Related papers: Some New Results for Poisson Binomial Models
AIMS. The maximum-likelihood method is the standard approach to obtain model fits to observational data and the corresponding confidence regions. We investigate possible sources of bias in the log-likelihood function and its subsequent…
In the fields of clinical trials, biomedical surveys, marketing, banking, with dichotomous response variable, the logistic regression is considered as an alternative convenient approach to linear regression. In this paper, we develop a…
We present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data to establish consistency of estimators based on the full…
In this paper, we consider Bayesian point estimation and predictive density estimation in the binomial case. After presenting preliminary results on these problems, we compare the risk functions of the Bayes estimators based on the…
Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…
The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…
The stochastic motions of a diffusing particle contain information concerning the particle's interactions with binding partners and with its local environment. However, accurate determination of the underlying diffusive properties, beyond…
This paper rigorously establishes that the existence of the maximum likelihood estimate (MLE) in high-dimensional logistic regression models with Gaussian covariates undergoes a sharp `phase transition'. We introduce an explicit boundary…
Motivated by recent works on the high-dimensional logistic regression, we establish that the existence of the maximum likelihood estimate exhibits a phase transition for a wide range of generalized linear models with binary outcome and…
A new class of general exponential ranking models is introduced which we label angle-based models for ranking data. A consensus score vector is assumed, which assigns scores to a set of items, where the scores reflect a consensus view of…
This paper considers the maximum likelihood estimation of panel data models with interactive effects. Motivated by applications in economics and other social sciences, a notable feature of the model is that the explanatory variables are…
The Poisson-Boltzmann equation is a nonlinear elliptic equation with Dirac distribution sources, which has been widely applied to the prediction of electrostatics potential of biological biomolecular systems in solution. In this paper, we…
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…
We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing…
Logistic regression models for binomial responses are routinely used in statistical practice. However, the maximum likelihood estimate may not exist due to data separability. We address this issue by considering a conjugate prior penalty…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
In this paper we consider Poisson loglinear models with linear constraints (LMLC) on the expected table counts. Multinomial and product multinomial loglinear models can be obtained by considering that some marginal totals (linear…
A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…
Random-effects models are central to meta-analysis, yet the between-study variance is often underestimated when the number of studies is small. In such settings, confidence intervals become unduly narrow and fail to attain the nominal…
Motivated by better modeling of intra-individual variability in longitudinal data, we propose a class of location-scale mixed effects models, in which the data of each individual is modeled by a parameter-varying generalized hyperbolic…