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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 — 2026-10-14。
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Prior-Informed Generalizable Low-Rank Representation Learning via Regularized Adversarial Reweighting

基于正则化对抗重加权的前验知情可泛化低秩表示学习

Modern learning problems increasingly leverage data from heterogeneous sources to improve robustness and generalizability under distribution shift, often with high-dimensional parameters admitting low-rank structure. Existing group distributionally robust optimization (group-DRO) approaches optimize against adverse source mixtures, but extending this principle to low-rank matrix estimation with a broad class of losses leads to a challenging nonconvex-concave problem for…

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Efficient Modeling of Surrogates to Improve Multi-source High-dimensional Integrative Regression

面向多源高维整合回归的高效代理变量建模

Surrogate variables play an important role in various fields due to the scarcity or absence of gold standard labels. We develop a novel approach named SASH for Surrogate-Assisted and data-Shielding High-dimensional integrative regression. It is a semi-supervised approach that efficiently leverages sizable unlabeled samples with error-prone surrogate outcomes from multiple local sites, to improve the learning accuracy of the small gold-labeled data. To facilitate stable and…

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Unveiling Invariant and Transferable Latent Factors Across Heterogeneous Environments via ATLAS

ATLAS:异质环境中不变且可迁移潜在因子的识别

This paper considers a multi-environment factor model in which high-dimensional covariates are collected from heterogeneous environments, with auxiliary labels available in a subset of these environments. The joint distribution of the covariates may vary across environments, whereas the latent structure is decomposed into invariant factors with shared loadings and heterogeneous factors with environment-specific loadings. Such a model is motivated by transfer learning and…

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Optimally taming biases in black-box models for efficient semiparametric estimation

优化控制黑箱模型偏差以实现有效半参数估计

Modern semiparametric estimation often relies on flexible black-box machine learning methods to estimate nuisance functions, raising a fundamental question: how do nuisance estimation errors propagate into inference for low-dimensional target parameters? The dominant paradigm, exemplified by double machine learning (DML), yields error bounds in which nuisance estimation errors enter multiplicatively. While widely adopted, it remains unclear whether this multiplicative-rate…

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Nonparametric estimation of the total treatment effect with multiple outcomes in the presence of terminal events

终末事件存在时多结局总处理效应的非参数估计

As standards of care advance, patients are living longer and once-fatal diseases are becoming manageable. Clinical trials increasingly focus on reducing disease burden, which can be quantified by the timing and occurrence of multiple non-fatal clinical events. Most existing methods for the analysis of multiple event-time data require stringent modeling assumptions that can be difficult to verify empirically, leading to treatment efficacy estimates that forego…

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Model-free Approach to Evaluate a Censored Intermediate Outcome as a Surrogate for Overall Survival

以无模型方法评估删失中间结局对总生存期的替代作用

Clinical trials or studies oftentimes require long-term and/or costly follow-up of participants to evaluate a novel treatment/drug/vaccine. There has been increasing interest in the past few decades in using short-term surrogate outcomes as a replacement of the primary outcome i.e., in using the surrogate outcome, which can potentially be observed sooner, to make inference about the treatment effect on the long-term primary outcome. Very few of the available statistical…

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Federated Adaptive Causal Estimation (FACE) of Target Treatment Effects

目标人群处理效应的联邦自适应因果估计(FACE)

Federated learning of causal estimands may greatly improve estimation efficiency by leveraging data from multiple study sites, but robustness to heterogeneity and model misspecifications is vital for ensuring validity. We develop a Federated Adaptive Causal Estimation (FACE) framework to incorporate heterogeneous data from multiple sites to provide treatment effect estimation and inference for a flexibly specified target population of interest. FACE accounts for site-level…

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Robust Inference for Federated Meta-Learning

联邦元学习的稳健推断

Synthesizing information from multiple data sources is critical to ensure knowledge generalizability. Integrative analysis of multi-source data is challenging due to the heterogeneity across sources and data-sharing constraints due to privacy concerns. In this paper, we consider a general robust inference framework for federated meta-learning of data from multiple sites, enabling statistical inference for the prevailing model, defined as the one matching the majority of the…

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Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data

他汀使用与二型糖尿病:基于电子健康记录识别最易受影响亚组

There have been increased concerns that the use of statins, one of the most commonly prescribed drugs for treating coronary artery disease, is potentially associated with the increased risk of new-onset type II diabetes (T2D). Nevertheless, to date, there is no robust evidence supporting as to whether and what kind of populations are indeed vulnerable for developing T2D after taking statins. In this case study, leveraging the biobank and electronic health record data in the…

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Towards Optimal Use of Surrogate Markers to Improve Power

优化替代标记的使用以提高检验功效

Motivated by increasing pressure for decision makers to shorten the time required to evaluate the efficacy of a treatment such that treatments deemed safe and effective can be made publicly available, there has been substantial recent interest in using an earlier or easier to measure surrogate marker, $S$, in place of the primary outcome, $Y$. To validate the utility of a surrogate marker in these settings, a commonly advocated measure is the proportion of treatment effect…

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Using a Surrogate with Heterogeneous Utility to Test for a Treatment Effect

利用效用异质的替代标记检验处理效应

The primary benefit of identifying a valid surrogate marker is the ability to use it in a future trial to test for a treatment effect with shorter follow-up time or less cost. However, previous work has demonstrated potential heterogeneity in the utility of a surrogate marker. When such heterogeneity exists, existing methods that use the surrogate to test for a treatment effect while ignoring this heterogeneity may lead to inaccurate conclusions about the treatment effect,…

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Adaptive Combination of Randomized and Observational Data

随机试验与观察数据的自适应组合

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but may be limited in sample size and patient heterogeneity for estimating conditional average treatment effects for a broad range of patients. Estimates from the observational study can potentially compensate for these limitations, but there…

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Efficient and Robust Semi-supervised Estimation of ATE with Partially Annotated Treatment and Response

处理与结果仅部分标注时平均处理效应的高效稳健半监督估计

A notable challenge of leveraging Electronic Health Records (EHR) for treatment effect assessment is the lack of precise information on important clinical variables, including the treatment received and the response. Both treatment information and response often cannot be accurately captured by readily available EHR features and require labor intensive manual chart review to precisely annotate, which limits the number of available gold standard labels on these key variables.…

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On the Evaluation of Surrogate Markers in Real World Data Settings

真实世界数据中替代标志物的评价

Shortcomings of randomized clinical trials are pronounced in urgent health crises, when rapid identification of effective treatments is critical. Leveraging short-term surrogates in real-world data (RWD) can guide policymakers evaluating new treatments. In this paper, we develop novel estimators for the proportion of treatment effect (PTE) on the true outcome explained by a surrogate in RWD settings. We propose inverse probability weighted and doubly robust (DR) estimators…

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