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This paper extends the design-based framework to settings with multi-way cluster dependence, and shows how multi-way clustering can be justified when clustered assignment and clustered sampling occurs on different dimensions, or when either…

Econometrics · Economics 2023-09-06 Luther Yap

Cluster indices describe extremal behaviour of stationary time series. We consider runs estimators of cluster indices. Using a modern theory of multivariate, regularly varying time series, we obtain central limit theorems under conditions…

Statistics Theory · Mathematics 2021-09-07 Youssouph Cissokho , Rafal Kulik

Traditional meta-analysis assumes that the effect sizes estimated in individual studies follow a Gaussian distribution. However, this distributional assumption is not always satisfied in practice, leading to potentially biased results. In…

Methodology · Statistics 2024-04-23 Wei Liang , Haicheng Huang , Hongsheng Dai , Yinghui Wei

Cluster analysis is a fundamental research issue in statistics and machine learning. In many modern clustering methods, we need to determine whether two subsets of samples come from the same cluster. Since these subsets are usually…

Machine Learning · Computer Science 2025-07-15 Xinying Liu , Lianyu Hu , Mudi Jiang , Simeng Zhang , Jun Lou , Zengyou He

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

It has become standard for empirical studies to conduct inference robust to cluster dependence and heterogeneity. With a small number of clusters, the normal approximation for the $t$-statistics of regression coefficients may be poor. This…

Econometrics · Economics 2026-03-27 Bulat Gafarov , Takuya Ura

This paper proposes a family of weighted batch means variance estimators, which are computationally efficient and can be conveniently applied in practice. The focus is on Markov chain Monte Carlo simulations and estimation of the asymptotic…

Statistics Theory · Mathematics 2018-05-23 Ying Liu , James M. Flegal

The association between multidimensional exposure patterns and outcomes is commonly investigated by first applying cluster analysis algorithms to derive patterns and then estimating the associations. However, errors in the underlying…

Methodology · Statistics 2023-05-31 Timm Intemann , Iris Pigeot

In a clustered observational study, a treatment is assigned to groups and all units within the group are exposed to the treatment. We develop a new method for statistical adjustment in clustered observational studies using approximate…

Methodology · Statistics 2023-03-06 Luke Keele , Eli Ben-Michael , Lindsay Page

Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…

Econometrics · Economics 2025-04-28 Claudia Noack , Tomasz Olma , Christoph Rothe

Clustering analysis of functional data, which comprises observations that evolve continuously over time or space, has gained increasing attention across various scientific disciplines. Practical applications often involve functional data…

Methodology · Statistics 2024-06-19 Tingyu Zhu , Lan Xue , Carmen Tekwe , Keith Diaz , Mark Benden , Roger Zoh

Attrition is a common occurrence in cluster randomised trials (CRTs) which leads to missing outcome data. Two approaches for analysing such trials are cluster-level analysis and individual-level analysis. This paper compares the performance…

Methodology · Statistics 2016-03-15 Anower Hossain , Karla Diaz-Ordaz , Jonathan W. Bartlett

In various applications with large spatial regions, the relationship between the response variable and the covariates is expected to exhibit complex spatial patterns. We propose a spatially clustered varying coefficient model, where the…

Methodology · Statistics 2020-07-21 Fangzheng Lin , Yanlin Tang , Huichen Zhu , Zhongyi Zhu

Estimands can help clarify the interpretation of treatment effects and ensure that estimators are aligned to the study's objectives. Cluster randomised trials require additional attributes to be defined within the estimand compared to…

Methodology · Statistics 2024-02-23 Brennan C Kahan , Bryan Blette , Michael Harhay , Scott Halpern , Vipul Jairath , Andrew Copas , Fan Li

Clustered standard errors and approximate randomization tests are popular inference methods that allow for dependence within observations. However, they require researchers to know the cluster structure ex ante. We propose a procedure to…

Econometrics · Economics 2022-01-14 Yong Cai

An approach to improve neural network interpretability is via clusterability, i.e., splitting a model into disjoint clusters that can be studied independently. We define a measure for clusterability and show that pre-trained models form…

Machine Learning · Computer Science 2025-07-28 Satvik Golechha , Maheep Chaudhary , Joan Velja , Alessandro Abate , Nandi Schoots

Functional data analysis is a fast evolving branch of statistics. Estimation procedures for the popular functional linear model either suffer from lack of robustness or are computationally burdensome. To address these shortcomings, a…

Methodology · Statistics 2021-08-27 Ioannis Kalogridis , Stefan Van Aelst

We present methods for causally interpretable meta-analyses that combine information from multiple randomized trials to estimate potential (counterfactual) outcome means and average treatment effects in a target population. We consider…

Matrix valued data has become increasingly prevalent in many applications. Most of the existing clustering methods for this type of data are tailored to the mean model and do not account for the dependence structure of the features, which…

Machine Learning · Statistics 2023-12-07 Inbeom Lee , Siyi Deng , Yang Ning

Much work has been done in the area of the cluster weighted model (CWM), which extends the finite mixture of regression model to include modelling of the covariates. Although many types of distributions have been considered for both the…