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Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…

Statistics Theory · Mathematics 2022-01-14 Oliver Hines , Oliver Dukes , Karla Diaz-Ordaz , Stijn Vansteelandt

A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…

Statistics Theory · Mathematics 2018-03-28 Yoshikazu Terada , Hidetoshi Shimodaira

Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…

Statistics Theory · Mathematics 2026-05-15 Yu Zheng , Leo L. Duan , Arkaprava Roy

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

Methodology · Statistics 2020-12-29 Matthieu Marbac , Mohammed Sedki , Christophe Biernacki , Vincent Vandewalle

Recently there has been much interest in data that, in statistical language, may be described as having a large crossed and severely unbalanced random effects structure. Such data sets arise for recommender engines and information retrieval…

Applications · Statistics 2007-12-18 Art B. Owen

Inference problems with incomplete observations often aim at estimating population properties of unobserved quantities. One simple way to accomplish this estimation is to impute the unobserved quantities of interest at the individual level…

Methodology · Statistics 2012-10-16 Vladimir N. Minin , John D. O'Brien , Arseni Seregin

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

This paper examines methods of inference concerning quantile treatment effects (QTEs) in randomized experiments with matched-pairs designs (MPDs). Standard multiplier bootstrap inference fails to capture the negative dependence of…

Econometrics · Economics 2021-05-14 Liang Jiang , Xiaobin Liu , Peter C. B. Phillips , Yichong Zhang

We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regression. We suggest subsequent procedures for testing lack-of-fit…

Methodology · Statistics 2019-01-25 Nick Kloodt , Natalie Neumeyer

Semiparametric inference on average causal effects from observational data is based on assumptions yielding identification of the effects. In practice, several distinct identifying assumptions may be plausible; an analyst has to make a…

Methodology · Statistics 2025-10-07 Tetiana Gorbach , Xavier de Luna , Juha Karvanen , Ingeborg Waernbaum

This paper provides partial identification of various binary choice models with misreported dependent variables. We propose two distinct approaches by exploiting different instrumental variables respectively. In the first approach, the…

Econometrics · Economics 2024-01-31 Orville Mondal , Rui Wang

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

Methodology · Statistics 2023-04-03 Corinne Emmenegger , Peter Bühlmann

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

Estimating causal effects from large experimental and observational data has become increasingly prevalent in both industry and research. The bootstrap is an intuitive and powerful technique used to construct standard errors and confidence…

Methodology · Statistics 2023-02-07 Matthew Kosko , Lin Wang , Michele Santacatterina

A critical literature review and comprehensive simulation study is used to show that (a) non-parametric bootstrap is a viable alternative to commonly taught and used methods in basic estimation tasks (mean, variance, quartiles, correlation)…

Methodology · Statistics 2025-10-16 Urša Zrimšek , Erik Štrumbelj

Current statistics literature on statistical inference of random fields typically assumes that the fields are stationary or focuses on models of non-stationary Gaussian fields with parametric/semiparametric covariance families, which may…

Statistics Theory · Mathematics 2024-09-04 Yunyi Zhang , Zhou Zhou

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…

Econometrics · Economics 2026-03-20 Claudia Noack , Tomasz Olma , Christoph Rothe

In small area estimation different data sources are integrated in order to produce reliable estimates of target parameters (e.g., a mean or a proportion) for a collection of small subsets (areas) of a finite population. Regression models…

Methodology · Statistics 2024-05-31 Enrico Fabrizi , Nicola Salvati , Martin Slawski

Tens of thousands of simultaneous hypothesis tests are routinely performed in genomic studies to identify differentially expressed genes. However, due to unmeasured confounders, many standard statistical approaches may be substantially…

Methodology · Statistics 2025-03-18 Jin-Hong Du , Larry Wasserman , Kathryn Roeder

The paper considers simultaneous nonparametric inference for a wide class of M-regression models with time-varying coefficients. The covariates and errors of the regression model are tackled as a general class of nonstationary time series…

Methodology · Statistics 2024-09-10 Miaoshiqi Liu , Zhou Zhou