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We develop a new method to fit the multivariate response linear regression model that exploits a parametric link between the regression coefficient matrix and the error covariance matrix. Specifically, we assume that the correlations…

Methodology · Statistics 2021-12-09 Aaron J. Molstad , Guangwei Weng , Charles R. Doss , Adam J. Rothman

Count data, for example the number of observed cases of a disease in a city, often arise in the fields of healthcare analytics and epidemiology. In this paper, we consider performing regression on multivariate data in which our outcome is a…

Machine Learning · Statistics 2015-05-21 T. J. Massaro , H. Bozdogan

Univariate or multivariate ordinal responses are often assumed to arise from a latent continuous parametric distribution, with covariate effects which enter linearly. We introduce a Bayesian nonparametric modeling approach for univariate…

Methodology · Statistics 2016-09-21 Maria DeYoreo , Athanasios Kottas

Multilevel models (mixed-effect models or hierarchical linear models) are now a standard approach to analysing clustered and longitudinal data in the social, behavioural and medical sciences. This review article focuses on multilevel linear…

Methodology · Statistics 2019-07-16 George Leckie

It is argued that all model based approaches to the selection of covariates in linear regression have failed. This applies to frequentist approaches based on P-values and to Bayesian approaches although for different reasons. In the first…

Methodology · Statistics 2022-02-23 Laurie Davies

In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the…

Econometrics · Economics 2025-01-22 Bernard M. S. van Praag , J. Peter Hop , William H. Greene

We consider the problem of variable selection in Bayesian multivariate linear regression models, involving multiple response and predictor variables, under multivariate normal errors. In the absence of a known covariance structure,…

Methodology · Statistics 2025-07-25 Joyee Ghosh , Xun Li

An extensive body of literature exists that specifically addresses the univariate case of zero-inflated count models. In contrast, research pertaining to multivariate models is notably less developed. We proposed two new parsimonious…

Methodology · Statistics 2024-01-17 Claire Geldenhuys , Rene Ehlers , Andriette Bekker

There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…

Statistics Theory · Mathematics 2018-03-02 Jaakko Nevalainen , Denis Larocque , Hannu Oja , Ilkka Pörsti

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

Databases in domains such as healthcare are routinely released to the public in aggregated form. Unfortunately, naive modeling with aggregated data may significantly diminish the accuracy of inferences at the individual level. This paper…

Machine Learning · Statistics 2016-05-17 Avradeep Bhowmik , Joydeep Ghosh , Oluwasanmi Koyejo

The linear regression model is widely used in the biomedical and social sciences as well as in policy and business research to adjust for covariates and estimate the average effects of treatments. Behind every causal inference endeavor…

Methodology · Statistics 2024-04-23 Ambarish Chattopadhyay , Noah Greifer , Jose R. Zubizarreta

Envelope model also known as multivariate regression model was proposed to solve the multiple response regression problems. It measures the linear association between predictors and multiple responses by using the minimal reducing subspace…

Methodology · Statistics 2018-05-07 Bochao Jia

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

Methodology · Statistics 2020-11-10 Linjun Zhang , Rong Ma , T. Tony Cai , Hongzhe Li

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

We propose a Bayesian modeling framework for jointly analyzing multiple functional responses of different types (e.g. binary and continuous data). Our approach is based on a multivariate latent Gaussian process and models the dependence…

Methodology · Statistics 2016-01-12 Beth A. Tidemann-Miller , Brian J. Reich , Ana-Maria Staicu

We propose a versatile and computationally efficient estimating equation method for a class of hierarchical multiplicative generalized linear mixed models with additive dispersion components, based on explicit modelling of the covariance…

Methodology · Statistics 2010-08-18 René Holst , Bent Jørgensen

This article introduces a model-based approach to distributed computing for multinomial logistic (softmax) regression. We treat counts for each response category as independent Poisson regressions via plug-in estimates for fixed effects…

Applications · Statistics 2015-11-06 Matt Taddy

We propose a comprehensive framework for additive regression models for non-Gaussian functional responses, allowing for multiple (partially) nested or crossed functional random effects with flexible correlation structures for, e.g.,…

Methodology · Statistics 2016-05-09 Fabian Scheipl , Jan Gertheiss , Sonja Greven

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

Machine Learning · Computer Science 2025-11-04 Jianqiao Mao , Max A. Little
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