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Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…

Computational Engineering, Finance, and Science · Computer Science 2014-10-17 Eliska Janouchova , Anna Kucerova

Nonignorable missing data, where the probability of missingness depends on unobserved values, presents a significant challenge in statistical analysis. Traditional methods often rely on strong parametric assumptions that are difficult to…

Methodology · Statistics 2025-09-19 Yujie Zhao

Weighting methods are popular tools for estimating causal effects; assessing their robustness under unobserved confounding is important in practice. In the following paper, we introduce a new set of sensitivity models called "variance-based…

Methodology · Statistics 2023-03-14 Melody Huang , Samuel D. Pimentel

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

The analysis of incomplete contingency tables is a practical and an interesting problem. In this paper, we provide characterizations for the various missing mechanisms of a variable in terms of response and non-response odds for two and…

Methodology · Statistics 2018-11-27 S. Ghosh , P. Vellaisamy

Conditions ensuring optimal parameter estimation in the presence of missing data are well established in inference, typically relying on the Missing-at-Random (MAR) assumption. In prediction, similar principles are often assumed to apply.…

Methodology · Statistics 2026-03-19 Pierre Catoire , Robin Genuer , Cecile Proust-Lima

Nearly all statistical analyses that inform policy-making are based on imperfect data. As examples, the data may suffer from measurement errors, missing values, sample selection bias, or record linkage errors. Analysts have to decide how to…

Methodology · Statistics 2025-10-24 Adway S. Wadekar , Jerome P. Reiter

We propose a summary measure defined as the expected value of a random variable over disjoint subsets of its support that are specified by a given grid of proportions, and consider its use in a regression modeling framework. The obtained…

Statistics Theory · Mathematics 2018-10-19 Celia García-Pareja , Matteo Bottai

In cluster-randomized trials (CRTs), missing data can occur in various ways, including missing values in outcomes and baseline covariates at the individual or cluster level, or completely missing information for non-participants. Among the…

Methodology · Statistics 2025-11-06 Bingkai Wang , Fan Li , Rui Wang

We propose a way to remove the bias of a Poisson regression when the subjects are partially observed. In this paper we address this issue under certain assumptions about the missing-data generating process. We fix the total number of…

Statistics Theory · Mathematics 2014-07-08 Seyed Jalil Kazemitabar

Propensity score weighting is a common method for estimating treatment effects with survey data. The method is applied to minimize confounding using measured covariates that are often different between individuals in treatment and control.…

Methodology · Statistics 2026-02-06 Yukang Zeng , Fan Li , Guangyu Tong

Missing data are frequently encountered in various disciplines and can be divided into three categories: missing completely at random (MCAR), missing at random (MAR) and missing not at random (MNAR). Valid statistical approaches to missing…

Methodology · Statistics 2021-05-28 Hairu Wang , Zhiping Lu , Yukun Liu

Global sensitivity analysis is used to quantify the influence of uncertain input parameters on the response variability of a numerical model. The common quantitative methods are applicable to computer codes with scalar input variables. This…

Applications · Statistics 2008-06-09 Bertrand Iooss , Mathieu Ribatet

This paper defines a general class of relaxations of the unconfoundedness assumption. This class includes several previous approaches as special cases, including the marginal sensitivity model of Tan (2006). This class therefore allows us…

Econometrics · Economics 2025-01-28 Matthew A. Masten , Alexandre Poirier , Muyang Ren

Many trials are designed to collect outcomes at or around pre-specified times after randomization. If there is variability in the times when participants are actually assessed, this can pose a challenge to learning the effect of treatment,…

We provide guidance on multiple imputation of missing at random treatments in observational studies. Specifically, analysts should account for both covariates and outcomes, i.e., not just use propensity scores, when imputing the missing…

Methodology · Statistics 2025-01-23 Joseph Feldman , Jerome P. Reiter

Although approaches for handling missing data from longitudinal studies are well-developed when the patterns of missingness are monotone, fewer methods are available for non-monotone missingness. Moreover, the conventional missing at random…

Methodology · Statistics 2023-02-28 Boyu Ren , Stuart R. Lipsitz , Roger D. Weiss , Garrett M. Fitzmaurice

Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…

Methodology · Statistics 2026-03-12 Yushu Zou , Liangyuan Hu , Amanda Ricciuto , Mark Deneau , Kuan Liu

Meta-analysis is a powerful tool to synthesize findings from multiple studies. The normal-normal random-effects model is widely used to account for between-study heterogeneity. However, meta-analysis of sparse data, which may arise when the…

Methodology · Statistics 2024-06-10 Taojun Hu , Yi Zhou , Satoshi Hattori
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