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When analyzing data from randomized clinical trials, covariate adjustment can be used to account for chance imbalance in baseline covariates and to increase precision of the treatment effect estimate. A practical barrier to covariate…
The assumption that response and predictor belong to the same statistical unit may be violated in practice. Unbiased estimation and recovery of true label ordering based on unlabeled data are challenging tasks and have attracted increasing…
In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…
Regression adjustment, sometimes known as Controlled-experiment Using Pre-Experiment Data (CUPED), is an important technique in internet experimentation. It decreases the variance of effect size estimates, often cutting confidence interval…
In conventional randomized controlled trials, adjustment for baseline values of covariates known to be at least moderately associated with the outcome increases the power of the trial. Recent work has shown particular benefit for more…
This paper studies transfer learning for ridge-regularized robust linear regression in the moderate-dimensional regime, where the number of predictors is of the same order as the sample size and the regression coefficients are not assumed…
Bias correction can often improve the finite sample performance of estimators. We show that the choice of bias correction method has no effect on the higher-order variance of semiparametrically efficient parametric estimators, so long as…
Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent variables. The first-order asymptotic theory of the least squares (LS) estimator of the regression…
Clinical machine learning applications are often plagued with confounders that are clinically irrelevant, but can still artificially boost the predictive performance of the algorithms. Confounding is especially problematic in mobile health…
Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…
Data-driven methods for modeling dynamic systems have received considerable attention as they provide a mechanism for control synthesis directly from the observed time-series data. In the absence of prior assumptions on how the time-series…
This study considers regression analysis of a circular response with an error-prone linear covariate. Starting with an existing estimator of the circular regression function that assumes error-free covariate, three approaches are proposed…
In a longitudinal study, measures of key variables might be incomplete or partially recorded due to drop-out, loss to follow-up, or early termination of the study occurring before the advent of the event of interest. In this paper, we focus…
This paper considers inference in a linear regression model with random right censoring and outliers. The number of outliers can grow with the sample size while their proportion goes to zero. The model is semiparametric and we make only…
Combining matching and regression for causal inference provides double-robustness in removing treatment effect estimation bias due to confounding variables. In most real-world applications, however, treatment and control populations are not…
A basic principle in the design of observational studies is to approximate the randomized experiment that would have been conducted under controlled circumstances. Now, linear regression models are commonly used to analyze observational…
Despite its drawbacks, the complete case analysis is commonly used in regression models with missing covariates. Understanding when implementing complete cases will lead to consistent parameter estimation is vital before use. Here, our aim…