6 papers
Machine-Learning-Powered Specification Testing in Linear Instrumental Variable Models
Cyrill Scheidegger, Malte Londschien, Peter Bühlmann
The linear instrumental variable (IV) model is widely used in observational studies, yet its validity hinges on strong assumptions. Classical specification tests such as the Sargan…
Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets
Malte Londschien, Peter Bühlmann
We propose a weak-instrument-robust subvector Lagrange multiplier test for instrumental variables regression. We show that it is asymptotically size-correct under a technical condi…
Domain Generalization and Adaptation in Intensive Care with Anchor Regression
Malte Londschien, Manuel Burger, Gunnar Rätsch +1
The performance of predictive models in clinical settings often degrades when deployed in new hospitals due to distribution shifts. This paper presents a large-scale study of causa…
The exact distribution of the conditional likelihood-ratio test in instrumental variables regression
Malte Londschien
We derive the exact asymptotic distribution of the conditional likelihood-ratio test in instrumental variables regression under weak instrument asymptotics and for multiple endogen…
A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python
Malte Londschien
We provide an overview of results relating to estimation and weak-instrument-robust inference in instrumental variables regression. Methods are implemented in the ivmodels software…
Towards Foundation Models for Critical Care Time Series
Manuel Burger, Fedor Sergeev, Malte Londschien +10
Notable progress has been made in generalist medical large language models across various healthcare areas. However, large-scale modeling of in-hospital time series data - such as…