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Estimation of crossed random effects models commonly requires computational costs that grow faster than linearly in the sample size $N$, often as fast as $\Omega(N^{3/2})$, making them unsuitable for large data sets. For non-Gaussian…

Methodology · Statistics 2025-05-01 Ruggero Bellio , Swarnadip Ghosh , Art B. Owen , Cristiano Varin

In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…

This paper presents an information-theoretic approach for model reduction for finite time simulation. Although system models are typically used for simulation over a finite time, most of the metrics (and pseudo-metrics) used for model…

Systems and Control · Electrical Eng. & Systems 2021-11-25 Punit Tulpule , Umesh Vaidya

Network meta-analysis (NMA) is widely used to compare multiple interventions simultaneously by synthesizing direct and indirect evidence. The general fixed or random effects contrast-based NMA model can be applied to different outcomes and…

Methodology · Statistics 2026-03-03 Harlan Campbell , Jeroen P. Jansen

School value-added models are widely applied to study, monitor, and hold schools to account for school differences in student learning. The traditional model is a mixed-effects linear regression of student current achievement on student…

Applications · Statistics 2023-10-03 George Leckie , Richard Parker , Harvey Goldstein , Kate Tilling

Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently…

Econometrics · Economics 2022-06-22 Clément de Chaisemartin , Xavier D'Haultfœuille

A dynamic treatment regimen (DTR) is a pre-specified sequence of decision rules which maps baseline or time-varying measurements on an individual to a recommended intervention or set of interventions. Sequential multiple assignment…

Methodology · Statistics 2019-10-23 Brook Luers , Min Qian , Inbal Nahum-Shani , Connie Kasari , Daniel Almirall

In this review paper, some applications of the mixed effect modeling in medial image processing and longitudinal analysis is studied. For this purpose, a general structure is extracted from some of the researches in the literature. This…

Medical Physics · Physics 2018-03-13 Fatemeh Nasiri , Oscar Acosta-Tamayo

Alpha-based performance evaluation may fail to capture correlated residuals due to model errors. This paper proposes using the Generalized Information Ratio (GIR) to measure performance under misspecified benchmarks. Motivated by the…

Portfolio Management · Quantitative Finance 2018-04-24 Zhongzhi Lawrence He

Bivariate linear mixed models are useful when analyzing longitudinal data of two associated markers. In this paper, we present a bivariate linear mixed model including random effects or first-order auto-regressive process and independent…

Field observations form the basis of many scientific studies, especially in ecological and social sciences. Despite efforts to conduct such surveys in a standardized way, observations can be prone to systematic measurement errors. The…

Methodology · Statistics 2021-08-31 Shiv Shankar , Daniel Sheldon

As complex-survey data becomes more widely used in health and social-science research, there is increasing interest in fitting a wider range of regression models. We describe an implementation of two-level linear mixed models in R using the…

Methodology · Statistics 2023-07-12 Thomas Lumley , Xudong Huang

Additive models play an essential role in studying non-linear relationships. Despite many recent advances in estimation, there is a lack of methods and theories for inference in high-dimensional additive models, including confidence…

Statistics Theory · Mathematics 2022-02-18 Zijian Guo , Wei Yuan , Cun-Hui Zhang

Randomized response (RR) designs are used to collect response data about sensitive behaviors (e.g., criminal behavior, sexual desires). The modeling of RR data is more complex, since it requires a description of the RR process. For the…

Methodology · Statistics 2021-06-21 Jean-Paul Fox , Konrad Klotzke , Duco Veen

In this paper, we propose the Graph-Fused Multivariate Regression (GFMR) via Total Variation regularization, a novel method for estimating the association between a one-dimensional or multidimensional array outcome and scalar predictors.…

Methodology · Statistics 2020-01-15 Ying Liu , Bowei Yan , Kathleen Merikangas , Haochang Shou

Logistic regression model is widely used in many studies to investigate the relationship between a binary response variable $Y$ and a set of potential predictors $\mathbf X$. The binary response may represent, for example, the occurrence of…

Methodology · Statistics 2021-05-04 Aba Diop , El Hadji Deme , Aliou Diop

We study mixed-effects methods for estimating equations containing person and firm effects. In economics such models are usually estimated using fixed-effects methods. Recent enhancements to those fixed-effects methods include corrections…

Econometrics · Economics 2023-08-30 John M. Abowd , Kevin L. McKinney

Motivated by two case studies using primary care records from the Clinical Practice Research Datalink, we describe statistical methods that facilitate the analysis of tall data, with very large numbers of observations. Our focus is on…

Methodology · Statistics 2018-05-14 Kirsty Rhodes , Rebecca Turner , Rupert Payne , Ian White

We address the component-based regularisation of a multivariate Generalized Linear Mixed Model (GLMM). A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables, a set T of additional covariates, and random…

Methodology · Statistics 2019-08-22 Jocelyn Chauvet , Catherine Trottier , Xavier Bry , Frederic Mortier

Randomized controlled trials are a cornerstone of medicine and the social sciences as they enable reliable estimates of causal effects. However, they are costly and time-consuming to conduct, motivating interest in predicting causal effects…