Related papers: A modified Armitage test for more than a linear tr…
Microstructure of market dynamics is studied through analysis of tick price data. Linear trend is introduced as a tool for such analysis. Trend arbitrage inequality is developed and tested. The inequality sets limiting relationship between…
It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…
Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…
We propose new tests for assessing whether covariates in a treatment group and matched control group are balanced in observational studies. The tests exhibit high power under a wide range of multivariate alternatives, some of which existing…
The main purpose of this paper is to introduce a new class of regression models for bounded continuous data, commonly encountered in applied research. The models, named the power logit regression models, assume that the response variable…
In many psychometric applications, the relationship between the mean of an outcome and a quantitative covariate is too complex to be described by simple parametric functions; instead, flexible nonlinear relationships can be incorporated…
Evidence of a global trend in dose-response dependencies is commonly used in bio-medicine and epidemiology, especially because this represents a causality criterion. However, conventional trend tests indicate a significant trend even when…
This paper considers the optimal modification of the likelihood ratio test (LRT) for the equality of two high-dimensional covariance matrices. The classical LRT is not well defined when the dimensions are larger than or equal to one of the…
In this paper, we consider finite mixture models with modified proportional hazard rates. Sufficient conditions for the usual stochastic order and the hazard order are established under chain majorization. We study stochastic comparisons…
This work demonstrates the ability to produce readily interpretable statistical metrics for model fit, fixed effects covariance coefficients, and prediction confidence. Importantly, this work compares 4 suitable and commonly applied…
The analysis of longitudinal data gives the chance to observe how unit behaviors change over time, but it also poses a series of issues. These have been the focus of an extensive literature in the context of linear and generalized linear…
The log-rank test is most powerful under proportional hazards (PH). In practice, non-PH patterns are often observed in clinical trials, such as in immuno-oncology; therefore, alternative methods are needed to restore the efficiency of…
Hierarchical inference in (generalized) regression problems is powerful for finding significant groups or even single covariates, especially in high-dimensional settings where identifiability of the entire regression parameter vector may be…
Regression adjustment is widely used for the analysis of randomized experiments to improve the estimation efficiency of the treatment effect. This paper reexamines a weighted regression adjustment method termed as tyranny-of-the-minority…
This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…
This paper proposes novel methods to test for simultaneous diagonalization of possibly asymmetric matrices. Motivated by various applications, a two-sample test as well as a generalization for multiple matrices are proposed. A partial…
Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…
We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation is the problem of out-of-sample prediction and the setting…
When an underlying logit based order dose-response model is considered with small or moderate sample sizes, the Cochran-Armitage (CA) test represents the most efficient test in the framework of the test-statistics applied with asymptotic…
Reweighting adversarial data during training has been recently shown to improve adversarial robustness, where data closer to the current decision boundaries are regarded as more critical and given larger weights. However, existing methods…