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Alec McClean

@alecmcclean.bsky.social
99 followers 133 following 30 posts

Postdoc @ NYU Grossman; stats / ML + causal inference alecmcclean.github.io

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Alec McClean @alecmcclean.bsky.social · 25/09/2025
New paper with @herbps10.bsky.social!
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Alec McClean @alecmcclean.bsky.social · 16/07/2025
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
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Alec McClean @alecmcclean.bsky.social · 12/06/2025
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
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Alec McClean @alecmcclean.bsky.social · 13/05/2025
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...
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Alec McClean @alecmcclean.bsky.social · 08/04/2025
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...
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Reposted by Alec McClean
ArXiv Paperboy (Stat.ME+Econ.EM) @paperposterbot.bsky.social · 15/01/2025
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
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Reposted by Alec McClean
Wenbo Wu @wenbowu.bsky.social · 15/01/2025
📢📢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!
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Reposted by Alec McClean
Rachel Leah Childers @donskerclass.bsky.social · 14/01/2025
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....
Free Weekly Econometrics Office Hours

Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/XS55FASiGGHqAZKa6

Time: Wednesdays 10:00-12:00AM Eastern US (or by appointment)

Location: Zoom Link https://bowdoin.zoom.us/j/96039587180

Who: Anyone. Grad students, researchers, government workers. Private sector is okay but in that case if your question requires work that exceeds the allotted time I may request to negotiate a consulting fee.

What I can probably help with: Theory questions. Research design. Modeling.

Particular expertise: Time series. Causal inference. Bayes. Structural approaches. Machine learning.

Theory: Asymptotics. Statistical learning. Bayes/MCMC. Identification. Decision theory. Semiparametrics.

Fields: I know most about macro (DSGE, heterogeneous agents, VARs, etc), but can follow along in applied micro (labor, development, health, etc) & some finance.

Code: I think in R, can write Julia, and can get by in Python. I am likely to suggest you build a model in Stan. I know Stata but if it’s relevant to your question I suspect you can get better help elsewhere.
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Reposted by Alec McClean
arxiv.stat.ME @arxiv-stat-me.bsky.social · 09/01/2025
Rebecca Farina, Arun Kumar Kuchibhotla, Eric J. Tchetgen Tchetgen Doubly Robust and Efficient Calibration of Prediction Sets for Censored Time-to-Event Outcomes arxiv.org/abs/2501.04615
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Alec McClean @alecmcclean.bsky.social · 02/01/2025
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?
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Reposted by Alec McClean
Rachel Leah Childers @donskerclass.bsky.social · 31/12/2024
My traditional end-of-year review: some papers I read and liked in 2024. donskerclass.github.io/post/papers-...
donskerclass.github.io
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...
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Alec McClean @alecmcclean.bsky.social · 30/12/2024
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?
pmc.ncbi.nlm.nih.gov
Identification, estimation and approximation of risk under interventions that depend on the natural value of treatment using observational data
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Reposted by Alec McClean
Peter Hull @instrumenthull.bsky.social · 27/12/2024
What's the best paper you read this year?
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Alec McClean @alecmcclean.bsky.social · 28/12/2024
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
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Alec McClean @alecmcclean.bsky.social · 13/12/2024
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.
arxiv.org
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 ...
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Reposted by Alec McClean
Iván Díaz @idiaz.bsky.social · 13/12/2024
@wenbowu.bsky.social and I are looking for a postdoc! please reach out if you are interested.
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