Alec McClean
@alecmcclean.bsky.social
New paper with @herbps10.bsky.social!
New preprint out on a way to handle structural and practical violations of the overlap (also known as positivity) assumption in causal inference -- as long as the outcome is bounded, we derive simple partial identification bounds on the ATE. With @alecmcclean.bsky.social and @idiaz.bsky.social
September 25, 2025 at 8:25 PM
New paper with @herbps10.bsky.social!
New paper 📜 We construct longitudinal effects tailored to isolated mean diff in two POs while adapting to positivity violations under both regimes.
Some notes vv
Some notes vv
July 16, 2025 at 10:36 PM
New paper 📜 We construct longitudinal effects tailored to isolated mean diff in two POs while adapting to positivity violations under both regimes.
Some notes vv
Some notes vv
New paper! Weighting is great for addressing positivity violations, but it's unclear how to do it in longitudinal data. We propose a solution: "flip" interventions. These allow for weighing on non-baseline covariates and give effects robust to arbitrary positivity violations.
Highlights below vv
Highlights below vv
link 📈🤖
Longitudinal weighted and trimmed treatment effects with flip interventions (McClean, Levis, Williams et al) Weighting and trimming are popular methods for addressing positivity violations in causal inference. While well-studied with single-timepoint data, standard methods do not easily g
Longitudinal weighted and trimmed treatment effects with flip interventions (McClean, Levis, Williams et al) Weighting and trimming are popular methods for addressing positivity violations in causal inference. While well-studied with single-timepoint data, standard methods do not easily g
June 12, 2025 at 5:15 PM
New paper! Weighting is great for addressing positivity violations, but it's unclear how to do it in longitudinal data. We propose a solution: "flip" interventions. These allow for weighing on non-baseline covariates and give effects robust to arbitrary positivity violations.
Highlights below vv
Highlights below vv
Excited to present this again at ACIC (Th 1:15pm)!
We realized trimming is a special version of weighting —> we generalized the analysis to longitudinal weighted effects
“Longitudinal weighted and trimmed treatment effects with flip interventions”
Draft:
alecmcclean.github.io/files/long-w...
We realized trimming is a special version of weighting —> we generalized the analysis to longitudinal weighted effects
“Longitudinal weighted and trimmed treatment effects with flip interventions”
Draft:
alecmcclean.github.io/files/long-w...
Excited to present on Thursday @eurocim.bsky.social on new work with @idiaz.bsky.social on (smooth) trimming with longitudinal data!
"Longitudinal trimming and smooth trimming with flip and S-flip interventions"
Prelim draft: alecmcclean.github.io/files/LSTTEs...
"Longitudinal trimming and smooth trimming with flip and S-flip interventions"
Prelim draft: alecmcclean.github.io/files/LSTTEs...
May 13, 2025 at 10:26 PM
Excited to present this again at ACIC (Th 1:15pm)!
We realized trimming is a special version of weighting —> we generalized the analysis to longitudinal weighted effects
“Longitudinal weighted and trimmed treatment effects with flip interventions”
Draft:
alecmcclean.github.io/files/long-w...
We realized trimming is a special version of weighting —> we generalized the analysis to longitudinal weighted effects
“Longitudinal weighted and trimmed treatment effects with flip interventions”
Draft:
alecmcclean.github.io/files/long-w...
Excited to present on Thursday @eurocim.bsky.social on new work with @idiaz.bsky.social on (smooth) trimming with longitudinal data!
"Longitudinal trimming and smooth trimming with flip and S-flip interventions"
Prelim draft: alecmcclean.github.io/files/LSTTEs...
"Longitudinal trimming and smooth trimming with flip and S-flip interventions"
Prelim draft: alecmcclean.github.io/files/LSTTEs...
April 8, 2025 at 3:34 PM
Excited to present on Thursday @eurocim.bsky.social on new work with @idiaz.bsky.social on (smooth) trimming with longitudinal data!
"Longitudinal trimming and smooth trimming with flip and S-flip interventions"
Prelim draft: alecmcclean.github.io/files/LSTTEs...
"Longitudinal trimming and smooth trimming with flip and S-flip interventions"
Prelim draft: alecmcclean.github.io/files/LSTTEs...
