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Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

计量经济学 · 经济学 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

We address the challenge of conducting inference for a categorical treatment effect related to a binary outcome variable while taking into account high-dimensional baseline covariates. The conventional technique used to establish…

统计方法学 · 统计学 2024-11-27 Abhishek Ojha , Naveen N. Narisetty

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

统计方法学 · 统计学 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

Clinical trials often evaluate multiple outcome variables to form a comprehensive picture of the effects of a new treatment. The resulting multidimensional insight contributes to clinically relevant and efficient decision-making about…

统计方法学 · 统计学 2023-08-14 X. M. Kavelaars , J. Mulder , M. C. Kaptein

Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore…

统计方法学 · 统计学 2014-05-22 Ailin Fan , Wenbin Lu , Rui Song

While a difference-in-differences (DID) design was originally developed with one pre- and one post-treatment period, data from additional pre-treatment periods are often available. How can researchers improve the DID design with such…

应用统计 · 统计学 2022-02-14 Naoki Egami , Soichiro Yamauchi

Indirect comparisons of treatment-specific outcomes across separate studies often inform decision-making in the absence of head-to-head randomized comparisons. Differences in baseline characteristics between study populations may introduce…

应用统计 · 统计学 2020-04-09 David Cheng , Rajeev Ayyagari , James Signorovitch

The recently published ICH E9 addendum on estimands in clinical trials provides a framework for precisely defining the treatment effect that is to be estimated, but says little about estimation methods. Here we report analyses of a clinical…

应用统计 · 统计学 2023-09-25 Camila Olarte Parra , Rhian M. Daniel , David Wright , Jonathan W. Bartlett

We propose a new estimation method for heterogeneous causal effects which utilizes a regression discontinuity (RD) design for multiple datasets with different thresholds. The standard RD design is frequently used in applied researches, but…

计量经济学 · 经济学 2019-05-14 Takayuki Toda , Ayako Wakano , Takahiro Hoshino

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

应用统计 · 统计学 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…

统计方法学 · 统计学 2025-04-08 Qiushuang Li , Recai Yucel

The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…

统计方法学 · 统计学 2026-01-27 Lorenzo Testa , Edward H. Kennedy , Matthew Reimherr

Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…

统计方法学 · 统计学 2024-11-26 Tathagata Basu , Matthias C. M. Troffaes

Staggered adoption is a common approach for implementing healthcare interventions, where different units adopt the program at different times. Difference-in-differences (DiD) methods are frequently used to evaluate the effects of such…

应用统计 · 统计学 2025-08-21 Ernesto Ulloa-Pérez , Elizabeth F. Bair , Amol S. Navathe , Kristin A. Linn

We link and extend two approaches to estimating time-varying treatment effects on repeated continuous outcomes--time-varying Difference in Differences (DiD; see Roth et al. (2023) and Chaisemartin et al. (2023) for reviews) and Structural…

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

计量经济学 · 经济学 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

计量经济学 · 经济学 2026-01-05 Lucas Z. Zhang

Estimating personalized treatment effects from high-dimensional observational data is essential in situations where experimental designs are infeasible, unethical, or expensive. Existing approaches rely on fitting deep models on outcomes…

机器学习 · 计算机科学 2022-02-02 Andrew Jesson , Panagiotis Tigas , Joost van Amersfoort , Andreas Kirsch , Uri Shalit , Yarin Gal

In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances…

计量经济学 · 经济学 2023-02-14 Damian Clarke , Daniel Pailañir , Susan Athey , Guido Imbens