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After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…

统计方法学 · 统计学 2020-07-07 Oliver Dukes , Vahe Avagyan , Stijn Vansteelandt

Covariate-adaptive randomization is widely used in clinical trials to balance prognostic factors, and regression adjustments are often adopted to further enhance the estimation and inference efficiency. In practice, the covariates may…

统计方法学 · 统计学 2025-08-15 Wanjia Fu , Yingying Ma , Hanzhong Liu

A growing statistical literature focuses on causal inference in the context of experiments where the target of inference is the average treatment effect in a finite population and random assignment determines which subjects are allocated to…

统计方法学 · 统计学 2025-09-04 Jonas M. Mikhaeil , Donald P. Green

Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement…

统计方法学 · 统计学 2021-03-24 Masahiro Kato

Treatment effect estimation under unconfoundedness is a fundamental task in causal inference. In response to the challenge of analyzing high-dimensional datasets collected in substantive fields such as epidemiology, genetics, economics, and…

统计理论 · 数学 2024-10-01 Lin Liu , Xinbo Wang , Yuhao Wang

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

统计方法学 · 统计学 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

Doubly robust (DR) estimation is a crucial technique in causal inference and missing data problems. We propose a novel Propensity score Augmentved Doubly robust (PAD) estimator to enhance the commonly used DR estimator for average treatment…

统计方法学 · 统计学 2023-04-18 Liangbo Lyu , Molei Liu

In the last decade, machine learning techniques have gained popularity for estimating causal effects. One machine learning approach that can be used for estimating an average treatment effect is Double/debiased machine learning (DML)…

计量经济学 · 经济学 2025-01-17 Daniele Ballinari , Nora Bearth

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…

计量经济学 · 经济学 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

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

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

统计理论 · 数学 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu

Modern causal inference methods allow machine learning to be used to weaken parametric modeling assumptions. However, the use of machine learning may result in complications for inference. Doubly-robust cross-fit estimators have been…

统计方法学 · 统计学 2022-03-11 Paul N Zivich , Alexander Breskin

Motivated by a recent literature on the double-descent phenomenon in machine learning, we consider highly over-parameterized models in causal inference, including synthetic control with many control units. In such models, there may be so…

计量经济学 · 经济学 2023-10-16 Jann Spiess , Guido Imbens , Amar Venugopal

In observational causal inference, domain knowledge often leaves multiple covariate adjustments plausible, yet which sets satisfy ignorability is untestable. Different adjustment sets can yield conflicting estimates of the average treatment…

统计方法学 · 统计学 2026-03-23 Aditya Ghosh , Dominik Rothenhäusler

This paper provides clear and practical guidance on the specification of imputation models when multiple imputation is used in conjunction with doubly robust estimation methods for causal inference. Through theoretical arguments and…

统计方法学 · 统计学 2025-12-19 Lucy D'Agostino McGowan

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

统计方法学 · 统计学 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

In adaptive clinical trials, the conventional end-of-trial point estimate of a treatment effect is prone to bias, that is, a systematic tendency to deviate from its true value. As stated in recent FDA guidance on adaptive designs, it is…

Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains.…

机器学习 · 计算机科学 2026-05-27 Nikita Dhawan , Arnav Paruthi , Andrew Kim , Lovedeep Gondara , Jekaterina Novikova , Chris J. Maddison

Concerns have been expressed over the validity of statistical inference under covariate-adaptive randomization despite the extensive use in clinical trials. In the literature, the inferential properties under covariate-adaptive…

统计方法学 · 统计学 2022-07-05 Li Yang , Wei Ma , Yichen Qin , Feifang Hu