and it was shown that…

Methodology · Statistics 2022-12-20 Tim Filla , Holger Schwender , Oliver Kuß

The Difference in Difference (DiD) estimator is a popular estimator built on the "parallel trends" assumption, which is an assertion that the treatment group, absent treatment, would change "similarly" to the control group over time. To…

Methodology · Statistics 2024-02-09 Dae Woong Ham , Luke Miratrix

To draw real-world evidence about the comparative effectiveness of multiple time-varying treatments on patient survival, we develop a joint marginal structural survival model and a novel weighting strategy to account for time-varying…

Methodology · Statistics 2023-08-08 Liangyuan Hu , Jiayi Ji , Himanshu Joshi , Erick Scott , Fan Li

Difference-in-differences (DID) is one of the most widely used causal inference frameworks in observational studies. However, most existing DID methods are designed for binary treatments and cannot be readily applied to non-binary treatment…

Methodology · Statistics 2025-12-01 Siyu Heng , Yuan Huang , Hyunseung Kang