Cover Image

Synthesis estimators for positivity violations with a continuous covariate

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zivich, Paul N, Edwards, Jessie K, Shook-Sa, Bonnie E, Lofgren, Eric T, Lessler, Justin, Cole, Stephen R
Format:	Preprint
Published:	2023
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Transportability without positivity: a synthesis of statistical and simulation modeling
by: Zivich, Paul N, et al.
Published: (2023)

Accounting for Missing Data in Public Health Research Using a Synthesis of Statistical and Mathematical Models
by: Zivich, Paul N, et al.
Published: (2025)

Empirical sandwich variance estimator for iterated conditional expectation g-computation
by: Zivich, Paul N, et al.
Published: (2023)

Estimating equations for survival analysis with pooled logistic regression
by: Zivich, Paul N, et al.
Published: (2025)

Double Robust Variance Estimation with Parametric Working Models
by: Shook-Sa, Bonnie E., et al.
Published: (2024)

Confidence Regions for Multiple Outcomes, Effect Modifiers, and Other Multiple Comparisons
by: Zivich, Paul N, et al.
Published: (2025)

Empirical Sandwich Variance Estimator for Iterated Conditional Expectation g‐Computation
by: Paul N. Zivich, et al.
Published: (2024)

Accounting for Misclassification of Cause of Death in Weighted Cumulative Incidence Functions for Causal Analyses
by: Jessie K. Edwards, et al.
Published: (2025)

Constructing g-computation estimators: two case studies in selection bias
by: Zivich, Paul N, et al.
Published: (2025)

Finite sample performance of optimal treatment rule estimators with right-censored outcomes
by: Jetsupphasuk, Michael, et al.
Published: (2024)

Assessing Vaccine Effectiveness in Observational Studies via Nested Trial Emulation
by: DeMonte, Justin B., et al.
Published: (2024)

Novel g-computation algorithms for time-varying actions with recurrent and semi-competing events
by: D'Alessio, Alena Sorensen, et al.
Published: (2026)

Structural Nested Mean Models Under Parallel Trends with Interference
by: Shahn, Zach, et al.
Published: (2024)

Online robust covariance matrix estimation and outlier detection
by: Guillot, Paul, et al.
Published: (2026)

Comparing causal parameters with many treatments and positivity violations
by: McClean, Alec, et al.
Published: (2024)

Is checking for sequential positivity violations getting you down? Try sPoRT!
by: Chatton, Arthur, et al.
Published: (2024)

Profile least squares estimation in networks with covariates
by: Chandna, Swati, et al.
Published: (2024)

Direct covariance matrix estimation with compositional data
by: Molstad, Aaron J., et al.
Published: (2022)

Shrinkage MMSE estimators of covariances beyond the zero-mean and stationary variance assumptions
by: Flasseur, Olivier, et al.
Published: (2024)

Spatially smoothed robust covariance estimation for local outlier detection
by: Puchhammer, Patricia, et al.
Published: (2023)

Impact of methodological assumptions and covariates on the cutoff estimation in ROC analysis
by: Ghosal, Soutik
Published: (2024)

Large covariance matrix estimation with factor-assisted variable clustering
by: Li, Dong, et al.
Published: (2025)

Robust and efficient estimation in the presence of a randomly censored covariate
by: Lee, Seong-ho, et al.
Published: (2024)

Variable screening for covariate dependent extreme value index estimation
by: Yoshida, Takuma, et al.
Published: (2024)

Efficient nonparametric estimation of Toeplitz covariance matrices
by: Klockmann, Karolina, et al.
Published: (2023)

Minimum regularized covariance trace estimator and outlier detection for functional data
by: Oguamalam, Jeremy, et al.
Published: (2023)

A two-step estimator for multilevel latent class analysis with covariates
by: Di Mari, Roberto, et al.
Published: (2023)

Bayesian estimation of covariate assisted principal regression for brain functional connectivity
by: Park, Hyung G.
Published: (2023)

Robust estimation of optimal dynamic treatment regimes with nonignorable missing covariates
by: Sun, Jian, et al.
Published: (2025)

Efficiency-improved doubly robust estimation with non-confounding predictive covariates
by: Luo, Shanshan, et al.
Published: (2024)

On combining estimated and analytic covariance matrices
by: Heavens, Alan, et al.
Published: (2026)

Propensity score weighting across counterfactual worlds: longitudinal effects under positivity violations
by: McClean, Alec, et al.
Published: (2025)

Feature aware covariance estimation, with application to mixtures of chemical exposures
by: Bersson, Elizabeth, et al.
Published: (2025)

A tutorial for propensity score weighting methods under violations of the positivity assumption
by: Liu, Yi, et al.
Published: (2025)

Factor-guided estimation of large covariance matrix function with conditional functional sparsity
by: Li, Dong, et al.
Published: (2023)

NExON-Bayes: A Bayesian approach to network estimation informed by ordinal covariates
by: Feest, Joseph, et al.
Published: (2025)

Data adaptive covariate balancing for causal effect estimation for high dimensional data
by: De, Simion, et al.
Published: (2025)

A unified approach to penalized likelihood estimation of covariance matrices in high dimensions
by: Cibinel, Luca, et al.
Published: (2024)

Treatment effect estimation under covariate-adaptive randomization with heavy-tailed outcomes
by: Li, Hongzi, et al.
Published: (2024)

Convex estimation of Gaussian graphical regression models with covariates
by: Liu, Ruobin, et al.
Published: (2024)