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The assumption of normality in data has been considered in the field of statistical analysis for a long time. However, in many practical situations, this assumption is clearly unrealistic. It has recently been suggested that the use of…

Computation · Statistics 2016-11-25 Reinaldo B. Arellano-Valle , Javier E. Contreras-Reyes

Linear mixed models are widely used to analyze non-independent data, but inference for fixed effects can be unreliable under misspecification of the random-effects distribution, inaccurate Fisher information estimation, or convergence…

Methodology · Statistics 2026-05-01 Angela Andreella , Livio Finos

Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…

Methodology · Statistics 2026-02-12 Hilde Vinje , Lars Erik Gangsei

Accurate forecasting of volatility and return quantiles is essential for evaluating financial tail risks such as value-at-risk and expected shortfall. This study proposes an extension of the traditional stochastic volatility model, termed…

Econometrics · Economics 2026-02-02 Makoto Takahashi , Yuta Yamauchi , Toshiaki Watanabe , Yasuhiro Omori

We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…

Methodology · Statistics 2018-04-10 Özgür Asar , David Bolin , Peter J. Diggle , Jonas Wallin

Many important computer vision applications are naturally formulated as regression problems. Within medical imaging, accurate regression models have the potential to automate various tasks, helping to lower costs and improve patient…

Machine Learning · Computer Science 2023-11-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Mixed-effects regression models represent a useful subclass of regression models for grouped data; the introduction of random effects allows for the correlation between observations within each group to be conveniently captured when…

Methodology · Statistics 2024-09-25 Jackson Zhou , John T. Ormerod , Clara Grazian

The R package merlin performs flexible joint modelling of hierarchical multi-outcome data. Increasingly, multiple longitudinal biomarker measurements, possibly censored time-to-event outcomes and baseline characteristics are available.…

Computation · Statistics 2020-07-29 Emma C. Martin , Alessandro Gasparini , Michael J. Crowther

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

Phase III randomized clinical trials play a monumentally critical role in the evaluation of new medical products. Because of the intrinsic nature of uncertainty embedded in our capability in assessing the efficacy of a medical product,…

Methodology · Statistics 2019-02-25 Changyu Shen , Xiaochun Li

To investigate intervention effects on rare events, meta-analysis techniques are commonly applied in order to assess the accumulated evidence. When it comes to adverse effects in clinical trials, these are often most adequately handled…

Methodology · Statistics 2026-04-03 Christian Röver , Qiong Wu , Anja Loos , Tim Friede

Consider sensitivity analysis for estimating average treatment effects under unmeasured confounding, assumed to satisfy a marginal sensitivity model. At the population level, we provide new representations for the sharp population bounds…

Methodology · Statistics 2022-09-26 Zhiqiang Tan

As the meta-analysis of more than one diagnostic tests can impact clinical decision making and patient health, there is an increasing body of research in models and methods for meta-analysis of studies comparing multiple diagnostic tests.…

Methodology · Statistics 2021-05-11 Aristidis K. Nikoloulopoulos

A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…

Methodology · Statistics 2023-08-08 Huiya Zhou , Xiaomeng Yan , Lan Zhou

In this study, we propose a general model capable of addressing heterogeneity in higher-order moments while preserving mean and variance, including the t, Laplace, and skew-normal distributions as special cases. Our model flexibly…

Methodology · Statistics 2025-03-18 Hajime Kuno , Daisuke Murakami

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

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

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

Methodology · Statistics 2024-10-16 Sarah S. Ji , Benjamin B. Chu , Hua Zhou , Kenneth Lange

This article develops a random effects quantile regression model for panel data that allows for increased distributional flexibility, multivariate heterogeneity, and time-invariant covariates in situations where mean regression may be…

Econometrics · Economics 2023-09-07 Ivan Jeliazkov , Shubham Karnawat , Mohammad Arshad Rahman , Angela Vossmeyer

Exposure measurement error is a ubiquitous but often overlooked challenge in causal inference with observational data. Existing methods accounting for exposure measurement error largely rely on restrictive parametric assumptions, while…