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A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

Controlled Direct Effect (CDE) is one of the causal estimands used to evaluate both exposure and mediation effects on an outcome. When there are unmeasured confounders existing between the mediator and the outcome, the ordinary…

Methodology · Statistics 2024-10-30 Shunichiro Orihara , Shinpei Imori , Kosuke Morikawa , Atsushi Goto , Masataka Taguri

The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples.…

Applications · Statistics 2021-05-03 Nan Shen , Bárbara González

Suppose that we are interested in the average causal effect of a binary treatment on an outcome when this relationship is confounded by a binary confounder. Suppose that the confounder is unobserved but a nondifferential proxy of it is…

Methodology · Statistics 2020-08-25 Jose M. Peña

Detecting and measuring confounding effects from data is a key challenge in causal inference. Existing methods frequently assume causal sufficiency, disregarding the presence of unobserved confounding variables. Causal sufficiency is both…

Artificial Intelligence · Computer Science 2024-09-27 Abbavaram Gowtham Reddy , Vineeth N Balasubramanian

We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…

Statistics Theory · Mathematics 2007-06-13 Mohamed El Machkouri

Decomposing an exposure effect on an outcome into separate natural indirect effects through multiple mediators requires strict assumptions, such as correctly postulating the causal structure of the mediators, and no unmeasured confounding…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Beatrijs Moerkerke , Tom Loeys , Stijn Vansteelandt

Additive genetic variance in natural populations is commonly estimated using mixed models, in which the covariance of the genetic effects is modeled by a genetic similarity matrix derived from a dense set of markers. An important but…

Applications · Statistics 2015-09-09 Willem Kruijer

A fundamental research question is how much a variation in a covariate influences a binary response variable in a logistic regression model, both directly or through mediators. We derive the exact formula linking the parameters of marginal…

Statistics Theory · Mathematics 2019-05-20 Elena Stanghellini , Marco Doretti

We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…

Methodology · Statistics 2022-08-05 Giorgio Paulon , Peter Müller , Abhra Sarkar

In prediction problems with more predictors than observations, it can sometimes be helpful to use a joint probability model, $\pi(Y,X)$, rather than a purely conditional model, $\pi(Y \mid X)$, where $Y$ is a scalar response variable and…

Methodology · Statistics 2010-11-17 P. Richard Hahn , Sayan Mukherjee , Carlos Carvalho

Researchers continue to be interested in exploring the effects that covariates have on the heterogeneity in trajectories. The inclusion of covariates associated with latent classes allows for a more clear understanding of individual…

Methodology · Statistics 2022-05-10 Jin Liu , Robert A. Perera

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

In generalized regression models the effect of continuous covariates is commonly assumed to be linear. This assumption, however, may be too restrictive in applications and may lead to biased effect estimates and decreased predictive…

Methodology · Statistics 2023-11-01 Nikolai Spuck , Matthias Schmid , Moritz Berger

The paper presents a construction of a quantitative measure of variability for parameter estimates in the data fitting problem under interval uncertainty. It shows the degree of variability and ambiguity of the estimate, and the need for…

Numerical Analysis · Mathematics 2020-03-12 Sergey P. Shary

The participants in randomized trials and other studies used for causal inference are often not representative of the populations seen by clinical decision-makers. To account for differences between populations, researchers may consider…

Methodology · Statistics 2022-07-12 Anders Huitfeldt , Sonja A. Swanson , Mats Julius Stensrud , Etsuji Suzuki

The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments,…

Methodology · Statistics 2025-05-09 Yuta Kawakami , Jin Tian

Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed…

Statistics Theory · Mathematics 2016-08-16 Laurent Bordes , Stéphane Mottelet , Pierre Vandekerkhove

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM)…

Econometrics · Economics 2025-10-28 Lajos Horvath , Gregory Rice , Yuqian Zhao