activity
20242026
collaborators

6 papers

math.ST2026

Misspecified regressions with mixed regressors: robust inference and causal interpretation

Mengsi Gao, Peng Ding

For analytic convenience, existing statistical frameworks either assume random or fixed regressors. However, it is a little awkward that they do not cover the practical case of est…

econ.EM2026

On the power properties of inference for parameters with interval identified sets

Federico A. Bugni, Mengsi Gao, Filip Obradovic +1

This paper studies the power properties of confidence intervals (CIs) for a partially-identified parameter of interest with an interval identified set. We assume the researcher has…

math.PR2026

Coupling and Maximal Inequalities for Graph-Dependent Empirical Processes

Mengsi Gao, Demian Pouzo

We develop maximal inequalities for empirical processes indexed by graph-dependent observations. Our bounds separate the complexity of the indexing class from two features specific…

econ.EM2025

Causal inference in network experiments: regression-based analysis and design-based properties

Mengsi Gao, Peng Ding

Network experiments are powerful tools for studying spillover effects, which avoid endogeneity by randomly assigning treatments to units over networks. However, it is non-trivial t…

econ.EM2025

Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance

Federico A. Bugni, Mengsi Gao, Filip Obradovic +1

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance.…

econ.EM2024

Endogenous Interference in Randomized Experiments

Mengsi Gao

This paper investigates the identification and inference of treatment effects in randomized controlled trials with social interactions. Two key network features characterize the se…