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In a regression analysis, suppose we suspect that there are several heterogeneous groups in the population that a sample represents. Mixture regression models have been applied to address such problems. By modeling the conditional…

Methodology · Statistics 2013-07-02 Toshiya Hoshikawa

Envelope model also known as multivariate regression model was proposed to solve the multiple response regression problems. It measures the linear association between predictors and multiple responses by using the minimal reducing subspace…

Methodology · Statistics 2018-05-07 Bochao Jia

Small area models are mixed effects regression models that link the small areas and borrow strength from similar domains. When the auxiliary variables used in the models are measured with error, small area estimators that ignore the…

Methodology · Statistics 2018-10-23 Serena Arima , Silvia Polettini

Data sets obtained from linking multiple files are frequently affected by mismatch error, as a result of non-unique or noisy identifiers used during record linkage. Accounting for such mismatch error in downstream analysis performed on the…

We study identification in nonparametric regression models with a misclassified and endogenous binary regressor when an instrument is correlated with misclassification error. We show that the regression function is nonparametrically…

Econometrics · Economics 2021-08-31 Hiroyuki Kasahara , Katsumi Shimotsu

Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…

Methodology · Statistics 2020-05-06 Carolina Valani Cavalcante , Kelly Cristina Mota Gonçalves

Survival analysis is a challenging variation of regression modeling because of the presence of censoring, where the outcome measurement is only partially known, due to, for example, loss to follow up. Such problems come up frequently in…

Machine Learning · Computer Science 2022-06-28 Chirag Nagpal , Steve Yadlowsky , Negar Rostamzadeh , Katherine Heller

Modern datasets commonly feature both substantial missingness and many variables of mixed data types, which present significant challenges for estimation and inference. Complete case analysis, which proceeds using only the observations with…

Methodology · Statistics 2023-04-10 Joseph Feldman , Daniel R. Kowal

Regression calibration as developed by Rosner, Spiegelman and Willet is used to correct the bias in effect estimates due to measurement error in continuous exposures. The method involves two models: a measurement error model (MEM) relating…

Methodology · Statistics 2026-02-24 Wenze Tang , Donna Spiegelman , Xiaomei Liao , Molin Wang

A pervasive phenomenon in machine learning applications is distribution shift, where training and deployment conditions for a machine learning model differ. As distribution shift typically results in a degradation in performance, much…

Machine Learning · Statistics 2024-01-23 Philip Amortila , Tongyi Cao , Akshay Krishnamurthy

Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…

Econometrics · Economics 2018-11-08 Yuichi Kitamura , Louise Laage

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

Quantile regression extends regression analysis beyond the conditional mean, providing a richer characterization of covariate effects across the outcome distribution. For sensitive binary outcomes, however, misclassification due to…

Methodology · Statistics 2026-05-18 Joon Jin Song , Mohammad Arshad Rahman , Yoo-Mi Chin , James Stamey

Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…

Statistics Theory · Mathematics 2020-09-28 Arindam Chatterjee , Tathagata Bandyopadhyay , Sumanta Adhya

Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…

Methodology · Statistics 2014-11-10 Andrea Mercatanti , Fan Li , Fabrizia Mealli

In biomedical and public health association studies, binary outcome variables may be subject to misclassification, resulting in substantial bias in effect estimates. The feasibility of addressing binary outcome misclassification in…

Methodology · Statistics 2024-03-19 Kimberly A. Hochstedler Webb , Martin T. Wells

For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…

Methodology · Statistics 2023-08-01 Sara Wade , Vanda Inacio , Sonia Petrone

Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…

Methodology · Statistics 2023-12-19 Rong Li , Yichen Qin , Yang Li

Survival models incorporating random effects to account for unmeasured heterogeneity are being increasingly used in biostatistical and applied research. Specifically, unmeasured covariates whose lack of inclusion in the model would lead to…

Methodology · Statistics 2020-05-06 Alessandro Gasparini , Mark S. Clements , Keith R. Abrams , Michael J. Crowther

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Probability · Mathematics 2016-01-07 Daryna Liubashenko , Rostyslav Maiboroda
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