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In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…
Change in the coefficients or in the mean of the innovation distribution of an INAR(p) process is a sign of disturbance that is important to detect. The methods of this paper can test for change in any one of these quantities separately, or…
Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…
Most existing temporal point process models are characterized by conditional intensity function. These models often require numerical approximation methods for likelihood evaluation, which potentially hurts their performance. By directly…
Cardiovascular outcome trials commonly face competing risks when non-CV death prevents observation of major adverse cardiovascular events (MACE). While Cox proportional hazards models treat competing events as independent censoring,…
Evaluating and validating the performance of prediction models is a fundamental task in statistics, machine learning, and their diverse applications. However, developing robust performance metrics for competing risks time-to-event data…
In this paper, we study difference-in-differences identification and estimation strategies when the parallel trends assumption holds after conditioning on covariates. We consider empirically relevant settings where the covariates can be…
Difference-in-Differences (DiD) is a widely used research design that often relies on a conditional parallel trends (CPT) assumption. In contrast to settings with unconfoundedness, where causal graphs provide powerful frameworks for…
Recent years have seen the development of many novel scoring tools for disease prognosis and prediction. To become accepted for use in clinical applications, these tools have to be validated on external data. In practice, validation is…
Confidence intervals (CIs) are instrumental in statistical analysis, providing a range estimate of the parameters. In modern statistics, selective inference is common, where only certain parameters are highlighted. However, this selective…
Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…
Understanding how the causal effect of a treatment evolves over time, including the potential for waning, is important for informed decisions on treatment discontinuation or repetition. For example, waning vaccine protection influences…
Difference-in-differences (DiD) is the most popular observational causal inference method in health policy, employed to evaluate the real-world impact of policies and programs. To estimate treatment effects, DiD relies on the "parallel…
We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends…
Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…
This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…
This paper proposes an empirical method to implement the recentered influence function (RIF) regression of Firpo, Fortin and Lemieux (2009), a relevant method to study the effect of covariates on many statistics beyond the mean. In…
Counterfactual inference enables clinicians to ask "what if" questions about patient outcomes, but standard methods assume feature independence and simultaneous modifiability -- assumptions violated by longitudinal clinical data. We…
Difference-in-differences (DiD) identification relies mainly on a parallel trends assumption about untreated potential outcomes. Researchers often relax this assumption by assuming conditional parallel trends within units with the same…