34 citations · 41 across the 7 of their papers we have counts for
7 papers
Diagnosing the role of observable distribution shift in scientific replications
Ying Jin, Kevin Guo, Dominik Rothenhäusler
Many researchers have identified distribution shift as a likely contributor to the reproducibility crisis in behavioral and biomedical sciences. The idea is that if treatment effec…
On the statistical role of inexact matching in observational studies
Kevin Guo, Dominik Rothenhäusler
In observational causal inference, exact covariate matching plays two statistical roles: (i) it effectively controls for bias due to measured confounding; (ii) it justifies assumpt…
Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding
Jacob Dorn, Kevin Guo, Nathan Kallus
We consider the problem of constructing bounds on the average treatment effect (ATE) when unmeasured confounders exist but have bounded influence. Specifically, we assume that omit…
Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing
Jacob Dorn, Kevin Guo
Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently i…
The Generalized Oaxaca-Blinder Estimator
Kevin Guo, Guillaume Basse
After performing a randomized experiment, researchers often use ordinary-least squares (OLS) regression to adjust for baseline covariates when estimating the average treatment effe…
Understanding the Tracking Errors of Commodity Leveraged ETFs
Kevin Guo, Tim Leung
Commodity exchange-traded funds (ETFs) are a significant part of the rapidly growing ETF market. They have become popular in recent years as they provide investors access to a grea…
Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options
Kevin Guo, Tim Leung
This paper studies the market phenomenon of non-convergence between futures and spot prices in the grains market. We postulate that the positive basis observed at maturity stems fr…