Quantifying the Internal Validity of Weighted Estimands
Fuente:
arXiv
Guardado en:
| Autores principales: | Poirier, Alexandre, Słoczyński, Tymon |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
When Should We (Not) Interpret Linear IV Estimands as LATE?
por: Słoczyński, Tymon
Publicado: (2020)
por: Słoczyński, Tymon
Publicado: (2020)
Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect
por: Słoczyński, Tymon, et al.
Publicado: (2022)
por: Słoczyński, Tymon, et al.
Publicado: (2022)
Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
por: Słoczyński, Tymon, et al.
Publicado: (2023)
por: Słoczyński, Tymon, et al.
Publicado: (2023)
A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
por: Słoczyński, Tymon, et al.
Publicado: (2026)
por: Słoczyński, Tymon, et al.
Publicado: (2026)
The Effect of Omitted Variables on the Sign of Regression Coefficients
por: Masten, Matthew A., et al.
Publicado: (2022)
por: Masten, Matthew A., et al.
Publicado: (2022)
Assessing Sensitivity to IV Exclusion and Exogeneity without First Stage Monotonicity
por: Diegert, Paul, et al.
Publicado: (2026)
por: Diegert, Paul, et al.
Publicado: (2026)
A General Approach to Relaxing Unconfoundedness
por: Masten, Matthew A., et al.
Publicado: (2025)
por: Masten, Matthew A., et al.
Publicado: (2025)
Assessing Omitted Variable Bias when the Controls are Endogenous
por: Diegert, Paul, et al.
Publicado: (2022)
por: Diegert, Paul, et al.
Publicado: (2022)
An Axiomatic Approach to Comparing Sensitivity Parameters
por: Diegert, Paul, et al.
Publicado: (2025)
por: Diegert, Paul, et al.
Publicado: (2025)
Quantifying Omitted Variable Bias in Nonlinear Instrumental Variable Estimators
por: Yen, Yu-Min
Publicado: (2026)
por: Yen, Yu-Min
Publicado: (2026)
Weighted Regression with Sybil Networks
por: Shah, Nihar
Publicado: (2024)
por: Shah, Nihar
Publicado: (2024)
Balancing Weights for Causal Mediation Analysis
por: Kawato, Kentaro
Publicado: (2025)
por: Kawato, Kentaro
Publicado: (2025)
Estimating Program Participation with Partial Validation
por: Denteh, Augustine, et al.
Publicado: (2025)
por: Denteh, Augustine, et al.
Publicado: (2025)
Focused Weighted-Average Least Squares Estimator
por: Yin, Shou-Yung
Publicado: (2026)
por: Yin, Shou-Yung
Publicado: (2026)
Efficient GMM and Weighting Matrix under Misspecification
por: Kang, Byunghoon
Publicado: (2026)
por: Kang, Byunghoon
Publicado: (2026)
Valid Inference when Testing Violations of Parallel Trends for Difference-in-Differences
por: Mikhaeil, Jonas M., et al.
Publicado: (2025)
por: Mikhaeil, Jonas M., et al.
Publicado: (2025)
Validating Causal Message Passing Against Network-Aware Methods on Real Experiments
por: Tan, Albert, et al.
Publicado: (2026)
por: Tan, Albert, et al.
Publicado: (2026)
Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts
por: Koo, Taehyeon, et al.
Publicado: (2025)
por: Koo, Taehyeon, et al.
Publicado: (2025)
A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting
por: Wu, Zeqi, et al.
Publicado: (2025)
por: Wu, Zeqi, et al.
Publicado: (2025)
Anytime-Valid Inference in Adaptive Experiments: Covariate Adjustment and Balanced Power
por: Molitor, Daniel, et al.
Publicado: (2025)
por: Molitor, Daniel, et al.
Publicado: (2025)
Off-Policy Evaluation via Adaptive Weighting with Data from Contextual Bandits
por: Zhan, Ruohan, et al.
Publicado: (2021)
por: Zhan, Ruohan, et al.
