English
Related papers

Related papers: Non-Robustness of the Cluster-Robust Inference: wi…

200 papers

Conventional cluster-robust inference can be invalid when data contain clusters of unignorably large size. We formalize this issue by deriving a necessary and sufficient condition for its validity, and show that this condition is frequently…

Econometrics · Economics 2025-10-07 Harold D. Chiang , Yuya Sasaki , Yulong Wang

Thousands of papers have reported two-way cluster-robust (TWCR) standard errors. However, the recent econometrics literature points out the potential non-gaussianity of two-way cluster sample means, and thus invalidity of the inference…

Econometrics · Economics 2023-02-01 Harold D Chiang , Yuya Sasaki

It is common practice in empirical work to employ cluster-robust standard errors when using the linear regression model to estimate some structural/causal effect of interest. Researchers also often include a large set of regressors in their…

Econometrics · Economics 2019-04-09 Riccardo D'Adamo

Clustering is a widely used unsupervised learning method for finding structure in the data. However, the resulting clusters are typically presented without any guarantees on their robustness; slightly changing the used data sample or…

Machine Learning · Statistics 2017-01-02 Andreas Henelius , Kai Puolamäki , Henrik Boström , Panagiotis Papapetrou

When scholars suspect units are dependent on each other within clusters but independent of each other across clusters, they employ cluster-robust standard errors (CRSEs). Nevertheless, what to cluster over is sometimes unknown. For…

Methodology · Statistics 2025-11-12 Kentaro Fukumoto

A major challenge in cluster analysis is that the number of data clusters is mostly unknown and it must be estimated prior to clustering the observed data. In real-world applications, the observed data is often subject to heavy tailed noise…

Machine Learning · Statistics 2020-05-06 Freweyni K. Teklehaymanot , Michael Muma , Abdelhak M. Zoubir

We improve current instability-based methods for the selection of the number of clusters $k$ in cluster analysis by developing a normalized cluster instability measure that corrects for the distribution of cluster sizes, a previously…

Machine Learning · Statistics 2018-10-16 Jonas M. B. Haslbeck , Dirk U. Wulff

Recently, many unsupervised deep learning methods have been proposed to learn clustering with unlabelled data. By introducing data augmentation, most of the latest methods look into deep clustering from the perspective that the original…

Computer Vision and Pattern Recognition · Computer Science 2020-08-28 Huasong Zhong , Chong Chen , Zhongming Jin , Xian-Sheng Hua

Providing situational awareness in light of severe coordinated cyber-attacks on power grids, where many measurements may be untrusted, is necessary for reliable monitoring and resilient operation of the grid. In this scenario, the set of…

Systems and Control · Electrical Eng. & Systems 2020-04-13 Ana Jevtić , Marija Ilić

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

Suppose a researcher observes individuals within a county within a state. Given concerns about correlation across individuals, it is common to group observations into clusters and conduct inference treating observations across clusters as…

Econometrics · Economics 2022-01-24 Yong Cai

Many systems in nature are conjectured to exist at a critical point, including the brain and earthquake faults. The primary reason for this conjecture is that the distribution of clusters (avalanches of firing neurons in the brain or…

Statistical Mechanics · Physics 2023-03-22 W. Klein , Harvey Gould , Sakib Matin

The performance (accuracy and robustness) of several clustering algorithms is studied for linearly dependent random variables in the presence of noise. It turns out that the error percentage quickly increases when the number of observations…

Applications · Statistics 2009-11-13 Pamela Minicozzi , Fabio Rapallo , Enrico Scalas , Francesco Dondero

It has become standard for empirical studies to conduct inference robust to cluster dependence and heterogeneity. With a small number of clusters, the normal approximation for the $t$-statistics of regression coefficients may be poor. This…

Econometrics · Economics 2026-03-27 Bulat Gafarov , Takuya Ura

Stepped wedge cluster randomized trials (SW-CRTs) have become increasingly popular and are used for a variety of interventions and outcomes, often chosen for their feasibility advantages. SW-CRTs must account for time trends in the outcome…

Methodology · Statistics 2024-07-16 Lee Kennedy-Shaffer , Victor De Gruttola , Marc Lipsitch

In text classification tasks, models often rely on spurious correlations for predictions, incorrectly associating irrelevant features with the target labels. This issue limits the robustness and generalization of models, especially when…

Machine Learning · Computer Science 2025-02-04 Yuqing Zhou , Ziwei Zhu

Structured statistical estimation problems are often solved by Conditional Gradient (CG) type methods to avoid the computationally expensive projection operation. However, the existing CG type methods are not robust to data corruption. To…

Machine Learning · Computer Science 2020-07-08 Jiacheng Zhuo , Liu Liu , Constantine Caramanis

In the analysis of qualification data from the FIRST Robotics Competition, the ratio of the number of observations to the number of parameters has been found to be quite small for the commonly used winning margin power rating (WMPR) model.…

Applications · Statistics 2022-11-15 Jen-Chieh Teng , Chin-Tsang Chiang , Alvin Lim

Clustering is a fundamental data mining tool that aims to divide data into groups of similar items. Generally, intuition about clustering reflects the ideal case -- exact data sets endowed with flawless dissimilarity between individual…

Machine Learning · Computer Science 2016-01-25 Margareta Ackerman , Jarrod Moore

This article proposes a novel variance estimator for within-cluster resampling (WCR) and modified within-cluster resampling (MWCR) - two existing methods for analyzing longitudinal data. WCR is a simple but computationally intensive method,…

Methodology · Statistics 2019-12-02 Daniel Xu , Pamela Shaw , Ian Barnett
‹ Prev 1 2 3 10 Next ›