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保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
预印本来自 arXiv 计量经济学及相关统计、金融分类和主题检索。主题检索从 2021 年起回补;关注作者追溯更早年份,部分历史文献按已核验编号补录。收录不表示通过同行评审,仍可能遗漏。
本库首次提交范围:2004-06-23 — 2026-10-13。
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Upgrading survival models with CARE

用CARE升级生存分析模型

Clinical risk prediction models are regularly updated as new data, often with additional covariates, become available. We propose CARE (Convex Aggregation of relative Risk Estimators) as a general approach for combining existing "external" estimates with a new data set in a time-to-event survival analysis setting. Our method initially employs the new data to fit a flexible family of reproducing kernel estimators via penalised partial likelihood maximisation. The final…

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Nonparametric heterogeneous causal mediation with orthogonal machine learning

基于正交机器学习的非参数异质性因果中介分析

Causal mediation analysis decomposes the total effect of an intervention on an outcome into a direct pathway and an indirect pathway transmitted through a mediator, but standard methods typically summarize these pathways using population average effects. In many applications, however, the indirect effect may vary substantially across individual profiles. We propose an orthogonal statistical learning framework for estimating heterogeneous causal mediation effects conditional…

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Data Integration for Estimating Subgroup-Specific Conditional Average Treatment Effects (CATEs) Using Coarsened External Information in Randomized Trials

利用粗粒度外部信息估计随机试验的细分亚组处理效应

Randomized controlled trials (RCTs) are often underpowered to detect treatment heterogeneity in subgroups defined by cross-classifications of multiple covariates, due to sparse sample sizes in some strata. External RCT data can help, but typically provide treatment effect estimates at a coarser level (e.g., by sex or race) rather than for the finer subgroups of interest (e.g., race-by-sex). We propose a novel James-Stein (JS)-type estimator that borrows strength from such…

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Doubly robust causal inference through penalized bias-reduced estimation: combining non-probability samples with designed surveys

惩罚化偏差缩减的双重稳健因果推断:融合非概率样本与设计调查

Causal inference on the average treatment effect (ATE) using non-probability samples, such as electronic health records (EHR), faces challenges from sample selection bias and high-dimensional covariates. This requires considering a selection model alongside treatment and outcome models that are typical ingredients in causal inference. This paper considers integrating large non-probability samples with external probability samples from a design survey, addressing moderately…

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Outcome Adaptive Propensity Score Methods for Handling Censoring and High-Dimensionality: Application to Insurance Claims

处理删失与高维变量的结局自适应倾向得分方法

Propensity scores are commonly used to reduce the confounding bias in non-randomized observational studies for estimating the average treatment effect. An important assumption underlying this approach is that all confounders that are associated with both the treatment and the outcome of interest are measured and included in the propensity score model. In the absence of strong prior knowledge about potential confounders, researchers may agnostically want to adjust for a…

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An Inverse Probability Weighted Regression Method that Accounts for Right-censoring for Causal Inference with Multiple Treatments and a Binary Outcome

处理右删失的多处理二元结局逆概率加权回归因果估计

Comparative effectiveness research often involves evaluating the differences in the risks of an event of interest between two or more treatments using observational data. Often, the post-treatment outcome of interest is whether the event happens within a pre-specified time window, which leads to a binary outcome. One source of bias for estimating the causal treatment effect is the presence of confounders, which are usually controlled using propensity score-based methods. An…

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