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This paper proposes a general two directional simultaneous inference (TOSI) framework for high-dimensional models with a manifest variable or latent variable structure, for example, high-dimensional mean models, high-dimensional sparse…

Methodology · Statistics 2023-02-08 Wei Liu , Huazhen Lin , Jin Liu , Shurong Zheng

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Oftentimes, the number of observations is small, and it is thus important to…

Methodology · Statistics 2011-08-05 Tatiane F. N. Melo , Silvia L. P. Ferrari , Francisco Cribari-Neto

In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be incorporated in the statistical modeling process. In this…

Statistics Theory · Mathematics 2020-09-03 Katharina Proksch , Nicolai Bissantz , Hajo Holzmann

Random-effects meta-analyses are very commonly used in medical statistics. Recent methodological developments include multivariate (multiple outcomes) and network (multiple treatments) meta-analysis. Here we provide a new model and…

Methodology · Statistics 2017-08-16 Dan Jackson , Sylwia Bujkiewicz , Martin Law , Richard D Riley , Ian White

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma

We present a brief overview of the methods for making statistical inference (testing statistical hypotheses, construction of confidence and/or prediction intervals and regions) about linear functions of the fixed effects and/or about the…

Computation · Statistics 2013-01-07 Viktor Witkovský

Missing data are often dealt with multiple imputation. A crucial part of the multiple imputation process is selecting sensible models to generate plausible values for incomplete data. A method based on posterior predictive checking is…

Computation · Statistics 2026-05-14 Mingyang Cai , Stef van Buuren , Gerko Vink

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

This paper is motivated by the comparison of genetic networks based on microarray samples. The aim is to test whether the differences observed between two inferred Gaussian graphical models come from real differences or arise from…

Statistics Theory · Mathematics 2014-06-20 Camille Charbonnier , Nicolas Verzelen , Fanny Villers

The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…

Methodology · Statistics 2018-03-15 Fabian Dunker , Konstantin Eckle , Katharina Proksch , Johannes Schmidt-Hieber

Valid estimation of treatment effects from observational data requires proper control of confounding. If the number of covariates is large relative to the number of observations, then controlling for all available covariates is infeasible.…

Methodology · Statistics 2018-01-11 Joseph Antonelli , Matthew Cefalu , Nathan Palmer , Denis Agniel

The recent development of compressed sensing has led to spectacular advances in the understanding of sparse linear estimation problems as well as in algorithms to solve them. It has also triggered a new wave of developments in the related…

Information Theory · Computer Science 2016-07-05 Christophe Schülke

A hierarchical Bayesian approach that permits simultaneous inference for the regression coefficient matrix and the error precision (inverse covariance) matrix in the multivariate linear model is proposed. Assuming a natural ordering of the…

Methodology · Statistics 2024-10-29 Christina Zhao , Ding Xiang , Galin L. Jones , Adam J. Rothman

Products manufactured from the same batch or utilized in the same region often exhibit correlated lifetime observations due to the latent heterogeneity caused by the influence of shared but unobserved covariates. The unavailable…

Methodology · Statistics 2021-07-15 Xuxue Sun , Mingyang Li

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Statistics Theory · Mathematics 2019-01-14 Anupam Kundu , Subir Kumar Bhandari

It is frequently of interest to jointly analyze multiple sequences of multiple tests in order to identify simultaneous signals, defined as features tested in multiple studies whose test statistics are non-null in each. In many problems,…

Methodology · Statistics 2019-01-16 Sihai Dave Zhao , Yet Tien Nguyen

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

Econometrics · Economics 2026-05-08 Hugo Freeman , Dennis Kristensen

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

In this article, we investigate the asymptotic properties of Bayesian multiple testing procedures under general dependent setup, when the sample size and the number of hypotheses both tend to infinity. Specifically, we investigate strong…

Statistics Theory · Mathematics 2020-05-14 Noirrit Kiran Chandra , Sourabh Bhattacharya