Publicado: (2021)
A Note on the Finite Sample Bias in Time Series Cross-Validation
por: Lusompa, Amaze
Publicado: (2025)
por: Lusompa, Amaze
Publicado: (2025)
Can We Validate Counterfactual Estimations in the Presence of General Network Interference?
por: Shirani, Sadegh, et al.
Publicado: (2025)
por: Shirani, Sadegh, et al.
Publicado: (2025)
Reinforcing RCTs with Multiple Priors while Learning about External Validity
por: Finan, Frederico, et al.
Publicado: (2021)
por: Finan, Frederico, et al.
Publicado: (2021)
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators
por: Cattaneo, Matias D., et al.
Publicado: (2022)
por: Cattaneo, Matias D., et al.
Publicado: (2022)
Cross-Validated Causal Inference: a Modern Method to Combine Experimental and Observational Data
por: Yang, Xuelin, et al.
Publicado: (2025)
por: Yang, Xuelin, et al.
Publicado: (2025)
Tackling Interference Induced by Data Training Loops in A/B Tests: A Weighted Training Approach
por: Si, Nian
Publicado: (2023)
por: Si, Nian
Publicado: (2023)
Optimal Bias-Correction and Valid Inference in High-Dimensional Ridge Regression: A Closed-Form Solution
por: Gao, Zhaoxing, et al.
Publicado: (2024)
por: Gao, Zhaoxing, et al.
Publicado: (2024)
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
por: Bonhomme, Stéphane, et al.
Publicado: (2024)
por: Bonhomme, Stéphane, et al.
Publicado: (2024)
A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances
por: Bai, Yuehao, et al.
Publicado: (2024)
por: Bai, Yuehao, et al.
Publicado: (2024)
Estimating Heterogeneous Treatment Effects with Item-Level Outcome Data: Insights from Item Response Theory
por: Gilbert, Joshua B., et al.
Publicado: (2024)
por: Gilbert, Joshua B., et al.
Publicado: (2024)
Inflation Target at Risk: A Time-varying Parameter Distributional Regression
por: Wang, Yunyun, et al.
Publicado: (2024)
por: Wang, Yunyun, et al.
Publicado: (2024)
Credible causal inference beyond toy models
por: Bastías, Pablo Geraldo
Publicado: (2024)
por: Bastías, Pablo Geraldo
Publicado: (2024)
Dynamic Matrix Factor Models for High Dimensional Time Series
por: Yu, Ruofan, et al.
Publicado: (2024)
por: Yu, Ruofan, et al.
Publicado: (2024)
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
por: Hecq, Alain, et al.
Publicado: (2024)
por: Hecq, Alain, et al.
Publicado: (2024)
Does Regression Produce Representative Causal Rankings?
por: Lal, Apoorva
Publicado: (2024)
por: Lal, Apoorva
Publicado: (2024)
Resistant Inference in Instrumental Variable Models
por: Klooster, Jens, et al.
Publicado: (2024)
por: Klooster, Jens, et al.
Publicado: (2024)
Exposure effects are not automatically useful for policymaking
por: Auerbach, Eric, et al.
Publicado: (2024)
por: Auerbach, Eric, et al.
Publicado: (2024)
Interpreting Event-Studies from Recent Difference-in-Differences Methods
por: Roth, Jonathan
Publicado: (2024)
por: Roth, Jonathan
Publicado: (2024)
Minimax-Regret Sample Selection in Randomized Experiments
por: Hu, Yuchen, et al.
Publicado: (2024)
por: Hu, Yuchen, et al.
Publicado: (2024)
Ejemplares similares
-
When Should We (Not) Interpret Linear IV Estimands as LATE?
por: Słoczyński, Tymon
Publicado: (2020) -
Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect
por: Słoczyński, Tymon, et al.
Publicado: (2022) -
Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
por: Słoczyński, Tymon, et al.
Publicado: (2023) -
A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
por: Słoczyński, Tymon, et al.
Publicado: (2026) -
The Effect of Omitted Variables on the Sign of Regression Coefficients
por: Masten, Matthew A., et al.
Publicado: (2022)