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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。
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本库首次提交范围:2004-06-23 — 2026-10-14。
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Sensitivity of weighted least squares estimators to omitted variables

加权最小二乘估计量对遗漏变量的敏感性

We introduce tools for assessing the sensitivity, to unobserved confounding, of a common estimator of causal effects that employs weights: the weighted linear regression of the outcome on the treatment and observed covariates. This estimator's bias is a function of two intuitive weighted partial $R^2$ values: (i) the proportion of weighted variance in the treatment that unobserved confounding explains given the covariates and (ii) the proportion of weighted variance in the…

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Post-treatment problems: What can we say about the effect of a treatment among sub-groups who (would) respond in some way?

处理后分组问题:如何分析会对处理作出特定反应者的效应

Investigators are often interested in how a treatment affects an outcome for units responding to treatment in a certain way. We may wish to know the effect among units that, for example, meaningfully implemented an intervention, passed an attention check, or demonstrated some important mechanistic response. Simply conditioning on the observed value of the post-treatment variable introduces problematic biases. Further, the identification assumptions required of several…

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Inference at the data's edge: Gaussian processes for modeling and inference under model-dependency, poor overlap, and extrapolation

数据边界上的推断:用高斯过程处理模型依赖、重叠不足与外推

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were similarly plausible in-sample but would yield sharply different predictions out-of-sample. Gaussian Processes (GPs) offer a principled alternative. Rather than committing to one conditional expectation function, GPs deliver a posterior…

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Inference with weights: Residualization produces short, valid intervals for varying estimands and varying resampling processes

加权推断:不同估计目标与重抽样机制下的残差化区间

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment. However, it is well known that weighting can inflate variance estimates, sometimes significantly, leading to standard errors and confidence intervals that are overly conservative. We instead examine and recommend the use of robust standard…

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Demystifying and avoiding the OLS "weighting problem": Unmodeled heterogeneity and straightforward solutions

理解并避免 OLS 的“加权问题”:未建模的异质性与直接解决方案

Researchers frequently estimate treatment effects by regressing outcomes (Y) on treatment (D) and covariates (X). Even without unobserved confounding, the coefficient on D yields a conditional-variance-weighted average of strata-wise effects, not the average treatment effect. Scholars have proposed characterizing the severity of these weights, evaluating resulting biases, or changing investigators' target estimand to the conditional-variance-weighted effect. We aim to…

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Real Effect or Bias? Best Practices for Evaluating the Robustness of Real-World Evidence through Quantitative Sensitivity Analysis for Unmeasured Confounding

真实效应还是偏差?用未测混杂定量敏感性分析评估真实世界证据

The assumption of no unmeasured confounders is a critical but unverifiable assumption required for causal inference yet quantitative sensitivity analyses to assess robustness of real-world evidence remains underutilized. The lack of use is likely in part due to complexity of implementation and often specific and restrictive data requirements required for application of each method. With the advent of sensitivity analyses methods that are broadly applicable in that they do…

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