相关论文: Accurate confidence interval estimation for non-ce…

Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing…

We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…

When studying the causal effect of $x$ on $y$, researchers may conduct regression and report a confidence interval for the slope coefficient $\beta_{x}$. This common confidence interval provides an assessment of uncertainty from sampling…

Given the increasing amount and general complexity of time series data in domains such as finance, weather forecasting, and healthcare, there is a growing need for state-of-the-art performance models that can provide interpretable insights…

We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized regression model. Our main identifying assumptions are a…

We consider the estimation of rare-event probabilities using sample proportions output by naive Monte Carlo or collected data. Unlike using variance reduction techniques, this naive estimator does not have a priori relative efficiency…

Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…

This paper investigates estimation and inference for average treatment effects in completely randomized experiments when researchers observe potentially many covariates. Within Neyman's (1923) design-based framework, allowing the number of…

The goal of this paper is to indicate a new method for constructing normal confidence intervals for the mean, when the data is coming from stochastic structures with possibly long memory, especially when the dependence structure is not…

A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…

Randomized experiments are the preferred approach for evaluating the effects of interventions, but they are costly and often yield estimates with substantial uncertainty. On the other hand, in silico experiments leveraging foundation models…

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…

This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

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…

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

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…

Statistical inference is a major scientific endeavor for many researchers. In terms of inferential methods implemented to mixed-effects models, significant progress has been made in the R software. However, these advances primarily concern…

AI models are often evaluated based on their ability to predict the outcome of interest. However, in many AI for social impact applications, the presence of an intervention that affects the outcome can bias the evaluation. Randomized…