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How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…

统计方法学 · 统计学 2026-04-22 Jiawei Fu , Donald P. Green

The principal stratification has become a popular tool to address a broad class of causal inference questions, particularly in dealing with non-compliance and truncation-by-death problems. The causal effects within principal strata which…

统计方法学 · 统计学 2022-06-20 Shanshan Luo , Wei Li , Wang Miao , Yangbo He

We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfall differences and inter-expectile differences, that are…

风险管理 · 定量金融 2022-04-05 Fabio Bellini , Tolulope Fadina , Ruodu Wang , Yunran Wei

Segmented regression is a standard statistical procedure used to estimate the effect of a policy intervention on time series outcomes. This statistical method assumes the normality of the outcome variable, a large sample size, no…

应用统计 · 统计学 2020-02-18 Mohammad M. Islam , Ph. D. , Erik L. Heiny , Ph. D

The need to evaluate treatment effectiveness is ubiquitous in most of empirical science, and interest in flexibly investigating effect heterogeneity is growing rapidly. To do so, a multitude of model-agnostic, nonparametric meta-learners…

机器学习 · 统计学 2021-02-26 Alicia Curth , Mihaela van der Schaar

A stepped wedge design is a unidirectional crossover design where clusters are randomized to distinct treatment sequences. While model-based analysis of stepped wedge designs is standard practice to evaluate treatment effects accounting for…

统计方法学 · 统计学 2024-09-13 Bingkai Wang , Xueqi Wang , Fan Li

Meta-analysis, by synthesizing effect estimates from multiple studies conducted in diverse settings, stands at the top of the evidence hierarchy in clinical research. Yet, conventional approaches based on fixed- or random-effects models…

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

统计理论 · 数学 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

This paper examines a heterogeneous beliefs model in which there is a process that is only partially observed by the agents. The economy contains a risky asset producing dividends continuously in time. The dividends are observed by the…

综合金融 · 定量金融 2009-07-29 A. A. Brown

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

统计方法学 · 统计学 2026-03-31 Zhe Chen , Xinran Li

This paper develops a framework for identifying treatment effects when a policy simultaneously alters both the incentive to participate and the outcome of interest -- such as hiring decisions and wages in response to employment subsidies;…

计量经济学 · 经济学 2025-09-01 Haotian Deng

Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…

统计方法学 · 统计学 2026-02-12 Liangbo Lyu , Bingkai Wang

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

This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed…

统计理论 · 数学 2012-11-05 Yingying Fan , Runze Li

When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of…

In evidence synthesis, effect modifiers are typically described as variables that induce treatment effect heterogeneity at the individual level, through treatment-covariate interactions in an outcome model parametrized at such level. As…

统计方法学 · 统计学 2026-05-07 Antonio Remiro-Azócar

Estimation of causal effects is the core objective of many scientific disciplines. However, it remains a challenging task, especially when the effects are estimated from observational data. Recently, several promising machine learning…

机器学习 · 统计学 2022-09-02 Niki Kiriakidou , Christos Diou

Interference arises when the treatment assigned to one individual affects the outcomes of other individuals. Commonly, individuals are naturally grouped into clusters, and interference occurs only among individuals within the same cluster,…

统计方法学 · 统计学 2026-04-15 Chao Cheng , Fan Li

We consider a study of players employed by teams who are members of the National Basketball Association where units of observation are functional curves that are realizations of production measurements taken through the course of one's…

应用统计 · 统计学 2015-05-12 Garritt L. Page , Fernando A. Quintana

Although randomized experiments are widely regarded as the gold standard for estimating causal effects, missing data of the pretreatment covariates makes it challenging to estimate the subgroup causal effects. When the missing data…

统计理论 · 数学 2014-01-08 Peng Ding , Zhi Geng
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