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The conditional autoregressive model is a routinely used statistical model for areal data that arise from, for instances, epidemiological, socio-economic or ecological studies. Various multivariate conditional autoregressive models have…

Methodology · Statistics 2019-07-23 Ye Liang

Observational longitudinal data on treatments and covariates are increasingly used to investigate treatment effects, but are often subject to time-dependent confounding. Marginal structural models (MSMs), estimated using inverse probability…

Methodology · Statistics 2020-02-11 Ruth H. Keogh , Shaun R. Seaman , Jon Michael Gran , Stijn Vansteelandt

This paper introduces a novel class of models for binary data, which we call log-mean linear models. The characterizing feature of these models is that they are specified by linear constraints on the log-mean linear parameter, defined as a…

Methodology · Statistics 2013-01-14 Alberto Roverato , Monia Lupparelli , Luca La Rocca

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi

Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. The key point is that this can be understood in terms of Girsanov's…

Statistics Theory · Mathematics 2011-07-15 Kjetil Røysland

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…

Machine Learning · Statistics 2016-11-26 Junhui Wang

Clustered observations are ubiquitous in controlled and observational studies and arise naturally in multi-centre trials or longitudinal surveys. We present a novel model for the analysis of clustered observations where the marginal…

Methodology · Statistics 2022-11-03 Luisa Barbanti , Torsten Hothorn

Longitudinal studies of a binary outcome are common in the health, social, and behavioral sciences. In general, a feature of random effects logistic regression models for longitudinal binary data is that the marginal functional form, when…

This paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the marginal residual terms are assumed uncorrelated and homoscedastic with possibly different standard…

Methodology · Statistics 2017-05-04 Eric Adjakossa , Grégory Nuel

We have observed a common problem of solving for the marginal covariance of parameters introduced in new observations. This problem arises in several situations, including augmenting parameters to a Kalman filter, and computing weight for…

Signal Processing · Electrical Eng. & Systems 2020-05-12 Jianzhu Huai

Multivariate data that combine binary, categorical, count and continuous outcomes are common in the social and health sciences. We propose a semiparametric Bayesian latent variable model for multivariate data of arbitrary type that does not…

Applications · Statistics 2014-01-14 Jonathan Gruhl , Elena A. Erosheva , Paul K. Crane

Robins 1997 introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. In his work,…

Methodology · Statistics 2020-07-27 Haben Michael , Yifan Cui , Scott Lorch , Eric Tchetgen Tchetgen

We develop flexible methods of deriving variational inference for models with complex latent variable structure. By splitting the variables in these models into "global" parameters and "local" latent variables, we define a class of…

Computation · Statistics 2019-04-23 Linda S. L. Tan , Aishwarya Bhaskaran , David J. Nott

Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…

Methodology · Statistics 2023-03-17 Sutanoy Dasgupta , Peng Zhao , Jacob Helwig , Prasenjit Ghosh , Debdeep Pati , Bani K. Mallick

Marginally specified models have recently become a popular tool for discrete longitudinal data analysis. Nonetheless, they introduce complex constraint equations and model fitting algorithms. Moreover, there is a lack of available software…

Methodology · Statistics 2014-05-15 Ozgur Asar , Ozlem Ilk

Forecasting with longitudinal data has been rarely studied. Most of the available studies are for continuous response and all of them are for univariate response. In this study, we consider forecasting multivariate longitudinal binary data.…

Applications · Statistics 2014-03-13 Ozgur Asar , Ozlem Ilk

We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the…

Discrete Mathematics · Computer Science 2007-05-23 Mario Catalani

This paper characterizes the values of partial regression coefficients, defined as projection coefficients onto the space spanned by explanatory variables, for random variables generated by linear structural equation models using graphical…

Statistics Theory · Mathematics 2026-03-10 Masato Shimokawa

We study a marginal empirical likelihood approach in scenarios when the number of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the parameters of interest are systematically…

Statistics Theory · Mathematics 2013-11-07 Jinyuan Chang , Cheng Yong Tang , Yichao Wu