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Missing data is a common challenge in biomedical research. This fact, along with growing dataset volumes of the modern era, make the issue of computationally-efficient analysis with missing data of crucial practical importance. A general…
In this paper, we extend to generalized linear models (including logistic and other binary regression models, Poisson regression and gamma regression models) the robust model selection methodology developed by Mueller and Welsh (2005; JASA)…
A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…
Randomized experiments are the gold standard for estimating treatment effects, and randomization serves as a reasoned basis for inference. In widely used stratified randomized experiments, randomization-based finite-population asymptotic…
In the fields of clinical trials, biomedical surveys, marketing, banking, with dichotomous response variable, the logistic regression is considered as an alternative convenient approach to linear regression. In this paper, we develop a…
The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…
In this paper we investigate how the bootstrap can be applied to time series regressions when the volatility of the innovations is random and non-stationary. The volatility of many economic and financial time series displays persistent…
The multivariate linear regression model is an important tool for investigating relationships between several response variables and several predictor variables. The primary interest is in inference about the unknown regression coefficient…
Assessing sampling uncertainty in extremum estimation can be challenging when the asymptotic variance is not analytically tractable. Bootstrap inference offers a feasible solution but can be computationally costly especially when the model…
Common variance estimation methods for weighted average treatment effects (WATEs) in observational studies include nonparametric bootstrap and model-based, closed-form sandwich variance estimation. However, the computational cost of…
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)…
Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…
The robust rank-order test (Fligner and Policello, 1981) was designed as an improvement of the non-parametric Wilcoxon-Mann-Whitney U-test to be more appropriate when the samples being compared have unequal variance. However, it tends to be…
Nonparametric regression and regression-discontinuity designs suffer from smoothing bias that distorts conventional confidence intervals. Solutions based on robust bias correction (RBC) are now central to the economist's toolbox. In this…
Logistic regression is a standard method in multivariate analysis for binary outcome data in epidemiological and clinical studies; however, the resultant odds-ratio estimates fail to provide directly interpretable effect measures. The…
This paper derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a…
One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its…
Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…
Obtaining accurate estimates of machine learning model uncertainties on newly predicted data is essential for understanding the accuracy of the model and whether its predictions can be trusted. A common approach to such uncertainty…
The use of longitudinal finite mixture models such as group-based trajectory modeling has seen a sharp increase during the last decades in the medical literature. However, these methods have been criticized especially because of the…