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Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and multinomial choice models when the choice utilities are nonseparable in observed…

Methodology · Statistics 2018-05-10 Victor Chernozhukov , Iván Fernández-Val , Whitney Newey

The ability to order outcomes is necessary to make comparisons which is complicated when there is no natural ordering on the space of outcomes, as in the case of functional outcomes. This paper examines methods for extracting a scalar…

Methodology · Statistics 2024-02-06 Lanqiu Yao , Thaddeus Tarpey

In statistics, researchers use Regression models for data analysis and prediction in many productive sectors (industry, business, academy, etc.). Regression models are mathematical functions representing an approximation of dependent…

Applications · Statistics 2020-09-29 Eduardo M. Vasconcelos , Adriano Gouveia de Souza

We develop a general approach to estimating the derivative of a function-valued parameter $\theta_o(u)$ that is identified for every value of $u$ as the solution to a moment condition. This setup in particular covers many interesting models…

Methodology · Statistics 2016-10-31 Christoph Rothe , Dominik Wied

Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…

Methodology · Statistics 2023-01-18 Rou Zhong , Dongxue Wang , Jingxiao Zhang

Compositional data arise in many real-life applications and versatile methods for properly analyzing this type of data in the regression context are needed. When parametric assumptions do not hold or are difficult to verify, non-parametric…

Methodology · Statistics 2023-09-07 Michail Tsagris , Abdulaziz Alenazi , Connie Stewart

Cross-validation is frequently used for model selection in a variety of applications. However, it is difficult to apply cross-validation to mixed effects models (including nonlinear mixed effects models or NLME models) due to the fact that…

Methodology · Statistics 2013-05-24 Emily Colby , Eric Bair

The likelihood function plays a crucial role in statistical inference and experimental design. However, it is computationally intractable for several important classes of statistical models, including energy-based models and simulator-based…

Machine Learning · Computer Science 2022-05-02 Michael U. Gutmann , Steven Kleinegesse , Benjamin Rhodes

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…

Econometrics · Economics 2024-03-19 Kirill S. Evdokimov , Andrei Zeleneev

Model diagnostics is an indispensable component of regression analysis, yet it is not well addressed in standard textbooks on generalized linear models. The lack of exposition is attributed to the fact that when outcome data are discrete,…

Methodology · Statistics 2022-07-12 Zewei Lin , Dungang Liu

Scalar-on-function logistic regression, where the response is a binary outcome and the predictor consists of random curves, has become a general framework to explore a linear relationship between the binary outcome and functional predictor.…

Methodology · Statistics 2022-04-07 Muge Mutis , Ufuk Beyaztas , Gulhayat Golbasi Simsek , Han Lin Shang

We develop inference and testing procedures for conditional dispersion and skewness in a nonparametric regression setup based on statistical depth functions. The methods developed can be applied in situations, where the response is…

Methodology · Statistics 2019-09-17 Joydeep Chowdhury , Probal Chaudhuri

Linear regression is often deemed inherently interpretable; however, challenges arise for high-dimensional data. We focus on further understanding how linear regression approximates nonlinear responses from high-dimensional functional data,…

Machine Learning · Computer Science 2024-11-20 Joachim Schaeffer , Jinwook Rhyu , Robin Droop , Rolf Findeisen , Richard Braatz

We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…

Statistics Theory · Mathematics 2016-01-25 Ben Sherwood , Lan Wang

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

Regression models to relate a scalar $Y$ to a functional predictor $X(t)$ are becoming increasingly common. Work in this area has concentrated on estimating a coefficient function, $\beta(t)$, with $Y$ related to $X(t)$ through…

Statistics Theory · Mathematics 2009-08-21 Gareth M. James , Jing Wang , Ji Zhu

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

Econometrics · Economics 2024-02-21 Amandeep Singh , Ye Liu , Hema Yoganarasimhan

There are many functions which are continuous everywhere but not differentiable at some points, like in physical systems of ECG, EEG plots, and cracks pattern and for several other phenomena. Using classical calculus those functions cannot…

Classical Analysis and ODEs · Mathematics 2015-05-26 Uttam Ghosh , Srijan Sengupta , Susmita Sarkar , Shantanu Das

Identifying how dependence relationships vary across different conditions plays a significant role in many scientific investigations. For example, it is important for the comparison of biological systems to see if relationships between…

Methodology · Statistics 2023-07-31 Hoseung Song , Michael C. Wu
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