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We propose a modified version of the three-step estimation method for the latent class model with covariates, which may be used to estimate latent Markov models for longitudinal data. The three-step estimation approach we propose is based…

Methodology · Statistics 2014-02-06 Francesco Bartolucci , Giorgio E. Montanari , Silvia Pandolfi

In this paper, we expand the methodology presented in Mertens et. al (2020, Biometrical Journal) to the study of life-time (survival) outcome which is subject to censoring and when imputation is used to account for missing values. We…

Methodology · Statistics 2021-05-06 Bart J. A. Mertens

We address the problem of survival regression modelling with multivariate responses and nonlinear covariate effects. Our model extends the proportional hazards model by introducing several weakly-parametric elements: the marginal baseline…

Methodology · Statistics 2025-10-16 Na Lei , Mark A. Wolters , Wenqing He

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

Methodology · Statistics 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

We consider a log-linear model for survival data, where both the location and scale parameters depend on covariates and the baseline hazard function is completely unspecified. This model provides the flexibility needed to capture many…

Methodology · Statistics 2019-01-16 Kevin Burke , Frank Eriksson , C. B. Pipper

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

Case-cohort design, an outcome-dependent sampling design for censored survival data, is increasingly used in biomedical research. The development of asymptotic theory for a case-cohort design in the current literature primarily relies on…

Statistics Theory · Mathematics 2012-04-13 Bin Nan , Jon A. Wellner

Marginal structural models (MSMs) are commonly used to estimate causal intervention effects in longitudinal non-randomised studies. A common issue when analysing data from observational studies is the presence of incomplete confounder data,…

Methodology · Statistics 2019-12-02 Clemence Leyrat , James R Carpenter , Sebastien Bailly , Elizabeth J Willamson

We consider the estimation problem in a regression setting where the outcome variable is subject to nonignorable missingness and identifiability is ensured by the shadow variable approach. We propose a versatile estimation procedure where…

Methodology · Statistics 2019-07-09 Jiwei Zhao , Yanyuan Ma

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

Statistics Theory · Mathematics 2021-08-05 Shuzhen Yang , Jianfeng Yao

We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…

Methodology · Statistics 2023-10-17 Rahul Ghosal , Marcos Matabuena

This paper considers (partial) identification of a variety of counterfactual parameters in binary response models with possibly endogenous regressors. Our framework allows for nonseparable index functions with multi-dimensional latent…

Econometrics · Economics 2022-07-26 Jiaying Gu , Thomas M. Russell

In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…

Methodology · Statistics 2017-10-10 Xiaohui Yuan , Xiaogang Dong

Learning models that can handle distribution shifts is a key challenge in domain generalization. Invariance learning, an approach that focuses on identifying features invariant across environments, improves model generalization by capturing…

Machine Learning · Statistics 2026-05-11 Yiran Jia , Jelena Bradic

The Cox proportional hazards model is the most widely used regression model in univariate survival analysis. Extensions of the Cox model to bivariate survival data, however, remain scarce. We propose two novel extensions based on a…

Methodology · Statistics 2025-11-12 Yael Travis-Lumer , Micha Mandel , Ido Didi Fabian , Rebecca A. Betensky , Malka Gorfine

We study covariance matrix estimation for the case of partially observed random vectors, where different samples contain different subsets of vector coordinates. Each observation is the product of the variable of interest with a $0-1$…

Machine Learning · Statistics 2018-04-06 Eduardo Pavez , Antonio Ortega

Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…

Methodology · Statistics 2025-04-08 Ana Pérez-González , Tomás R. Cotos-Yáñez , Rosa M. Crujeiras

Interval-censoring frequently occurs in studies of chronic diseases where disease status is inferred from intermittently collected biomarkers. Although many methods have been developed to analyze such data, they typically assume perfect…

Methodology · Statistics 2026-05-26 Yuhao Deng , Donglin Zeng , Yuanjia Wang

We consider the problem of quantitatively evaluating missing value imputation algorithms. Given a dataset with missing values and a choice of several imputation algorithms to fill them in, there is currently no principled way to rank the…

Machine Learning · Computer Science 2013-11-12 Vinod Nair , Rahul Kidambi , Sundararajan Sellamanickam , S. Sathiya Keerthi , Johannes Gehrke , Vijay Narayanan

In this paper, we introduce a framework for solving finite-horizon multistage optimization problems under uncertainty in the presence of auxiliary data. We assume the joint distribution of the uncertain quantities is unknown, but noisy…

Machine Learning · Statistics 2019-04-29 Dimitris Bertsimas , Christopher McCord