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Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

应用统计 · 统计学 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

统计方法学 · 统计学 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

Despite extensive research on neural network calibration, existing methods typically apply global transformations that treat all predictions uniformly, overlooking the heterogeneous reliability of individual predictions. Furthermore, the…

机器学习 · 计算机科学 2025-10-22 Hassan Gharoun , Mohammad Sadegh Khorshidi , Kasra Ranjbarigderi , Fang Chen , Amir H. Gandomi

We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…

统计方法学 · 统计学 2023-12-06 Yiqi Lin , Frank Windmeijer , Xinyuan Song , Qingliang Fan

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

机器学习 · 计算机科学 2019-07-29 Tiancheng Yu , Xiyu Zhai , Suvrit Sra

In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be…

统计方法学 · 统计学 2014-04-15 Wei Lin , Rui Feng , Hongzhe Li

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

统计方法学 · 统计学 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

Validation studies are often used to obtain more reliable information in settings with error-prone data. Validated data on a subsample of subjects can be used together with error-prone data on all subjects to improve estimation. In…

In clinical trials, there is potential to improve precision and reduce the required sample size by appropriately adjusting for baseline variables in the statistical analysis. This is called covariate adjustment. Despite recommendations by…

统计方法学 · 统计学 2022-06-20 Kelly Van Lancker , Joshua Betz , Michael Rosenblum

When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts. Identification of the marginal average treatment effect (ATE) from IVs relies on…

统计方法学 · 统计学 2023-10-02 Alexander W. Levis , Matteo Bonvini , Zhenghao Zeng , Luke Keele , Edward H. Kennedy

Instrumental variable (IV) methods are widely used to adjust for the bias in estimating treatment effects caused by unmeasured confounders in observational studies. In this manuscript, we provide empirical and theoretical evidence that the…

统计方法学 · 统计学 2015-03-04 Ashkan Ertefaie , Dylan Small , James H. Flory , Sean Hennessy

Can instrumental variables be found from data? While instrumental variable (IV) methods are widely used to identify causal effect, testing their validity from observed data remains a challenge. This is because validity of an IV depends on…

统计方法学 · 统计学 2018-12-05 Amit Sharma

Leveraging external or historical data to improve the efficiency of randomized clinical trials without introducing bias or inflating the Type I error rate remains challenging. Recent work on externally trained prognostic scores, such as…

统计方法学 · 统计学 2026-05-28 Junyi Zhou , Qing Liu , May Mo , Amy Xia

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

计量经济学 · 经济学 2020-07-10 Phillip Heiler

Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for the endogeneity bias, many variants of nonparameteric…

计量经济学 · 经济学 2021-01-18 Edvard Bakhitov , Amandeep Singh

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

计量经济学 · 经济学 2025-09-23 Christophe Bruneel-Zupanc

We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…

机器学习 · 统计学 2024-05-31 Xuxing Chen , Abhishek Roy , Yifan Hu , Krishnakumar Balasubramanian

Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…

统计方法学 · 统计学 2018-06-19 X. Jessie Jeng , Huimin Peng , Wenbin Lu

Instrumental variable (IV) methods are widely used for estimating average treatment effects in the presence of unmeasured confounders. However, the capability of existing IV procedures, and most notably the two-stage residual inclusion…

We present a general framework for using existing data to estimate the efficiency gain from using a covariate-adjusted estimator of a marginal treatment effect in a future randomized trial. We describe conditions under which it is possible…

统计方法学 · 统计学 2021-05-03 Xiudi Li , Sijia Li , Alex Luedtke