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We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…

Methodology · Statistics 2018-07-02 Abhishek Chakrabortty , Tianxi Cai

We propose plug-in (PI) and double machine learning (DML) estimators of average treatment effect (ATE), average treatment effect on the treated (ATET) and local average treatment effect (LATE) in the multivariate sample selection model with…

Econometrics · Economics 2025-11-18 Sofiia Dolgikh , Bodan Potanin

We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

Machine Learning · Statistics 2021-10-12 Pranjal Awasthi , Abhimanyu Das , Rajat Sen , Ananda Theertha Suresh

Knowing the link between observed predictive variables and outcomes is crucial for making inference in any regression model. When this link is missing, partially or completely, classical estimation methods fail in recovering the true…

Statistics Theory · Mathematics 2026-01-28 Fadoua Balabdaoui , Jinyu Chen

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…

Methodology · Statistics 2018-04-17 Yebin Tao , Haoda Fu

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

Methodology · Statistics 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

Estimating treatment effects is of great importance for many biomedical applications with observational data. Particularly, interpretability of the treatment effects is preferable for many biomedical researchers. In this paper, we first…

Machine Learning · Statistics 2022-06-28 Kan Chen , Qishuo Yin , Qi Long

This article introduces the R package concrete, which implements a recently developed targeted maximum likelihood estimator (TMLE) for the cause-specific absolute risks of time-to-event outcomes measured in continuous time. Cross-validated…

Conditional average treatment effect (CATE) estimation is the de facto gold standard for targeting a treatment to a heterogeneous population. The method estimates treatment effects up to an error $\epsilon > 0$ in each of $M$ different…

Machine Learning · Computer Science 2026-01-12 Sílvia Casacuberta , Moritz Hardt

Population genetics seeks to quantify DNA variant associations with traits or diseases, as well as interactions among variants and with environmental factors. Computing millions of estimates in large cohorts in which small effect sizes are…

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

Methodology · Statistics 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

In recent years, there has been growing interest in causal machine learning estimators for quantifying subject-specific effects of a binary treatment on time-to-event outcomes. Estimation approaches have been proposed which attenuate the…

Methodology · Statistics 2026-03-30 Matthew Pryce , Karla Diaz-Ordaz , Ruth H. Keogh , Stijn Vansteelandt

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

This paper develops a sensitivity analysis framework that transfers the average total treatment effect (ATTE) from source data with a fully observed network to target data whose network is completely unknown. The ATTE represents the average…

Methodology · Statistics 2025-10-17 Tadao Hoshino

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when…

Methodology · Statistics 2025-03-07 Mahsa Ashouri , Nicholas C. Henderson