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In this paper, we propose an easy-to-implement residual-based specification testing procedure for detecting structural changes in factor models, which is powerful against both smooth and abrupt structural changes with unknown break dates.…

Econometrics · Economics 2025-01-22 Bin Peng , Liangjun Su , Yayi Yan

Large-scale data are often characterized by some degree of inhomogeneity as data are either recorded in different time regimes or taken from multiple sources. We look at regression models and the effect of randomly changing coefficients,…

Methodology · Statistics 2016-08-11 Nicolai Meinshausen , Peter Bühlmann

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

In the analysis of survival data, it is usually assumed that any unit will experience the event of interest if it is observed for a sufficient long time. However, one can explicitly assume that an unknown proportion of the population under…

Methodology · Statistics 2014-05-15 Vincent Bremhorst , Philippe Lambert

Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…

Methodology · Statistics 2023-08-28 Keith R. Lohse , Allan J. Kozlowski , Michael J. Strube

Researchers often have to deal with heterogeneous population with mixed regression relationships, increasingly so in the era of data explosion. In such problems, when there are many candidate predictors, it is not only of interest to…

Methodology · Statistics 2021-02-05 Yan Li , Chun Yu , Yize Zhao , Robert H. Aseltine , Weixin Yao , Kun Chen

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

Computation · Statistics 2021-02-24 Tadeo Javier Cocucci , Manuel Pulido , Magdalena Lucini , Pierre Tandeo

In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…

Methodology · Statistics 2019-02-01 Nabarun Deb , Sujayam Saha , Adityanand Guntuboyina , Bodhisattva Sen

In epidemiological studies of time-to-event data, a quantity of interest to the clinician and the patient is the risk of an event given a covariate profile. However, methods relying on time matching or risk-set sampling (including Cox…

Methodology · Statistics 2020-09-23 Sahir Rai Bhatnagar , Maxime Turgeon , Jesse Islam , James A. Hanley , Olli Saarela

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

Methodology · Statistics 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin

The Cox regression model and its associated hazard ratio (HR) are frequently used for summarizing the effect of treatments on time to event outcomes. However, the HR's interpretation strongly depends on the assumed underlying survival…

Methodology · Statistics 2021-08-10 Pablo Martinez-Camblor , Todd A. MacKenzie , A. James O'Malley

Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…

Methodology · Statistics 2022-09-05 Omidali Aghababaei Jazi

The aim of this article is to analyze data from multiple repairable systems under the presence of dependent competing risks. In order to model this dependence structure, we adopted the well-known shared frailty model. This model provides a…

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

Methodology · Statistics 2022-06-06 Shunichiro Orihara

Survival analysis, or time-to-event analysis, is an important and widespread problem in healthcare research. Medical research has traditionally relied on Cox models for survival analysis, due to their simplicity and interpretability. Cox…

Machine Learning · Computer Science 2023-10-25 Mike Van Ness , Tomas Bosschieter , Natasha Din , Andrew Ambrosy , Alexander Sandhu , Madeleine Udell

The Cox proportional hazards model is often used to analyze data from Randomized Controlled Trials (RCT) with time-to-event outcomes. Random survival forest (RSF) is a machine-learning algorithm known for its high predictive performance. We…

Machine Learning · Statistics 2025-05-28 Ricarda Graf , Susan Todd , M. Fazil Baksh

We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance. These shifts are defined via parametric changes in the causal mechanisms of observed variables, where…

Machine Learning · Computer Science 2023-01-18 Nikolaj Thams , Michael Oberst , David Sontag

In the context of clinical and biomedical studies, joint frailty models have been developed to study the joint temporal evolution of recurrent and terminal events, capturing both the heterogeneous susceptibility to experiencing a new…

Methodology · Statistics 2023-11-08 Chiara Masci , Marta Spreafico , Francesca Ieva

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

One of the most common ways researchers compare survival outcomes across treatments when confounding is present is using Cox regression. This model is limited by its underlying assumption of proportional hazards; in some cases, substantial…

Applications · Statistics 2021-02-02 Elizabeth A. Handorf , Marc Smaldone , Sujana Movva , Nandita Mitra