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The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey

In this paper, we propose a novel variable selection approach in the framework of multivariate linear models taking into account the dependence that may exist between the responses. It consists in estimating beforehand the covariance matrix…

Statistics Theory · Mathematics 2017-07-14 Marie Perrot-Dockès , Céline Lévy-Leduc , Laure Sansonnet , Julien Chiquet

External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…

Methodology · Statistics 2025-05-08 Ke Zhu , Shu Yang , Xiaofei Wang

We develop inference procedures for longitudinal data where some of the measurements are censored by fixed constants. We consider a semi-parametric quantile regression model that makes no distributional assumptions. Our research is…

Statistics Theory · Mathematics 2009-04-02 Huixia Judy Wang , Mendel Fygenson

We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…

Econometrics · Economics 2022-05-06 Alexander Kreiß , Christoph Rothe

This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…

Methodology · Statistics 2022-01-21 Xin Bing , Wei Cheng , Huijie Feng , Yang Ning

The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from…

Statistics Theory · Mathematics 2016-08-16 Nicolai Meinshausen , Peter Bühlmann

This article deals with the analysis of high dimensional data that come from multiple sources (experiments) and thus have different possibly correlated responses, but share the same set of predictors. The measurements of the predictors may…

Methodology · Statistics 2020-07-01 Guorong Dai , Ursula U. Müller , Raymond J. Carroll

Structured additive distributional copula regression allows to model the joint distribution of multivariate outcomes by relating all distribution parameters to covariates. Estimation via statistical boosting enables accounting for…

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

Small sample sizes are common in many disciplines, which necessitates pooling roughly similar datasets across multiple institutions to study weak but relevant associations between images and disease outcomes. Such data often manifest…

Machine Learning · Computer Science 2024-11-19 Sotirios Panagiotis Chytas , Vishnu Suresh Lokhande , Peiran Li , Vikas Singh

Estimation of covariance matrices is a fundamental problem in multivariate statistics. Recently, growing efforts have focused on incorporating covariate effects into these matrices, facilitating subject-specific estimation. Despite these…

Methodology · Statistics 2026-04-10 Rakheon Kim , Emma Jingfei Zhang

We consider a Gaussian sequence space model $X_{\lambda}=f_{\lambda} + \xi_{\lambda},$ where $\xi $ has a diagonal covariance matrix $\Sigma=\diag(\sigma_\lambda ^2)$. We consider the situation where the parameter vector $(f_{\lambda})$ is…

Statistics Theory · Mathematics 2013-12-23 Laurent Cavalier , Markus Reiß

With the availability of high dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients' survival, along with proper statistical inference. Censored quantile regression has emerged…

Methodology · Statistics 2021-07-26 Zhe Fei , Qi Zheng , Hyokyoung G. Hong , Yi Li

We propose a framework for nonparametric identification and estimation of discrete choice models with unobserved choice sets. We recover the joint distribution of choice sets and preferences from a panel dataset on choices. We assume that…

Econometrics · Economics 2021-06-22 Victor H. Aguiar , Nail Kashaev

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

Multiple systems estimation strategies have recently been applied to quantify hard-to-reach populations, particularly when estimating the number of victims of human trafficking and modern slavery. In such contexts, it is not uncommon to see…

Methodology · Statistics 2020-03-06 Lax Chan , Bernard W. Silverman , Kyle Vincent

Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline…

Methodology · Statistics 2024-12-30 Ziqing Guo , Yang Liu , Lucy Xia

We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…

Machine Learning · Statistics 2018-11-19 Arun Venkitaraman , Dave Zachariah
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