Related papers: Improved Likelihood Inference in Birnbaum-Saunders…
Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…
The Birnbaum-Saunders distribution has been widely applied in several areas of science and although several methodologies related to this distribution have been proposed, the problem of determining the optimal sample size for estimating its…
Control rate regression is a diffuse approach to account for heterogeneity among studies in meta-analysis by including information about the outcome risk of patients in the control condition. Correcting for the presence of measurement error…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…
We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical…
This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…
Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to permute residuals after regressing on the nuisance covariates.…
Motivated by applications to goodness of fit testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The…
Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…
We connect the power of Confidence Intervals in different Frequentist methods to their reliability. We show that in the case of a bounded parameter a biased method which near the boundary has large power in testing the parameter against…
When analyzing incomplete data, is it better to use multiple imputation (MI) or full information maximum likelihood (ML)? In large samples ML is clearly better, but in small samples ML's usefulness has been limited because ML commonly uses…
Standard random-effects meta-analysis methods perform poorly when applied to few studies only. Such settings however are commonly encountered in practice. It is unclear, whether or to what extent small-sample-size behaviour can be improved…
Evaluating machine learning models is crucial not only for determining their technical accuracy but also for assessing their potential societal implications. While the potential for low-sample-size bias in algorithms is well known, we…
It is generally believed that bias is minimized in well-controlled randomized clinical trials. However, bias can arise in active controlled noninferiority trials because the inference relies on a previously estimated effect size obtained…
The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…
Some large scale inference problems are considered based on using the relative belief ratio as a measure of statistical evidence. This approach is applied to the multiple testing problem. A particular application of this is concerned with…
Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…