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We propose a novel two-regime regression model where regime switching is driven by a vector of possibly unobservable factors. When the factors are latent, we estimate them by the principal component analysis of a panel data set. We show…

Econometrics · Economics 2022-08-11 Sokbae Lee , Yuan Liao , Myung Hwan Seo , Youngki Shin

Ordering the expected outcomes across a collection of clusters after performing a covariate adjustment commonly arises in many applied settings, such as healthcare provider evaluation. Regression parameters in such covariate adjustment…

Methodology · Statistics 2025-11-21 Nicholas C. Henderson , Nicholas Hartman

In this paper, we develop a novel spatial variable selection method for scalar on vector-valued image regression in a multi-group setting. Here, 'vector-valued image' refers to the imaging datasets that contain vector-valued information at…

Methodology · Statistics 2024-10-22 Arkaprava Roy , Zhou Lan

Modeling the complex relationships between multiple categorical response variables as a function of predictors is a fundamental task in the analysis of categorical data. However, existing methods can be difficult to interpret and may lack…

Methodology · Statistics 2024-10-08 Hongru Zhao , Aaron J. Molstad , Adam J. Rothman

High-dimensional biomarkers such as genomics are increasingly being measured in randomized clinical trials. Consequently, there is a growing interest in developing methods that improve the power to detect biomarker-treatment interactions.…

Methodology · Statistics 2021-04-30 Jixiong Wang , Ashish Patel , James M. S. Wason , Paul J. Newcombe

Multilevel or hierarchical data structures can occur in many areas of research, including economics, psychology, sociology, agriculture, medicine, and public health. Over the last 25 years, there has been increasing interest in developing…

Methodology · Statistics 2018-01-08 Bernet S. Kato , Carel F. W. Peeters

Subgroup selection in clinical trials is essential for identifying patient groups that react differently to a treatment, thereby enabling personalised medicine. In particular, subgroup selection can identify patient groups that respond…

In this paper, we focus on the variable selection techniques for a class of semiparametric spatial regression models which allow one to study the effects of explanatory variables in the presence of the spatial information. The spatial…

Methodology · Statistics 2021-06-03 Guannan Wang , Jue Wang

It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is…

Computation · Statistics 2019-12-18 Lijing Ma , Andrew Grant , Georgy Sofronov

Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…

Methodology · Statistics 2021-05-25 Peng Wu , Zhiqiang Tan , Wenjie Hu , Xiao-Hua Zhou

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

Estimation of large covariance matrices has drawn considerable recent attention, and the theoretical focus so far has mainly been on developing a minimax theory over a fixed parameter space. In this paper, we consider adaptive covariance…

Statistics Theory · Mathematics 2012-11-05 T. Tony Cai , Ming Yuan

In preliminary analysis of control charts, one may encounter multiple shifts and/or outliers especially with a large number of observations. The following paper addresses this problem. A statistical model for detecting and estimating…

Applications · Statistics 2014-03-05 Issac Shams , Saeede Ajorlou , Kai Yang

This article is motivated by the objective of providing a new analytically tractable and fully frequentist framework to characterize and implement regression trees while also allowing a multivariate (potentially high dimensional) response.…

Methodology · Statistics 2021-05-24 Abhishek Kaul

Recent advances in multiplex imaging have enabled researchers to locate different types of cells within a tissue sample. This is especially relevant for tumor immunology, as clinical regimes corresponding to different stages of disease or…

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…

Statistics Theory · Mathematics 2026-03-31 Ingrid Dæhlen , Nils Lid Hjort , Ingrid Hobæk Haff

Spatial regression is widely used for modeling the relationship between a dependent variable and explanatory covariates. Oftentimes, the linear relationships vary across space, when some covariates have location-specific effects on the…

Methodology · Statistics 2020-12-18 Xin Wang , Zhengyuan Zhu , Hao Helen Zhang

Covariate adjustment aims to improve the statistical efficiency of randomized trials by incorporating information from baseline covariates. Popular methods for covariate adjustment include analysis of covariance for continuous endpoints and…

Methodology · Statistics 2025-05-09 Zhiwei Zhang , Ya Wang , Dong Xi