Spatially Robust Inference with Predicted and Missing at Random Labels
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| Format: | Preprint |
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2026
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| _version_ | 1866914386847727616 |
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| author | Salerno, Stephen Wu, Zhenke McCormick, Tyler |
| author_facet | Salerno, Stephen Wu, Zhenke McCormick, Tyler |
| contents | When outcome data are expensive or onerous to collect, scientists increasingly substitute predictions from machine learning and AI models for unlabeled cases, a process which has consequences for downstream statistical inference. While recent methods provide valid uncertainty quantification under independent sampling, real-world applications involve missing at random (MAR) labeling and spatial dependence. For inference in this setting, we propose a doubly robust estimator with cross-fit nuisances. We show that cross-fitting induces fold-level correlation that distorts spatial variance estimators, producing unstable or overly conservative confidence intervals. To address this, we propose a jackknife spatial heteroscedasticity and autocorrelation consistent (HAC) variance correction that separates spatial dependence from fold-induced noise. Under standard identification and dependence conditions, the resulting intervals are asymptotically valid. Simulations and benchmark datasets show substantial improvement in finite-sample calibration, particularly under MAR labeling and clustered sampling. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2603_11368 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Spatially Robust Inference with Predicted and Missing at Random Labels Salerno, Stephen Wu, Zhenke McCormick, Tyler Machine Learning Econometrics Applications Methodology When outcome data are expensive or onerous to collect, scientists increasingly substitute predictions from machine learning and AI models for unlabeled cases, a process which has consequences for downstream statistical inference. While recent methods provide valid uncertainty quantification under independent sampling, real-world applications involve missing at random (MAR) labeling and spatial dependence. For inference in this setting, we propose a doubly robust estimator with cross-fit nuisances. We show that cross-fitting induces fold-level correlation that distorts spatial variance estimators, producing unstable or overly conservative confidence intervals. To address this, we propose a jackknife spatial heteroscedasticity and autocorrelation consistent (HAC) variance correction that separates spatial dependence from fold-induced noise. Under standard identification and dependence conditions, the resulting intervals are asymptotically valid. Simulations and benchmark datasets show substantial improvement in finite-sample calibration, particularly under MAR labeling and clustered sampling. |
| title | Spatially Robust Inference with Predicted and Missing at Random Labels |
| topic | Machine Learning Econometrics Applications Methodology |
| url | https://arxiv.org/abs/2603.11368 |