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Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…

Methodology · Statistics 2024-03-12 Stephen Bates , Edward Kennedy , Robert Tibshirani , Valerie Ventura , Larry Wasserman

We introduced and analyzed robust recovery-based a posteriori error estimators for various lower order finite element approximations to interface problems in [9, 10], where the recoveries of the flux and/or gradient are implicit (i.e.,…

Numerical Analysis · Mathematics 2014-07-17 Zhiqiang Cai , Shun Zhang

In this paper, we introduce a class of improved estimators for the mean parameter matrix of a multivariate normal distribution with an unknown variance-covariance matrix. In particular, the main results of [D.Ch\'etelat and M. T.…

Statistics Theory · Mathematics 2024-06-25 Arash A. Foroushani , Severien Nkurunziza

A doubly type-II censored scheme is an important sampling scheme in the life testing experiment and reliability engineering. In the present commutation, we have considered estimating ordered scale parameters of two exponential distributions…

Statistics Theory · Mathematics 2024-12-09 Shrajal Bajpai , Lakshmi Kanta Patra

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

Machine Learning · Statistics 2021-02-03 Malik Tiomoko , Florent Bouchard , Guillaume Ginholac , Romain Couillet

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

For the general parametric regression models with covariates contaminated with normal measurement errors, this paper proposes an accelerated version of the classical simulation extrapolation algorithm to estimate the unknown parameters in…

Methodology · Statistics 2021-07-13 Kanwal Ayub , Weixing Song

When multiple models are considered in regression problems, the model averaging method can be used to weigh and integrate the models. In the present study, we examined how the goodness-of-prediction of the estimator depends on the…

Statistics Theory · Mathematics 2023-08-21 Ryo Ando , Fumiyasu Komaki

Measurement error arises through a variety of mechanisms. A rich literature exists on the bias introduced by covariate measurement error and on methods of analysis to address this bias. By comparison, less attention has been given to errors…

Methodology · Statistics 2018-11-27 Pamela Shaw , Jiwei He , Bryan Shepherd

The assessment of regression models with discrete outcomes is challenging and has many fundamental issues. With discrete outcomes, standard regression model assessment tools such as Pearson and deviance residuals do not follow the…

Methodology · Statistics 2024-01-15 Lu Yang

Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…

Econometrics · Economics 2025-04-28 Claudia Noack , Tomasz Olma , Christoph Rothe

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

Two-phase sampling designs are frequently employed in epidemiological studies and large-scale health surveys. In such designs, certain variables are exclusively collected within a second-phase random subsample of the initial first-phase…

Methodology · Statistics 2024-03-25 Lingxiao Wang

The empirical Bayes estimators in mixed models are useful for small area estimation in the sense of increasing precision of prediction for small area means, and one wants to know the prediction errors of the empirical Bayes estimators based…

Methodology · Statistics 2016-04-07 Shonosuke Sugasawa , Tatsuya Kubokawa

In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…

Methodology · Statistics 2017-04-19 B. Yuzbasi , M. Arashi , S. E. Ahmed

Beta-binomial/Poisson models have been used by many authors to model multivariate count data. Lora and Singer (Statistics in Medicine, 2008) extended such models to accommodate repeated multivariate count data with overdipersion in the…

Methodology · Statistics 2010-03-08 Mayra Ivanoff Lora , Julio M Singer

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

This paper develops a methodology for approximating the posterior first two moments of the posterior distribution in Bayesian inference. Partially specified probability models, which are defined only by specifying means and variances, are…

Methodology · Statistics 2009-01-27 K. Triantafyllopoulos , P. J. Harrison

Factor analysis for high-dimensional data is a canonical problem in statistics and has a wide range of applications. However, there is currently no factor model tailored to effectively analyze high-dimensional count responses with…

Methodology · Statistics 2024-08-21 Wei Liu , Qingzhi Zhong