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This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed…

Statistics Theory · Mathematics 2012-11-05 Yingying Fan , Runze Li

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple…

Machine Learning · Computer Science 2016-03-03 Cynthia Dwork , Vitaly Feldman , Moritz Hardt , Toniann Pitassi , Omer Reingold , Aaron Roth

Statistical inference about the average effect in random-effects meta-analysis has been considered insufficient in the presence of substantial between-study heterogeneity. Predictive distributions are well-suited for quantifying…

Methodology · Statistics 2025-10-16 David Kronthaler , Leonhard Held

There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of…

Econometrics · Economics 2022-05-06 Matthew A. Masten , Alexandre Poirier

Probabilistic Latent Semantic Analysis is a novel statistical technique for the analysis of two-mode and co-occurrence data, which has applications in information retrieval and filtering, natural language processing, machine learning from…

Machine Learning · Computer Science 2013-01-30 Thomas Hofmann

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

Methodology · Statistics 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

Counterfactual explanations can be obtained by identifying the smallest change made to a feature vector to qualitatively influence a prediction; for example, from 'loan rejected' to 'awarded' or from 'high risk of cardiovascular disease' to…

Machine Learning · Computer Science 2020-05-05 Martin Pawelczyk , Johannes Haug , Klaus Broelemann , Gjergji Kasneci

In the era of fast-paced precision medicine, observational studies play a major role in properly evaluating new treatments in clinical practice. Yet, unobserved confounding can significantly compromise causal conclusions drawn from…

Machine Learning · Statistics 2026-03-20 Piersilvio De Bartolomeis , Javier Abad , Konstantin Donhauser , Fanny Yang

We propose an importance sampling method for tractable and efficient estimation of counterfactual expressions in general settings, named Exogenous Matching. By minimizing a common upper bound of counterfactual estimators, we transform the…

Machine Learning · Computer Science 2025-02-14 Yikang Chen , Dehui Du , Lili Tian

Nontransitive choices have long been an area of curiosity within economics. However, determining whether nontransitive choices represent an individual's preference is a difficult task since choice data is inherently stochastic. This paper…

Theoretical Economics · Economics 2023-05-01 Mogens Fosgerau , John Rehbeck

Experimental work regularly finds that individual choices are not deterministically rationalized by well-defined preferences. Nonetheless, recent work shows that data collected from many individuals can be stochastically rationalized by a…

Theoretical Economics · Economics 2021-10-22 Changkuk Im , John Rehbeck

As an intrinsic and fundamental property of big data, data heterogeneity exists in a variety of real-world applications, such as precision medicine, autonomous driving, financial applications, etc. For machine learning algorithms, the…

Machine Learning · Computer Science 2023-04-04 Jiashuo Liu , Jiayun Wu , Bo Li , Peng Cui

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently,…

Methodology · Statistics 2024-11-20 Dae Woong Ham , Kosuke Imai , Lucas Janson

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

An observer wants to understand a decision-maker's welfare from her choice. She believes that decisions are made under limited attention. We argue that the standard model of limited attention cannot help the observer greatly. To address…

Theoretical Economics · Economics 2023-10-16 Mikhail Freer , Hassan Nosratabadi

Heterogeneous data from multiple populations, sub-groups, or sources is often represented as a ``mixture model'' with a single latent class influencing all of the observed covariates. Heterogeneity can be resolved at multiple levels by…

Machine Learning · Computer Science 2024-12-16 Bijan Mazaheri , Chandler Squires , Caroline Uhler

This paper contributes to an emerging literature that models votes and text in tandem to better understand polarization of expressed preferences. It introduces a new approach to estimate preference polarization in multidimensional settings,…

Computation and Language · Computer Science 2019-10-29 Caleb Pomeroy , Niheer Dasandi , Slava J. Mikhaylov

Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

Applications · Statistics 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel

The comparison of different medical treatments from observational studies or across different clinical studies is often biased by confounding factors such as systematic differences in patient demographics or in the inclusion criteria for…

Methodology · Statistics 2025-05-15 Ekkehard Glimm , Lillian Yau

We develop a general model of discrete choice that incorporates peer effects in preferences and consideration sets. We characterize the equilibrium behavior and establish conditions under which all parts of the model can be recovered from a…

General Economics · Economics 2026-02-05 Nail Kashaev , Natalia Lazzati , Ruli Xiao
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