Reposted by Alec McClean
link 📈🤖
Bridging Root-$n$ and Non-standard Asymptotics: Dimension-agnostic Adaptive Inference in M-Estimation (Takatsu, Kuchibhotla) This manuscript studies a general approach to construct confidence sets for the solution of population-level optimization, commonly referred to as M-estimation. Sta
Bridging Root-$n$ and Non-standard Asymptotics: Dimension-agnostic Adaptive Inference in M-Estimation (Takatsu, Kuchibhotla) This manuscript studies a general approach to construct confidence sets for the solution of population-level optimization, commonly referred to as M-estimation. Sta
January 15, 2025 at 4:46 PM
link 📈🤖
Bridging Root-$n$ and Non-standard Asymptotics: Dimension-agnostic Adaptive Inference in M-Estimation (Takatsu, Kuchibhotla) This manuscript studies a general approach to construct confidence sets for the solution of population-level optimization, commonly referred to as M-estimation. Sta
Bridging Root-$n$ and Non-standard Asymptotics: Dimension-agnostic Adaptive Inference in M-Estimation (Takatsu, Kuchibhotla) This manuscript studies a general approach to construct confidence sets for the solution of population-level optimization, commonly referred to as M-estimation. Sta
Reposted by Alec McClean
📢📢The 4th Lifetime Data Science Conference will take place May 28–30, 2025, at New York Marriott at the Brooklyn Bridge in Brooklyn, NY, USA. This event will feature keynotes by Drs. Nicholas Jewell and Mei-Ling Lee, short courses, 60+ invited sessions, and a banquet on May 29. Register and join us!
ASA Community
The ASA Community is an online gateway for member collaboration and connection.
community.amstat.org
January 15, 2025 at 2:37 PM
📢📢The 4th Lifetime Data Science Conference will take place May 28–30, 2025, at New York Marriott at the Brooklyn Bridge in Brooklyn, NY, USA. This event will feature keynotes by Drs. Nicholas Jewell and Mei-Ling Lee, short courses, 60+ invited sessions, and a banquet on May 29. Register and join us!
Reposted by Alec McClean
For the Spring semester, I am restarting my free weekly open office-hours for anyone in the world with Econometrics questions. Wednesdays 10-12AM Eastern or by appointment; sign up and drop by!
Details and sign up at donskerclass.github.io/OfficeHours....
Details and sign up at donskerclass.github.io/OfficeHours....
January 14, 2025 at 12:50 PM
For the Spring semester, I am restarting my free weekly open office-hours for anyone in the world with Econometrics questions. Wednesdays 10-12AM Eastern or by appointment; sign up and drop by!
Details and sign up at donskerclass.github.io/OfficeHours....
Details and sign up at donskerclass.github.io/OfficeHours....
Reposted by Alec McClean
Rebecca Farina, Arun Kumar Kuchibhotla, Eric J. Tchetgen Tchetgen
Doubly Robust and Efficient Calibration of Prediction Sets for Censored Time-to-Event Outcomes
https://arxiv.org/abs/2501.04615
Doubly Robust and Efficient Calibration of Prediction Sets for Censored Time-to-Event Outcomes
https://arxiv.org/abs/2501.04615
January 9, 2025 at 5:06 AM
Rebecca Farina, Arun Kumar Kuchibhotla, Eric J. Tchetgen Tchetgen
Doubly Robust and Efficient Calibration of Prediction Sets for Censored Time-to-Event Outcomes
https://arxiv.org/abs/2501.04615
Doubly Robust and Efficient Calibration of Prediction Sets for Censored Time-to-Event Outcomes
https://arxiv.org/abs/2501.04615
For IV folks: what's a good resource on time-varying 2SLS?
Data = time-varying {covariates, instruments, outcomes}
Asmp: a version of longitudinal 2SLS; ie linear SEM in 1st & 2nd stages, over time
Time-varying data seems to introduce some nuance. Is there a textbook treatment of this?
Data = time-varying {covariates, instruments, outcomes}
Asmp: a version of longitudinal 2SLS; ie linear SEM in 1st & 2nd stages, over time
Time-varying data seems to introduce some nuance. Is there a textbook treatment of this?
January 2, 2025 at 3:38 PM
For IV folks: what's a good resource on time-varying 2SLS?
Data = time-varying {covariates, instruments, outcomes}
Asmp: a version of longitudinal 2SLS; ie linear SEM in 1st & 2nd stages, over time
Time-varying data seems to introduce some nuance. Is there a textbook treatment of this?
Data = time-varying {covariates, instruments, outcomes}
Asmp: a version of longitudinal 2SLS; ie linear SEM in 1st & 2nd stages, over time
Time-varying data seems to introduce some nuance. Is there a textbook treatment of this?
Reposted by Alec McClean
My traditional end-of-year review: some papers I read and liked in 2024.
donskerclass.github.io/post/papers-...
donskerclass.github.io/post/papers-...
Papers I Liked 2024 | David Childers
This has been another year where I felt like I slacked on my reading, and that probably is genuinely true for the tumultuous last half, but my read folder lists 154, so I can pick out a few that I lik...
donskerclass.github.io
December 31, 2024 at 2:51 PM
My traditional end-of-year review: some papers I read and liked in 2024.
donskerclass.github.io/post/papers-...
donskerclass.github.io/post/papers-...
Related to lit review in an ongoing project: for complex time-varying ints and identification in epi/bio, I think these three papers are great starting points:
www.jstor.org/stable/pdf/r...
pmc.ncbi.nlm.nih.gov/articles/PMC...
arxiv.org/pdf/2006.01366
Details below. What are other's favorites?
www.jstor.org/stable/pdf/r...
pmc.ncbi.nlm.nih.gov/articles/PMC...
arxiv.org/pdf/2006.01366
Details below. What are other's favorites?
