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Principal Moment Analysis is a method designed for dimension reduction, analysis and visualization of high dimensional multivariate data. It generalizes Principal Component Analysis and allows for significant statistical modeling…

Statistics Theory · Mathematics 2020-03-10 Magnus Fontes , Rasmus Henningsson

Public health researchers often estimate health effects of exposures (e.g., pollution, diet, lifestyle) that cannot be directly measured for study subjects. A common strategy in environmental epidemiology is to use a first-stage (exposure)…

Methodology · Statistics 2014-06-03 Adam A. Szpiro , Christopher J. Paciorek

This paper studies the use of highly stratified designs for the efficient estimation of a large class of treatment effect parameters that arise in the analysis of experiments. By a "highly stratified" design, we mean experiments in which…

Econometrics · Economics 2026-03-30 Yuehao Bai , Jizhou Liu , Azeem M. Shaikh , Max Tabord-Meehan

A case-cohort design is a two-phase sampling design frequently used to analyze censored survival data in a cost-effective way, where a subcohort is usually selected using simple random sampling or stratified simple random sampling. In this…

Methodology · Statistics 2024-11-06 Kaeum Choi , Sangwook Kang

High dimensional case control studies are ubiquitous in the biological sciences, particularly genomics. To maximise power while constraining cost and to minimise type-1 error rates, researchers typically seek to replicate findings in a…

Methodology · Statistics 2017-07-11 James Liley

Random-effects meta-analyses are very commonly used in medical statistics. Recent methodological developments include multivariate (multiple outcomes) and network (multiple treatments) meta-analysis. Here we provide a new model and…

Methodology · Statistics 2017-08-16 Dan Jackson , Sylwia Bujkiewicz , Martin Law , Richard D Riley , Ian White

Likelihood methods for measuring statistical evidence obey the likelihood principle while maintaining bounded and well-controlled frequency properties. These methods lend themselves to sequential study designs because they measure the…

Methodology · Statistics 2017-11-07 Jeffrey D Blume , Leena Choi

To generalize inferences from a randomized trial to the target population of all trial-eligible individuals, investigators can use nested trial designs, where the randomized individuals are nested within a cohort of trial-eligible…

Recently there has been much work on early phase cancer designs that incorporate both toxicity and efficacy data, called Phase I-II designs because they combine elements of both phases. However, they do not explicitly address the Phase II…

Methodology · Statistics 2014-02-12 Jay Bartroff , Tze Leung Lai , Balasubramanian Narasimhan

This paper introduces a novel two-stage estimation and inference procedure for generalized impulse responses (GIRs). GIRs encompass all coefficients in a multi-horizon linear projection model of future outcomes of y on lagged values (Dufour…

Econometrics · Economics 2024-09-18 Jean-Marie Dufour , Endong Wang

As longitudinal data becomes more available in many settings, policy makers are increasingly interested in the effect of time-varying treatments (e.g. sustained treatment strategies). In settings such as this, the preferred analysis…

Methodology · Statistics 2024-07-11 Daniel Tompsett , Stijn Vansteelandt , Richard Grieve , Irene Petersen , Manuel Gomes

We present a simulation-based inference approach for two-stage estimators, focusing on extremum estimators in the second stage. We accommodate a broad range of first-stage estimators, including extremum estimators, high-dimensional…

Econometrics · Economics 2024-11-08 Aristide Houndetoungan , Abdoul Haki Maoude

In many surveys inexpensive auxiliary variables are available that can help us to make more precise estimation about the main variable. Using auxiliary variable has been extended by regression estimators for rare and cluster populations. In…

Statistics Theory · Mathematics 2018-03-14 Bardia Panahbehagh , Afshin Parvardeh , Babak Mohammadi

We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ($n \gg p \gg 1$). In this regime,…

Machine Learning · Statistics 2015-12-01 Murat A. Erdogdu

We developed a statistical inference method applicable to a broad range of generalized linear models (GLMs) in high-dimensional settings, where the number of unknown coefficients scales proportionally with the sample size. Although a…

Statistics Theory · Mathematics 2024-05-24 Kazuma Sawaya , Yoshimasa Uematsu , Masaaki Imaizumi

In this paper we consider two-stage adaptive dose-response study designs, where the study design is changed at an interim analysis based on the information collected so far. In a simulation study, two approaches will be compared for these…

Methodology · Statistics 2016-02-08 Emma McCallum , Björn Bornkamp

Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…

Econometrics · Economics 2020-08-26 Rami V. Tabri , Christopher D. Walker

This study investigates two-stage plans based on nonparametric procedures for estimating an inverse regression function at a given point. Specifically, isotonic regression is used at stage one to obtain an initial estimate followed by…

Methodology · Statistics 2013-04-18 Runlong Tang , Moulinath Banerjee , George Michailidis , Shawn Mankad

For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…

Methodology · Statistics 2023-12-25 Simon Nik , Christian H. Weiß

An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…

Statistics Theory · Mathematics 2010-10-06 Anatoly Gordinsky