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One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…

Econometrics · Economics 2020-05-19 Juan Carlos Escanciano

Studies often estimate associations between an outcome and multiple variates. For example, studies of diagnostic test accuracy estimate sensitivity and specificity, and studies of predictive and prognostic factors typically estimate…

This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…

Econometrics · Economics 2025-11-25 Oguzhan Akgun , Ryo Okui

Electronic health records (EHRs) linked with familial relationship data offer a unique opportunity to investigate the genetic architecture of complex phenotypes at scale. However, existing heritability and coheritability estimation methods…

Methodology · Statistics 2025-11-12 Yinjun Zhao , Nicholas Tatonetti , Yuanjia Wang

Few health-related constructs or measures have received a critical evaluation in terms of measurement equivalence, such as self-reported health survey data. Differential item functioning (DIF) analysis is crucial for evaluating measurement…

Inter-rater reliability (IRR), which is a prerequisite of high-quality ratings and assessments, may be affected by contextual variables such as the rater's or ratee's gender, major, or experience. Identification of such heterogeneity…

Methodology · Statistics 2023-02-17 Patrícia Martinková , František Bartoš , Marek Brabec

Latent class models have recently become popular for multiple-systems estimation in human rights applications. However, it is currently unknown when a given family of latent class models is identifiable in this context. We provide necessary…

Statistics Theory · Mathematics 2020-08-25 Serge Aleshin-Guendel

Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametric two-sample homogeneity test for…

Statistics Theory · Mathematics 2012-02-13 Alexandre Lung-Yut-Fong , Céline Lévy-Leduc , Olivier Cappé

In the high-dimensional sparse modeling literature, it has been crucially assumed that the sparsity structure of the model is homogeneous over the entire population. That is, the identities of important regressors are invariant across the…

Methodology · Statistics 2014-11-20 Sokbae Lee , Yuan Liao , Myung Hwan Seo , Youngki Shin

Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e.g. the same coefficients of covariates when the linear…

Statistics Theory · Mathematics 2017-06-09 Heng Lian , Xinghao Qiao , Wenyang Zhang

Criticality has been proposed as a mechanism for the emergence of complexity, life, and computation, as it exhibits a balance between robustness and adaptability. In classic models of complex systems where structure and dynamics are…

Statistical Mechanics · Physics 2026-02-04 Fernanda Sánchez-Puig , Octavio Zapata , Omar K. Pineda , Gerardo Iñiguez , Carlos Gershenson

Interpretable machine learning has become a very active area of research due to the rising popularity of machine learning algorithms and their inherently challenging interpretability. Most work in this area has been focused on the…

Machine Learning · Statistics 2023-11-09 Quay Au , Julia Herbinger , Clemens Stachl , Bernd Bischl , Giuseppe Casalicchio

A growing number of applications involve settings where, in order to infer heterogeneous effects, a researcher compares various units. Examples of research designs include children moving between different neighborhoods, workers moving…

Econometrics · Economics 2024-04-03 Stephane Bonhomme , Angela Denis

Complex systems are usually illustrated by networks which captures the topology of the interactions between the entities. To better understand the roles played by the entities in the system one needs to uncover the underlying community…

Social and Information Networks · Computer Science 2016-05-23 Han Zhang , Chang-Dong Wang , Jian-Huang Lai , Philip S. Yu

Sustainability and resilience of urban systems are multifaceted concepts, requiring information about multiple system attributes to adequately evaluate and characterize. However, despite the scientific consensus on the multivariate nature…

Applications · Statistics 2019-05-16 Renee Obringer , Roshanak Nateghi

Understanding causal heterogeneity is essential for scientific discovery in domains such as biology and medicine. However, existing methods lack causal awareness, with insufficient modeling of heterogeneity, confounding, and observational…

Machine Learning · Computer Science 2025-10-29 Wenrui Li , Qinghao Zhang , Xiaowo Wang

Causal mediation analysis usually requires strong assumptions, such as ignorability of the mediator, which may not hold in many social and scientific studies. Motivated by a multilevel randomized treatment experiment using functional…

Applications · Statistics 2017-07-11 Yi Zhao , Xi Luo

The ability to detect and adapt to changes in data distributions is crucial to maintain the accuracy and reliability of machine learning models. Detection is generally approached by observing the drift of model performance from a global…

Machine Learning · Computer Science 2025-05-22 Flavio Giobergia , Eliana Pastor , Luca de Alfaro , Elena Baralis

We introduce the nivel2 software for multi-level modelling. Multi-level modelling is a modelling paradigm where a model element may be simultaneously a type for and an instance of other elements under some constraints. This contrasts…

Software Engineering · Computer Science 2023-03-23 Timo Asikainen , Tomi Männistö , Eetu Huovila

Cross-classified multilevel modelling is an extension of standard multilevel modelling for non-hierarchical data that have cross-classified structures. Traditional multilevel models involve hierarchical data structures whereby lower level…

Methodology · Statistics 2019-07-08 George Leckie