Identification, estimation and approximation of risk under interventions that depend on the natural value of treatment using observational data
pmc.ncbi.nlm.nih.gov
December 30, 2024 at 1:45 PM
Related to lit review in an ongoing project: for complex time-varying ints and identification in epi/bio, I think these three papers are great starting points:
www.jstor.org/stable/pdf/r...
pmc.ncbi.nlm.nih.gov/articles/PMC...
arxiv.org/pdf/2006.01366
Details below. What are other's favorites?
www.jstor.org/stable/pdf/r...
pmc.ncbi.nlm.nih.gov/articles/PMC...
arxiv.org/pdf/2006.01366
Details below. What are other's favorites?
Reposted by Alec McClean
What's the best paper you read this year?
December 27, 2024 at 5:02 PM
What's the best paper you read this year?
My 2024 “highlights” (or what consumed my work year):
1. Double cross-fitting (arxiv.org/abs/2403.15175)
2. Calibrated sensitivity models (arxiv.org/abs/2405.08738)
3. Fair comparisons (arxiv.org/abs/2410.13522)
For #3, bsky.app/profile/alec....
Below: gory details for 1 and 2 (new to bsky)
1/9
1. Double cross-fitting (arxiv.org/abs/2403.15175)
2. Calibrated sensitivity models (arxiv.org/abs/2405.08738)
3. Fair comparisons (arxiv.org/abs/2410.13522)
For #3, bsky.app/profile/alec....
Below: gory details for 1 and 2 (new to bsky)
1/9
New-ish paper alert! arxiv.org/abs/2410.13522
We tackle the challenge of comparing multiple treatments when some subjects have zero prob. of receiving certain treatments. Eg, provider profiling: comparing hospitals (the “treatments”) for patient outcomes. Positivity violations are everywhere.
We tackle the challenge of comparing multiple treatments when some subjects have zero prob. of receiving certain treatments. Eg, provider profiling: comparing hospitals (the “treatments”) for patient outcomes. Positivity violations are everywhere.
Fair comparisons of causal parameters with many treatments and positivity violations
Comparing outcomes across treatments is essential in medicine and public policy. To do so, researchers typically estimate a set of parameters, possibly counterfactual, with each targeting a different ...
arxiv.org
December 28, 2024 at 11:28 AM
My 2024 “highlights” (or what consumed my work year):
1. Double cross-fitting (arxiv.org/abs/2403.15175)
2. Calibrated sensitivity models (arxiv.org/abs/2405.08738)
3. Fair comparisons (arxiv.org/abs/2410.13522)
For #3, bsky.app/profile/alec....
Below: gory details for 1 and 2 (new to bsky)
1/9
1. Double cross-fitting (arxiv.org/abs/2403.15175)
2. Calibrated sensitivity models (arxiv.org/abs/2405.08738)
3. Fair comparisons (arxiv.org/abs/2410.13522)
For #3, bsky.app/profile/alec....
Below: gory details for 1 and 2 (new to bsky)
1/9
New-ish paper alert! arxiv.org/abs/2410.13522
We tackle the challenge of comparing multiple treatments when some subjects have zero prob. of receiving certain treatments. Eg, provider profiling: comparing hospitals (the “treatments”) for patient outcomes. Positivity violations are everywhere.
We tackle the challenge of comparing multiple treatments when some subjects have zero prob. of receiving certain treatments. Eg, provider profiling: comparing hospitals (the “treatments”) for patient outcomes. Positivity violations are everywhere.
Fair comparisons of causal parameters with many treatments and positivity violations
Comparing outcomes across treatments is essential in medicine and public policy. To do so, researchers typically estimate a set of parameters, possibly counterfactual, with each targeting a different ...
arxiv.org
December 13, 2024 at 11:17 PM
New-ish paper alert! arxiv.org/abs/2410.13522
We tackle the challenge of comparing multiple treatments when some subjects have zero prob. of receiving certain treatments. Eg, provider profiling: comparing hospitals (the “treatments”) for patient outcomes. Positivity violations are everywhere.
We tackle the challenge of comparing multiple treatments when some subjects have zero prob. of receiving certain treatments. Eg, provider profiling: comparing hospitals (the “treatments”) for patient outcomes. Positivity violations are everywhere.
Reposted by Alec McClean
@wenbowu.bsky.social and I are looking for a postdoc! please reach out if you are interested.
Statistics Jobs - Statistics Forms
This is a current listing of job announcements related to Statistics. To submit a job for posting please use the Statistics Job Submission Form. Please note that jobs are posted within 24hrs of submis...
forms.stat.ufl.edu
December 13, 2024 at 5:40 PM
@wenbowu.bsky.social and I are looking for a postdoc! please reach out if you are interested.