English
Related papers

Related papers: Statistical Inference Based on a New Weighted Like…

200 papers

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

A basic principle in the design of observational studies is to approximate the randomized experiment that would have been conducted under controlled circumstances. Now, linear regression models are commonly used to analyze observational…

Methodology · Statistics 2022-07-08 Ambarish Chattopadhyay , Jose R. Zubizarreta

We provide a semi-parametric analysis for the proportional likelihood ratio model, proposed by Luo & Tsai (2012). We study the tangent spaces for both the parameter of interest and the nuisance parameter, and obtain an explicit expression…

Statistics Theory · Mathematics 2019-07-15 Yair Goldberg , Malka Gorfine

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

Statistics Theory · Mathematics 2017-12-15 Adam Jaeger , Nicole Lazar

Protesting mildly against the notion of an exactly correct parametric model the view is adopted that the logistic regression equation is merely an approximation to the underlying, true function. The behaviour of likelihood based estimators…

Statistics Theory · Mathematics 2026-05-27 Nils Lid Hjort

In observational causal inference, in order to emulate a randomized experiment, weights are used to render treatments independent of observed covariates. This property is known as balance; in its absence, estimated causal effects may be…

Methodology · Statistics 2020-07-16 David Arbour , Drew Dimmery , Arjun Sondhi

In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…

Methodology · Statistics 2012-07-20 Zai-Ying Zhou

In clinical settings, we often face the challenge of building prediction models based on small observational data sets. For example, such a data set might be from a medical center in a multi-center study. Differences between centers might…

In this article we propose a new variable selection method for analyzing data collected from longitudinal sample surveys. The procedure is based on the survey-weighted quadratic inference function, which was recently introduced as an…

Statistics Theory · Mathematics 2021-05-04 Laura Dumitrescu , Wei Qian , J. N. K. Rao

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

Methodology · Statistics 2015-11-24 Rong Zhu , Ping Ma , Michael W. Mahoney , Bin Yu

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

Methodology · Statistics 2024-03-28 Hengfang Wang , Jae Kwang Kim , Jeongseop Han , Youngjo Lee

Missing data is an universal problem in statistics. We develop a unified framework for estimating parameters defined by general estimating equations under a missing-at-random (MAR) mechanism, based on generalized entropy calibration…

Methodology · Statistics 2026-03-31 Mst Moushumi Pervin , Hengfang Wang , Jae Kwang Kim

People are commonly interested in predicting a statistical property of a random event such as mean and variance. Proper scoring rules assess the quality of predictions and require that the expected score gets uniquely maximized at the…

Machine Learning · Computer Science 2025-06-24 Lingfang Hu , Ian A. Kash

We consider robust estimation of wrapped models to multivariate circular data that are points on the surface of a $p$-torus based on the weighted likelihood methodology.Robust model fitting is achieved by a set of weighted likelihood…

Methodology · Statistics 2024-01-10 Claudio Agostinelli , Luca Greco , Giovanni Saraceno

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment.…

Methodology · Statistics 2025-07-29 Erin Hartman , Chad Hazlett , Arisa Sadeghpour

Weighted likelihood, in which one solves Horvitz-Thompson or inverse probability weighted (IPW) versions of the likelihood equations, offers a simple and robust method for fitting models to two phase stratified samples. We consider…

Statistics Theory · Mathematics 2007-06-13 Norman E. Breslow , Jon A. Wellner

Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in…

Artificial Intelligence · Computer Science 2012-03-19 Vibhav Gogate , Pedro Domingos

Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…

Machine Learning · Statistics 2023-05-24 Insung Kong , Yuha Park , Joonhyuk Jung , Kwonsang Lee , Yongdai Kim