Related papers: Inference via Wild Bootstrap and Multiple Imputati…

The Fine-Gray model for the subdistribution hazard is commonly used for estimating associations between covariates and competing risks outcomes. When there are missing values in the covariates included in a given model, researchers may wish…

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…

Many modern estimators require bootstrapping to calculate confidence intervals because either no analytic standard error is available or the distribution of the parameter of interest is non-symmetric. It remains however unclear how to…

The purpose of this paper is to construct confidence intervals for the regression coefficients in the Fine-Gray model for competing risks data with random censoring, where the number of covariates can be larger than the sample size. Despite…

The existing theory of penalized quantile regression for longitudinal data has focused primarily on point estimation. In this work, we investigate statistical inference. We propose a wild residual bootstrap procedure and show that it is…

Multiple imputation is widely used to handle missing data. Although Rubin's combining rule is simple, it is not clear whether or not the standard multiple imputation inference is consistent when coupled with the commonly-used full sample…

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…

The wild bootstrap is the resampling method of choice in survival analytic applications. Theoretic justifications rely on the assumption of existing intensity functions which is equivalent to an exclusion of ties among the event times.…

Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

This paper develops bootstrap procedures for inference in linear regression models with two-way clustered data. We characterize the estimator's asymptotic behavior in five mutually exclusive and exhaustive regimes: three Gaussian and two…

Inference methods for computing confidence intervals in parametric settings usually rely on consistent estimators of the parameter of interest. However, it may be computationally and/or analytically burdensome to obtain such estimators in…

We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…

Estimating causal effects from large experimental and observational data has become increasingly prevalent in both industry and research. The bootstrap is an intuitive and powerful technique used to construct standard errors and confidence…

While widely used as a general method for uncertainty quantification, the bootstrap method encounters difficulties that raise concerns about its validity in practical applications. This paper introduces a new resampling-based method, termed…

In competing risks models, cumulative incidence functions are commonly compared to infer differences between groups. Many existing inference methods, however, struggle when these functions cross during the time frame of interest. To address…

We propose a simple modification to the wild bootstrap procedure and establish its asymptotic validity for linear regression models with many covariates and heteroskedastic errors. Monte Carlo simulations show that the modified wild…

In the context of the widely used competing risks set-up we discuss different inference procedures for testing equality of two cumulative incidence functions, where the data may be subject to independent right-censoring or left-truncation.…

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…