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Traditionally, the least squares regression is mainly concerned with studying the effects of individual predictor variables, but strongly correlated variables generate multicollinearity which makes it difficult to study their effects.…

Methodology · Statistics 2022-12-22 Min Tsao

When extending inferences from a randomized trial to a new target population, the transportability condition for conditional difference effect measures is invoked to identify the marginal causal mean difference in the target population.…

Methodology · Statistics 2024-07-18 Guanbo Wang , Alexander Levis , Jon Steingrimsson , Issa Dahabreh

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

Regression models describing the joint distribution of multivariate response variables conditional on covariate information have become an important aspect of contemporary regression analysis. However, a limitation of such models is that…

Methodology · Statistics 2023-06-27 Nadja Klein , Torsten Hothorn , Luisa Barbanti , Thomas Kneib

There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the…

Machine Learning · Statistics 2012-09-28 Jie Cheng , Elizaveta Levina , Pei Wang , Ji Zhu

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

Econometrics · Economics 2025-12-16 Nadav Kunievsky

Among semiparametric regression models, partially linear additive models provide a useful tool to include additive nonparametric components as well as a parametric component, when explaining the relationship between the response and a set…

Methodology · Statistics 2024-02-01 Graciela Boente , Alejandra Martínez

We wish to estimate conditional density using Gaussian Mixture Regression model with logistic weights and means depending on the covariate. We aim at selecting the number of components of this model as well as the other parameters by a…

Statistics Theory · Mathematics 2013-04-10 Lucie Montuelle , Erwan Le Pennec , Serge Cohen

Functional Gaussian graphical models (GGM) used for analyzing multivariate functional data customarily estimate an unknown graphical model representing the conditional relationships between the functional variables. However, in many…

Methodology · Statistics 2024-10-03 Debangan Dey , Sudipto Banerjee , Martin Lindquist , Abhirup Datta

We provide computationally efficient, differentially private algorithms for the classical regression settings of Least Squares Fitting, Binary Regression and Linear Regression with unbounded covariates. Prior to our work, privacy…

Cryptography and Security · Computer Science 2022-02-24 Jason Milionis , Alkis Kalavasis , Dimitris Fotakis , Stratis Ioannidis

Robins (1998) 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. He established…

Methodology · Statistics 2018-09-17 Eric J Tchetgen Tchetgen , Haben Michael , Yifan Cui

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…

Methodology · Statistics 2024-07-31 Jay M. Ver Hoef , Eryn Blagg , Michael Dumelle , Philip M. Dixon , Dale L. Zimmerman , Paul Conn

The decomposition of the overall effect of a treatment into direct and indirect effects is here investigated with reference to a recursive system of binary random variables. We show how, for the single mediator context, the marginal effect…

Methodology · Statistics 2025-11-14 Martina Raggi , Elena Stanghellini , Marco Doretti

We develop a framework for Gaussian processes regression constrained by boundary value problems. The framework may be applied to infer the solution of a well-posed boundary value problem with a known second-order differential operator and…

Machine Learning · Computer Science 2020-12-23 Mamikon Gulian , Ari Frankel , Laura Swiler

In observational studies with survival or time-to-event outcomes, a propensity score weighted marginal Cox proportional hazard model with the treatment variable as the only predictor is commonly used to estimate the causal marginal hazard…

Methodology · Statistics 2026-02-02 Zixian Zhao , Chengxin Yang , Fan Li

Conditioning on some set of confounders that causally affect both treatment and outcome variables can be sufficient for eliminating bias introduced by all such confounders when estimating causal effect of the treatment on the outcome from…

Methodology · Statistics 2018-04-24 Priyantha Wijayatunga

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian

Standard regression adjustment gives inconsistent estimates of causal effects when there are time-varying treatment effects and time-varying covariates. Loosely speaking, the issue is that some covariates are post-treatment variables…

Methodology · Statistics 2024-03-12 Stephen Bates , Edward Kennedy , Robert Tibshirani , Valerie Ventura , Larry Wasserman

We give a decomposition of the posterior predictive variance using the law of total variance and conditioning on a finite dimensional discrete random variable. This random variable summarizes various features of modeling that are used to…

Methodology · Statistics 2022-09-02 Dean Dustin , Bertrand Clarke