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There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…
This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…
Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…
Most of the regularization methods such as the LASSO have one (or more) regularization parameter(s), and to select the value of the regularization parameter is essentially equal to select a model. Thus, to obtain a model suitable for the…
High-dimensional data with hundreds of thousands of observations are becoming commonplace in many disciplines. The analysis of such data poses many computational challenges, especially when the observations are correlated over time and/or…
This paper motivates and develops a novel and focused approach to variable selection in linear regression models. For estimating the regression mean $\mu=\E\,(Y\midd x_0)$, for the covariate vector of a given individual, there is a list of…
Whilst most psychological research focuses on differences in means, a growing body of literature demonstrates the value of considering differences in intra-individual variability. Compared to the number of methods available for analyzing…
Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…
Methods utilizing instrumental variables have been a fundamental statistical approach to estimation in the presence of unmeasured confounding, usually occurring in non-randomized observational data common to fields such as economics and…
Cross-level interactions among fixed effects in linear mixed models (also known as multilevel models) are often complicated by the variances stemming from random effects and residuals. When these variances change across clusters, tests of…
Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…
Variable selection is an important statistical problem. This problem becomes more challenging when the candidate predictors are of mixed type (e.g. continuous and binary) and impact the response variable in nonlinear and/or non-additive…
This paper investigates the inter-rater reliability of risk assessment instruments (RAIs). The main question is whether different, socially salient groups are affected differently by a lack of inter-rater reliability of RAIs, that is,…
We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…
First, we analyze the variance of the Cross Validation (CV)-based estimators used for estimating the performance of classification rules. Second, we propose a novel estimator to estimate this variance using the Influence Function (IF)…
In this paper, a new way to integrate volatility information for estimating value at risk (VaR) and conditional value at risk (CVaR) of a portfolio is suggested. The new method is developed from the perspective of Bayesian statistics and it…
We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable…
In modern randomized experiments, large-scale data collection increasingly yields rich baseline covariates and auxiliary information from multiple sources. Such information offers opportunities for more precise treatment effect estimation,…
In high dimensional analysis, effects of explanatory variables on responses sometimes rely on certain exposure variables, such as time or environmental factors. In this paper, to characterize the importance of each predictor, we utilize its…
Item Response Theory (IRT) is a ubiquitous model for understanding humans based on their responses to questions, used in fields as diverse as education, medicine and psychology. Large modern datasets offer opportunities to capture more…