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This paper develops new tools to quantify uncertainty in optimal decision making and to gain insight into which variables one should collect information about given the potential cost of measuring a large number of variables. We investigate…

统计方法学 · 统计学 2021-05-11 Yunan Wu , Lan Wang , Haoda Fu

Cluster-randomized experiments are increasingly used to evaluate interventions in routine practice conditions, and researchers often adopt model-based methods with covariate adjustment in the statistical analyses. However, the validity of…

统计方法学 · 统计学 2023-12-08 Bingkai Wang , Chan Park , Dylan S. Small , Fan Li

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

统计方法学 · 统计学 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici

Causal effect estimation under networked interference is an important but challenging problem. Available parametric methods are limited in their model space, while previous semiparametric methods, e.g., leveraging neural networks to fit…

机器学习 · 计算机科学 2025-02-27 Weilin Chen , Ruichu Cai , Zeqin Yang , Jie Qiao , Yuguang Yan , Zijian Li , Zhifeng Hao

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

统计方法学 · 统计学 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

计量经济学 · 经济学 2021-07-16 Michela Bia , Martin Huber , Lukáš Lafférs

We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and…

统计理论 · 数学 2015-01-05 Po-Ling Loh

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

统计方法学 · 统计学 2020-09-22 Baoluo Sun , Zhiqiang Tan

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

计量经济学 · 经济学 2023-01-18 Adam Baybutt , Manu Navjeevan

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

计量经济学 · 经济学 2020-09-08 Yang Ning , Sida Peng , Jing Tao

Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

统计方法学 · 统计学 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

Recommender systems often suffer from selection bias as users tend to rate their preferred items. The datasets collected under such conditions exhibit entries missing not at random and thus are not randomized-controlled trials representing…

信息检索 · 计算机科学 2024-03-05 Wonbin Kweon , Hwanjo Yu

Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimensionality. In ultra-high dimensional data analysis, such irregular settings are usually overlooked for both theoretical and computational…

统计理论 · 数学 2022-07-20 Bin Luo , Xiaoli Gao

Causal inference on the average treatment effect (ATE) using non-probability samples, such as electronic health records (EHR), faces challenges from sample selection bias and high-dimensional covariates. This requires considering a…

统计方法学 · 统计学 2024-03-28 Jiacong Du , Xu Shi , Donglin Zeng , Bhramar Mukherjee

Machine learning methods, particularly the double machine learning (DML) estimator (Chernozhukov et al., 2018), are increasingly popular for the estimation of the average treatment effect (ATE). However, datasets often exhibit unbalanced…

计量经济学 · 经济学 2024-06-12 Daniele Ballinari

We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of the parameter's influence function. We focus on a class of…

统计理论 · 数学 2019-06-07 Ezequiel Smucler , Andrea Rotnitzky , James M. Robins

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

统计方法学 · 统计学 2022-05-23 Steve Yadlowsky

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

统计理论 · 数学 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…

统计方法学 · 统计学 2024-10-29 Masahiro Kato , Kota Matsui , Ryo Inokuchi

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

计量经济学 · 经济学 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens