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In many observational studies, researchers are often interested in studying the effects of multiple exposures on a single outcome. Standard approaches for high-dimensional data such as the lasso assume the associations between the exposures…

Methodology · Statistics 2025-11-06 Dingke Tang , Dehan Kong , Linbo Wang

In applied research, Lee (2009) bounds are widely applied to bound the average treatment effect in the presence of selection bias. This paper extends the methodology of Lee bounds to accommodate outcomes in a general metric space, such as…

Econometrics · Economics 2026-01-15 Daisuke Kurisu , Yuta Okamoto , Taisuke Otsu

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Econometrics · Economics 2021-09-16 Zheng Fang , Andres Santos , Azeem M. Shaikh , Alexander Torgovitsky

Mixed-effect models are widely used for the analysis of correlated data such as longitudinal data and repeated measures. In this article, we study an approach to the nonparametric estimation of mixed-effect models. We consider models with…

Statistics Theory · Mathematics 2007-06-13 Chong Gu , Ping Ma

Modern biomedical datasets are increasingly high dimensional and exhibit complex correlation structures. Generalized Linear Mixed Models (GLMMs) have long been employed to account for such dependencies. However, proper specification of the…

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

Mediation analysis is difficult when the number of potential mediators is larger than the sample size. In this paper we propose new inference procedures for the indirect effect in the presence of high-dimensional mediators for linear…

Methodology · Statistics 2019-10-29 Ruixuan Rachel Zhou , Liewei Wang , Sihai Dave Zhao

Significant treatment effects are often emphasized when interpreting and summarizing empirical findings in studies that estimate multiple, possibly many, treatment effects. Under this kind of selective reporting, conventional treatment…

Econometrics · Economics 2025-12-11 Andreas Dzemski , Ryo Okui , Wenjie Wang

Inference in hierarchical nonlinear models needs careful consideration about targeting parameters that have either a conditional or population-average interpretation. For the special case of mixed-effects nonlinear sigmoidal models we…

Applications · Statistics 2017-07-11 Daniel Gerhard , Christian Ritz

We propose the use of a simple intuitive principle for measuring algorithmic classification bias: the significance of the differences in a classifier's error rates across the various demographics is inversely commensurate with the sample…

Methodology · Statistics 2026-01-08 Ioannis Ivrissimtzis , Shauna Concannon , Matthew Houliston , Graham Roberts

We derive the closed-form restricted maximum likelihood (REML) estimator and Kenward-Roger's variance estimator for fixed effects in the mixed effects model for repeated measures (MMRM) when the missing data pattern is monotone. As an…

Methodology · Statistics 2017-06-06 Yongqiang Tang

Cochran's $Q$ statistic is routinely used for testing heterogeneity in meta-analysis. Its expected value is also used for estimation of between-study variance $\tau^2$. Cochran's $Q$, or $Q_{IV}$, uses estimated inverse-variance weights…

Methodology · Statistics 2021-03-08 Ilyas Bakbergenuly , David C. Hoaglin , Elena Kulinskaya

Chernozhukov et al. (2018) proposed the sorted effect method for nonlinear regression models. This method consists of reporting percentiles of the partial effects in addition to the average commonly used to summarize the heterogeneity in…

Econometrics · Economics 2019-11-11 Shuowen Chen , Victor Chernozhukov , Iván Fernández-Val , Ye Luo

Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to…

Statistics Theory · Mathematics 2024-03-29 Yudan Xiong , Fangjun Xu

Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature…

Methodology · Statistics 2012-01-11 Charles E. McCulloch , John M. Neuhaus

Linear mixed-effects model (LMM) is a cornerstone of longitudinal data analysis, but is limited to adeptly make heterogeneous analyses predictable under both group-specific fixed effects and subject-specific random effects. To address this…

Methodology · Statistics 2026-03-10 Xinkai Yue , Xiaodong Yan , Haohui Han , Liya Fu

We point out that ignoring nonlinear effects in finite size scaling may lead to errors in estimates of the critical temperature and Binder cumulants. We show that the order of magnitude of these effects can be estimated from data at…

High Energy Physics - Lattice · Physics 2008-02-21 Yannick Meurice

We explore the possibility of putting constraints on quintessence models with large-scale structure observations. In particular we compute the linear and second order growth rate of the fluctuations in different flavors of quintessence…

Astrophysics · Physics 2009-11-06 K. Benabed , F. Bernardeau

Hedges' d, an existing unbiased effect size of the difference between means, assumes the variance equality. However, the assumption of the variance equality is fragile, and is often violated in practical applications. Here, we define e, a…

Methodology · Statistics 2019-01-29 Satoshi Aoki , Motomi Ito , Masakazu Shimada

When a linear model is adjusted to control for additional explanatory variables the sign of a fitted coefficient may reverse. Here these reversals are studied using coefficients of determination. The resulting theory can be used to…

Methodology · Statistics 2015-03-11 Brian Knaeble , Seth Dutter