中文
相关论文

相关论文: Heavy Tail Robust Estimation and Inference for Ave…

200 篇论文

Estimating causal effects with propensity scores relies upon the availability of treated and untreated units observed at each value of the estimated propensity score. In settings with strong confounding, limited so-called "overlap" in…

统计方法学 · 统计学 2017-10-25 Corwin M Zigler , Matthew Cefalu

In observational research treatment effects, the average treatment effect (ATE) estimator may be biased if a confounding variable is misclassified. We discuss the impact of classification error in a dichotomous confounding variable in…

统计方法学 · 统计学 2019-12-13 Linda Nab , Rolf H. H. Groenwold , Maarten van Smeden , Ruth H. Keogh

The average treatment effect (ATE) is commonly used to quantify the main effect of a binary treatment on an outcome. Extensions to continuous treatments are usually based on the dose-response curve or shift interventions, but both require…

统计理论 · 数学 2026-03-02 Oliver J. Hines , Karla Diaz-Ordaz , Stijn Vansteelandt

How to deal with missing data in observational studies is a common concern for causal inference. When the covariates are missing at random (MAR), multiple approaches have been provided to help solve the issue. However, if the exposure is…

统计方法学 · 统计学 2024-06-14 Yuliang Shi , Yeying Zhu , Joel A. Dubin

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

统计方法学 · 统计学 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

Estimation of the extreme value index under right censoring is a fundamental problem in extreme value theory, with important applications in finance, insurance, and reliability. Classical integral estimators for Pareto-type tails typically…

统计理论 · 数学 2026-05-14 Abdelhakim Necir , Nour Elhouda Guesmia , Djamel Meraghni

Case-control studies are designed towards studying associations between risk factors and a single, primary outcome. Information about additional, secondary outcomes is also collected, but association studies targeting such secondary…

统计方法学 · 统计学 2014-07-17 Tamar Sofer , Marilyn C. Cornelis , Peter Kraft , Eric J. Tchetgen Tchetgen

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

计量经济学 · 经济学 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

We examine the challenges in ranking multiple treatments based on their estimated effects when using linear regression or its popular double-machine-learning variant, the Partially Linear Model (PLM), in the presence of treatment effect…

计量经济学 · 经济学 2024-11-06 Apoorva Lal

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

In observational studies, the assumption of sufficient overlap (positivity) is fundamental for the identification and estimation of causal effects. Failing to account for this assumption yields inaccurate and potentially infeasible…

统计方法学 · 统计学 2025-04-07 Jaehyuk Jang , Suehyun Kim , Kwonsang Lee

Background: Inverse probability of treatment weighting (IPTW) is used for confounding adjustment in observational studies. Newer weighting methods include energy balancing (EB), kernel optimal matching (KOM), and tailored-loss covariate…

统计方法学 · 统计学 2026-01-15 Etienne Peyrot , Raphaël Porcher , Francois Petit

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

统计方法学 · 统计学 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

This paper concerns estimation and inference for treatment effects in deep tails of the counterfactual distribution of unobservable potential outcomes corresponding to a continuously valued treatment. We consider two measures for the deep…

统计理论 · 数学 2022-09-02 Wei Huang , Shuo Li , Liuhua Peng

We develop flexible, semiparametric estimators of the average treatment effect (ATE) transported to a new population ("target population") that offer potential efficiency gains. Transport may be of value when the ATE may differ across…

统计方法学 · 统计学 2024-06-07 Kara E. Rudolph , Nicholas T. Williams , Elizabeth A. Stuart , Ivan Diaz

The inverse probability weighting (IPW) is broadly utilized to address missing data problems including causal inference but may suffer from large variances and biases due to propensity score model misspecification. To solve these problems,…

统计方法学 · 统计学 2020-08-05 Hiroto Katsumata

We develop a novel approach to partially identify causal estimands, such as the average treatment effect (ATE), from observational data. To better satisfy the stable unit treatment value assumption (SUTVA) we utilize stochastic…

统计方法学 · 统计学 2024-07-30 Brian Knaeble , Braxton Osting , Placede Tshiaba

RCTs sometimes test interventions that aim to improve existing services targeted to a subset of individuals identified after randomization. Accordingly, the treatment could affect the composition of service recipients and the offered…

统计方法学 · 统计学 2022-05-18 Peter Z. Schochet

Learning individualized treatment rules (ITRs) is an important topic in precision medicine. Current literature mainly focuses on deriving ITRs from a single source population. We consider the observational data setting when the source…

机器学习 · 统计学 2023-07-04 Rui Chen , Jared D. Huling , Guanhua Chen , Menggang Yu

This study considers the estimation of the direct bias-correction term for estimating the average treatment effect (ATE). Let $\{(X_i, D_i, Y_i)\}_{i=1}^{n}$ be the observations, where $X_i$ denotes $K$-dimensional covariates, $D_i \in \{0,…

计量经济学 · 经济学 2026-02-02 Masahiro Kato