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This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

计量经济学 · 经济学 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…

统计理论 · 数学 2026-05-12 Saikat Sengupta , Koulik Khamaru , Suvrojit Ghosh , Tirthankar Dasgupta

When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…

统计方法学 · 统计学 2024-02-29 Takehiro Shoji , Jun Tsuchida , Hiroshi Yadohisa

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…

统计方法学 · 统计学 2023-10-27 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

A new method for estimating the conditional average treatment effect is proposed in the paper. It is called TNW-CATE (the Trainable Nadaraya-Watson regression for CATE) and based on the assumption that the number of controls is rather large…

机器学习 · 计算机科学 2022-07-20 Andrei V. Konstantinov , Stanislav R. Kirpichenko , Lev V. Utkin

This paper proposes a nonlinear weighted anisotropic total variation (NWATV) regularization technique for electrical impedance tomography (EIT). The key idea is to incorporate the internal inhomogeneity information (e.g., edges of the…

偏微分方程分析 · 数学 2022-03-02 Yizhuang Song , Yanying Wang , Dong Liu

Study populations are typically sampled from limited points in space and time, and marginalized groups are underrepresented. To assess the external validity of randomized and observational studies, we propose and evaluate the worst-case…

机器学习 · 统计学 2022-02-04 Sookyo Jeong , Hongseok Namkoong

Inverse probability weights are commonly used in epidemiology to estimate causal effects in observational studies. Researchers can typically focus on either the average treatment effect or the average treatment effect on the treated with…

统计方法学 · 统计学 2022-10-05 Eli Ben-Michael , Luke Keele

Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…

统计理论 · 数学 2024-08-02 Xu Liu , Jian Huang , Yong Zhou , Feipeng Zhang , Panpan Ren

Statistical inference in competing risks models is often based on the famous Aalen-Johansen estimator. Since the corresponding limit process lacks independent increments, it is typically applied together with Lin's (1997) resampling…

统计理论 · 数学 2014-01-31 Dennis Dobler , Markus Pauly

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

Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…

机器学习 · 计算机科学 2024-12-16 Pengfei Shi , Wei Zhong , Xinyu Zhang , Ningtao Wang , Xing Fu , Weiqiang Wang , Yin Jin

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

计量经济学 · 经济学 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

We consider a heteroscedastic regression model in which some of the regression coefficients are zero but it is not known which ones. Penalized quantile regression is a useful approach for analyzing such data. By allowing different…

统计方法学 · 统计学 2018-07-23 Lan Wang , Ingrid Van Keilegrom , Adam Maidman

We consider the combination of value-at-risk (VaR) and expected shortfall (ES) forecasts when a large pool of candidate forecasts is available. Given the limited literature in this area, we implement a variety of new combining methods. In…

风险管理 · 定量金融 2026-05-15 James W. Taylor , Chao Wang

Stepped-wedge cluster randomized trials (SW-CRTs) evaluate interventions rolled out across clusters over time. Standard analyses typically use immediate-treatment (IT) models, which assume effects begin at crossover and remain constant…

统计方法学 · 统计学 2026-04-21 Yongdong Ouyang , Monica Taljaard , James P. Hughes , Fan Li

The existing theory of penalized quantile regression for longitudinal data has focused primarily on point estimation. In this work, we investigate statistical inference. We propose a wild residual bootstrap procedure and show that it is…

计量经济学 · 经济学 2022-05-10 Carlos Lamarche , Thomas Parker

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

统计方法学 · 统计学 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

统计方法学 · 统计学 2024-10-10 Xinhai Zhang , Xingye Qiao

Many methods for estimating conditional average treatment effects (CATEs) can be expressed as weighted pseudo-outcome regressions (PORs). Previous comparisons of POR techniques have paid careful attention to the choice of pseudo-outcome…

统计方法学 · 统计学 2024-02-06 Aaron Fisher