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For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…

Methodology · Statistics 2023-09-18 Shanshan Luo , Yechi Zhang , Wei Li

Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…

Econometrics · Economics 2023-11-08 Amrei Stammann

We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…

Econometrics · Economics 2021-08-26 Michael P. Leung

Reciprocity in dyadic interactions is common and a topic of interest across disciplines. In some cases, reciprocity may be expected to be more or less prevalent among certain kinds of dyads. In response to interest among researchers in…

Methodology · Statistics 2020-05-21 Jeremy Koster

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We demonstrate that existing estimators and confidence intervals (CIs) can be heavily biased and…

Econometrics · Economics 2025-05-13 Timothy B. Armstrong , Martin Weidner , Andrei Zeleneev

A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…

Methodology · Statistics 2020-02-07 Elisa Cabana , Rosa E. Lillo , Henry Laniado

When data is collected in an adaptive manner, even simple methods like ordinary least squares can exhibit non-normal asymptotic behavior. As an undesirable consequence, hypothesis tests and confidence intervals based on asymptotic normality…

Statistics Theory · Mathematics 2023-03-23 Koulik Khamaru , Yash Deshpande , Tor Lattimore , Lester Mackey , Martin J. Wainwright

In many experimental contexts, whether and how network interactions impact the outcome of interest for both treated and untreated individuals are key concerns. Networks data is often assumed to perfectly represent these possible…

Methodology · Statistics 2024-03-12 Morgan Hardy , Rachel M. Heath , Wesley Lee , Tyler H. McCormick

This paper presents robust inference methods for general linear hypotheses in linear panel data models with latent group structure in the coefficients. We employ a selective conditional inference approach, deriving the conditional…

Econometrics · Economics 2025-11-25 Oguzhan Akgun , Ryo Okui

This paper illustrates the use of selected robust estimators of covariance or correlation in the identification of anomalous laboratory results in inter-laboratory data. It is shown that robust estimators can substantially reduce the impact…

Applications · Statistics 2019-05-29 Stephen L R Ellison

We propose a semiparametric model for dyadic link formations in directed networks. The model contains a set of degree parameters that measure different effects of popularity or outgoingness across nodes, a regression parameter vector that…

Methodology · Statistics 2025-02-21 Lianqiang Qu , Lu Chen , Ting Yan , Yuguo Chen

The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey

We present a novel methodology for modeling and forecasting multivariate realized volatilities using customized graph neural networks to incorporate spillover effects across stocks. The proposed model offers the benefits of incorporating…

Statistical Finance · Quantitative Finance 2023-08-04 Chao Zhang , Xingyue Pu , Mihai Cucuringu , Xiaowen Dong

It is commonly accepted that some phenomena are social: for example, individuals' smoking habits often correlate with those of their peers. Such correlations can have a variety of explanations, such as direct contagion or shared…

Statistics Theory · Mathematics 2025-08-08 William W. Wang , Ali Jadbabaie

Spurious correlations allow flexible models to predict well during training but poorly on related test distributions. Recent work has shown that models that satisfy particular independencies involving correlation-inducing \textit{nuisance}…

Machine Learning · Computer Science 2022-06-10 Mark Goldstein , Jörn-Henrik Jacobsen , Olina Chau , Adriel Saporta , Aahlad Puli , Rajesh Ranganath , Andrew C. Miller

This paper investigates the problem of making inference about a parametric model for the regression of an outcome variable $Y$ on covariates $(V,L)$ when data are fused from two separate sources, one which contains information only on $(V,…

Methodology · Statistics 2020-12-15 Katherine Evans , BaoLuo Sun , James Robins , Eric J. Tchetgen Tchetgen

This paper deals with the estimation of exogeneous peer effects for partially observed networks under the new inferential paradigm of design identification, which characterizes the missing data challenge arising with sampled networks with…

Econometrics · Economics 2022-08-22 Mamadou Yauck

Drift diffusion models (DDMs) have found widespread use in computational neuroscience and other fields. They model evidence accumulation in simple decision tasks as a stochastic process drifting towards a decision barrier. In models where…

Methodology · Statistics 2025-12-12 Sicheng Liu , Alexander Fengler , Michael J. Frank , Matthew T. Harrison

Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere. For thick tailed predictors under heteroskedasticity this…

Methodology · Statistics 2020-08-17 Neil Shephard