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In this paper we build a joint model which can accommodate for binary, ordinal and continuous responses, by assuming that the errors of the continuous variables and the errors underlying the ordinal and binary outcomes follow a multivariate…

Methodology · Statistics 2024-11-06 Laura Vana-Gür , Rainer Hirk

Univariate or multivariate ordinal responses are often assumed to arise from a latent continuous parametric distribution, with covariate effects which enter linearly. We introduce a Bayesian nonparametric modeling approach for univariate…

Methodology · Statistics 2016-09-21 Maria DeYoreo , Athanasios Kottas

The analysis of survey data is a frequently arising issue in clinical trials, particularly when capturing quantities which are difficult to measure. Typical examples are questionnaires about patient's well-being, pain, or consent to an…

Methodology · Statistics 2024-01-31 Johannes Wieditz , Clemens Miller , Jan Scholand , Marcus Nemeth

Standard (network) meta-analysis methods for medical test accuracy evaluation analyse the data separately for each test threshold - wasting data - unless every study reports all thresholds. Previously proposed "multiple threshold" models…

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

Methodology · Statistics 2026-03-03 Stefan Inerle , Markus Pauly , Moritz Berger

Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…

Machine Learning · Statistics 2016-11-26 Junhui Wang

A regression model is proposed for the analysis of an ordinal response variable depending on a set of multiple covariates containing ordinal and potentially other variables. The proportional odds model (McCullagh (1980)) is used for the…

Methodology · Statistics 2018-04-25 Javier Espinosa , Christian Hennig

Panel count data is common when the study subjects are exposed to recurrent events, observed only at discrete time points. In this article, we consider the regression analysis of panel count data with multiple modes of recurrence. We…

Methodology · Statistics 2021-07-06 Sreedevi E. P. , Sankaran P. G.

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

The multivariate regression model basically offers the analysis of a single dataset with multiple responses. However, such a single-dataset analysis often leads to unsatisfactory results. Integrative analysis is an effective method to pool…

Methodology · Statistics 2023-04-18 Shuichi Kawano , Toshikazu Fukushima , Junichi Nakagawa , Mamoru Oshiki

This article considers a linear model in a high dimensional data scenario. We propose a process which uses multiple loss functions both to select relevant predictors and to estimate parameters, and study its asymptotic properties. Variable…

Methodology · Statistics 2020-07-01 Guorong Dai , Ursula U. Müller

Heterogeneous panel data models that allow the coefficients to vary across individuals and/or change over time have received increasingly more attention in statistics and econometrics. This paper proposes a two-dimensional heterogeneous…

Econometrics · Economics 2021-10-22 Wei Wang , Xiaodong Yan , Yanyan Ren , Zhijie Xiao

We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…

Methodology · Statistics 2023-10-17 Rahul Ghosal , Marcos Matabuena

In the presence of a missing response, reweighting the complete case subsample by the inverse of nonmissing probability is both intuitive and easy to implement. When the population totals of some auxiliary variables are known and when the…

Methodology · Statistics 2014-10-16 Kwun Chuen Gary Chan , Sheung Chi Phillip Yam

Extreme value applications commonly employ regression techniques to capture cross-sectional heterogeneity or time-variation in the data. Estimation of the parameters of an extreme value regression model is notoriously challenging due to the…

Methodology · Statistics 2022-05-12 Debbie J. Dupuis , Sebastian Engelke , Luca Trapin

We present a multidimensional data analysis framework for the analysis of ordinal response variables. Underlying the ordinal variables, we assume a continuous latent variable, leading to cumulative logit models. The framework includes…

Methodology · Statistics 2025-10-01 Mark de Rooij , Ligaya Breemer , Dion Woestenburg , Frank Busing

We assume that we have multiple ordinal time series and we would like to specify their joint distribution. In general it is difficult to create multivariate distribution that can be easily used to jointly model ordinal variables and the…

Methodology · Statistics 2026-02-16 Anna Nalpantidi , Dimitris Karlis

In many medical studies, patients are followed longitudinally and interest is on assessing the relationship between longitudinal measurements and time to an event. Recently, various authors have proposed joint modeling approaches for…

Applications · Statistics 2010-11-16 Paul S. Albert , Joanna H. Shih

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…

Statistical Finance · Quantitative Finance 2021-07-14 Fabrizio Cipollini , Giampiero M. Gallo
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