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The large majority of inferences drawn in empirical political research follow from model-based associations (e.g. regression). Here, we articulate the benefits of predictive modeling as a complement to this approach. Predictive models aim…

Methodology · Statistics 2016-12-20 Skyler J. Cranmer , Bruce A. Desmarais

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…

Methodology · Statistics 2023-02-03 Mohammad W. Hattab , David Ruppert

In regression with random design, we study the problem of selecting a model that performs well for out-of-sample prediction. We do not assume that any of the candidate models under consideration are correct. Our analysis is based on…

Methodology · Statistics 2008-10-24 Hannes Leeb

We go through the many considerations involved in fitting a model to data, using as an example the fit of a straight line to a set of points in a two-dimensional plane. Standard weighted least-squares fitting is only appropriate when there…

Instrumentation and Methods for Astrophysics · Physics 2010-08-30 David W. Hogg , Jo Bovy , Dustin Lang

Spatially dependent data arises in many applications, and Gaussian processes are a popular modelling choice for these scenarios. While Bayesian analyses of these problems have proven to be successful, selecting prior distributions for these…

Methodology · Statistics 2023-07-14 Eric Yanchenko , Howard D. Bondell , Brian J. Reich

Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is \emph{a priori} known or suspected that a subset of the covariates do not significantly contribute to the overall fit of…

Applications · Statistics 2011-09-13 SM Enayetur Raheem , S. Ejaz Ahmed

This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asymptotic distribution of the proposed test. Both the setting…

Statistics Theory · Mathematics 2009-11-20 Jiti Gao , Maxwell King , Zudi Lu , Dag Tjøstheim

A method for estimating nonlinear regression errors and their distributions without performing regression is presented. Assuming continuity of the modeling function the variance is given in terms of conditional probabilities extracted from…

Machine Learning · Statistics 2014-04-15 Hong Pi , Carsten Peterson

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

In this work we introduce a class of dynamic models for time series taking values on the unit interval. The proposed model follows a generalized linear model approach where the random component, conditioned on the past information, follows…

Statistics Theory · Mathematics 2022-11-16 Guilherme Pumi , Taiane Schaedler Prass , Rafael Rigão Souza

This paper considers the problem of forecasting a collection of short time series using cross sectional information in panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients…

Econometrics · Economics 2017-10-02 Laura Liu , Hyungsik Roger Moon , Frank Schorfheide

Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…

Statistical Finance · Quantitative Finance 2024-10-29 Yuxin Liu , Jimin Lin , Achintya Gopal

We move beyond "Is Machine Learning Useful for Macroeconomic Forecasting?" by adding the "how". The current forecasting literature has focused on matching specific variables and horizons with a particularly successful algorithm. In…

This paper investigates nonlinear panel regression models with interactive fixed effects and introduces a general framework for parameter estimation under potentially non-convex objective functions. We propose a computationally feasible…

Econometrics · Economics 2025-12-01 Kan Yao

In this work we discuss a novel model prior probability for variable selection in linear regression. The idea is to determine the prior mass in an objective sense, by considering the worth of each of the possible regression models, given…

Methodology · Statistics 2015-12-29 Cristiano Villa , Jeong Eun Lee

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [1991, A log-linear…

Methodology · Statistics 2009-07-03 Artur J. Lemonte , Gauss M. Cordeiro

The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…

Econometrics · Economics 2023-12-01 Wenzheng Gao , Zhenting Sun

Phase II dose finding studies in clinical drug development are typically conducted to adequately characterize the dose response relationship of a new drug. An important decision is then on the choice of a suitable dose response function to…

Applications · Statistics 2015-08-04 Kirsten Schorning , Björn Bornkamp , Frank Bretz , Holger Dette

Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…

Methodology · Statistics 2022-04-05 Gerhard Tutz

We assess the ability of future neutron beta decay measurements of up to O(10^{-4}) precision to falsify the standard model, particularly the V-A law, and to identify the dynamics beyond it. To do this, we employ a maximum likelihood…

High Energy Physics - Phenomenology · Physics 2013-07-02 S. Gardner , B. Plaster