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相关论文: Instrumental Variables Estimation of a Generalized…

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Exogenous heterogeneity, for example, in the form of instrumental variables can help us learn a system's underlying causal structure and predict the outcome of unseen intervention experiments. In this paper, we consider linear models in…

统计方法学 · 统计学 2024-10-21 Niklas Pfister , Jonas Peters

We address estimation of intervention effects in experimental designs in which (a) interventions are assigned at the cluster level; (b) clusters are selected to form pairs, matched on observed characteristics; and (c) intervention is…

统计方法学 · 统计学 2014-11-24 Zhenke Wu , Constantine E. Frangakis , Thomas A. Louis , Daniel O. Scharfstein

Instrumental variables are widely used in econometrics and epidemiology for identifying and estimating causal effects when an exposure of interest is confounded by unmeasured factors. Despite this popularity, the assumptions invoked to…

统计方法学 · 统计学 2024-02-15 Alexander W. Levis , Edward H. Kennedy , Luke Keele

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

统计方法学 · 统计学 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

计量经济学 · 经济学 2020-06-29 Qingliang Fan , Yaqian Wu

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

统计方法学 · 统计学 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

统计理论 · 数学 2018-04-13 Max H. Farrell

Heterogeneous treatment effect models allow us to compare treatments at subgroup and individual levels, and are of increasing popularity in applications like personalized medicine, advertising, and education. In this talk, we first survey…

统计方法学 · 统计学 2022-01-28 Zijun Gao , Trevor Hastie

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

统计方法学 · 统计学 2025-04-22 Zhe Chen , Wei Wang , Yingying Lu , Scott D. Halpern , Katherine R. Courtright , Fan Li , Michael O. Harhay

In this article, we study nonparametric inference for a covariate-adjusted regression function. This parameter captures the average association between a continuous exposure and an outcome after adjusting for other covariates. In…

统计方法学 · 统计学 2023-12-18 Kenta Takatsu , Ted Westling

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

计量经济学 · 经济学 2026-05-08 Hugo Freeman , Dennis Kristensen

We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fixed effect models the individual specific and time specific…

计量经济学 · 经济学 2022-08-15 Hugo Freeman , Martin Weidner

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

统计方法学 · 统计学 2025-03-18 Jordan Penn , Lee M. Gunderson , Gecia Bravo-Hermsdorff , Ricardo Silva , David S. Watson

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

统计方法学 · 统计学 2021-12-01 David Cheng , Tianxi Cai

We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…

计量经济学 · 经济学 2024-10-18 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

统计方法学 · 统计学 2026-05-25 Leticia Wuethrich , Torsten Hothorn

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

统计方法学 · 统计学 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

This paper studies inference in two-stage randomized experiments under covariate-adaptive randomization. In the initial stage of this experimental design, clusters (e.g., households, schools, or graph partitions) are stratified and randomly…

计量经济学 · 经济学 2026-01-16 Jizhou Liu

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

统计方法学 · 统计学 2022-07-01 Sai Li , Zijian Guo

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…