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Survey scientists increasingly face the problem of high-dimensionality in their research as digitization makes it much easier to construct high-dimensional (or "big") data sets through tools such as online surveys and mobile applications.…

Methodology · Statistics 2021-02-19 Barbara Felderer , Jannis Kueck , Martin Spindler

Longitudinal studies are subject to nonresponse when individuals fail to provide data for entire waves or particular questions of the survey. We compare approaches to nonresponse bias analysis (NRBA) in longitudinal studies and illustrate…

Methodology · Statistics 2024-01-31 Yajuan Si , Roderick Little , Ya Mo , Nell Sedransk

This pedagogical review examines the use of machine learning methods in finite-population inference for survey sampling, with an emphasis on design-based validity and statistical inference. While flexible prediction tools offer substantial…

Methodology · Statistics 2026-05-19 Mehdi Dagdoug , David Haziza

In this paper, we investigate binary response models for heterogeneous panel data with interactive fixed effects by allowing both the cross-sectional dimension and the temporal dimension to diverge. From a practical point of view, the…

Econometrics · Economics 2021-11-18 Jiti Gao , Fei Liu , Bin Peng , Yayi Yan

Panel studies typically suffer from attrition, which reduces sample size and can result in biased inferences. It is impossible to know whether or not the attrition causes bias from the observed panel data alone. Refreshment samples - new,…

Methodology · Statistics 2013-06-13 Yiting Deng , D. Sunshine Hillygus , Jerome P. Reiter , Yajuan Si , Siyu Zheng

We provide the first systematic assessment of data leakage issues in the use of machine learning on panel data. Our organizing framework clarifies why neglecting the cross-sectional and longitudinal structure of these data leads to…

Econometrics · Economics 2025-05-06 Augusto Cerqua , Marco Letta , Gabriele Pinto

Panel data, in which multiple units are repeatedly observed over time, arise throughout science and engineering. Quantifying predictive uncertainty in such settings is challenging because conformal prediction, while distribution-free and…

Machine Learning · Statistics 2026-05-19 Daohong Tu , Kay Giesecke

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

Nonresponse arises frequently in surveys and follow-ups are routinely made to increase the response rate. In order to monitor the follow-up process, callback data have been used in social sciences and survey studies for decades. In modern…

Methodology · Statistics 2025-06-03 Wang Miao , Xinyu Li , Ping Zhang , Baoluo Sun

Modeling and computation for multivariate longitudinal surveys have proven challenging, particularly when data are not all continuous and Gaussian but contain discrete measurements. In many social science surveys, study participants are…

Applications · Statistics 2016-06-09 Tsuyoshi Kunihama , Carolyn T. Halpern , Amy H. Herring

Many panel data have the latent subgroup effect on individuals, and it is important to correctly identify these groups since the efficiency of resulting estimators can be improved significantly by pooling the information of individuals…

Methodology · Statistics 2022-08-23 Xiaoyu Zhang , Di Wang , Heng Lian , Guodong Li

New procedures for detecting a change in the cross-sectional mean of panel data are proposed. The procedures rely on estimating nuisance parameters using certain cross-sectional means across panels using a weighted least squares regression.…

Methodology · Statistics 2026-05-07 Charl Pretorius , Heinrich Roodt

This paper considers the problem of forecasting a collection of short time series using cross sectional information in panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients…

Econometrics · Economics 2017-10-02 Laura Liu , Hyungsik Roger Moon , Frank Schorfheide

We provide a comprehensive examination of the predictive performance of panel forecasting methods based on individual, pooling, fixed effects, and empirical Bayes estimation, and propose optimal weights for forecast combination schemes. We…

Econometrics · Economics 2026-01-30 M. Hashem Pesaran , Andreas Pick , Allan Timmermann

Many panel studies collect refreshment samples---new, randomly sampled respondents who complete the questionnaire at the same time as a subsequent wave of the panel. With appropriate modeling, these samples can be leveraged to correct…

Methodology · Statistics 2015-09-08 Yajuan Si , Jerome P. Reiter , D. Sunshine Hillygus

Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…

Methodology · Statistics 2014-07-03 Rolando De la Cruz , Cristian Meza , Ana Arribas-Gil , Raymond J. Carroll

Nonresponse is present in almost all surveys and can severely bias estimates. It is usually distinguished between unit and item nonresponse: in the former, we completely fail to have information from a unit selected in the sample, while in…

Methodology · Statistics 2015-08-25 Alina Matei , M. Giovanna Ranalli

Counterfactual explanations are widely used to interpret machine learning predictions by identifying minimal changes to input features that would alter a model's decision. However, most existing counterfactual methods have not been tested…

Machine Learning · Computer Science 2026-02-03 Leonidas Christodoulou , Chang Sun

Nonparametric and machine learning methods are flexible methods for obtaining accurate predictions. Nowadays, data sets with a large number of predictors and complex structures are fairly common. In the presence of item nonresponse,…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…

Methodology · Statistics 2025-11-13 Kosuke Morikawa , Kenji Beppu , Wataru Aida
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