Related papers: Dyadic Regression with Sample Selection
Unmeasured spatial confounding complicates exposure effect estimation in environmental health studies. This problem is exacerbated in studies with multiple health outcomes and environmental exposure variables, as the source and magnitude of…
A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact…
This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…
This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…
We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…
Many machine learning tools for regression are based on recursive partitioning of the covariate space into smaller regions, where the regression function can be estimated locally. Among these, regression trees and their ensembles have…
In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the…
We study the rate of convergence of linear two-time-scale stochastic approximation methods. We consider two-time-scale linear iterations driven by i.i.d. noise, prove some results on their asymptotic covariance and establish asymptotic…
Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…
Data imbalance persists as a pervasive challenge in regression tasks, introducing bias in model performance and undermining predictive reliability. This is particularly detrimental in applications aimed at predicting rare events that fall…
There is no easy extension of Kaplan-Meier and Nelson-Aalen estimators to the bivariate case, and estimating bivariate survival distributions nonparametrically is associated with various non-trivial problems. The Dabrowska estimator will…
The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…
We derive non-asymptotic bounds for the minimax risk of variable selection under expected Hamming loss in the Gaussian mean model in $\mathbb{R}^d$ for classes of $s$-sparse vectors separated from 0 by a constant $a > 0$. In some cases, we…
The performance of deep neural networks is strongly influenced by the training dataset setup. In particular, when attributes having a strong correlation with the target attribute are present, the trained model can provide unintended…
Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…
Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…
In panel data subject to nonignorable attrition, auxiliary (refreshment) sampling may restore full identification under weak assumptions on the attrition process. Despite their generality, these identification strategies have seen limited…
Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…
This paper considers the maximum likelihood estimation of panel data models with interactive effects. Motivated by applications in economics and other social sciences, a notable feature of the model is that the explanatory variables are…
Software defect prediction heavily relies on the metrics collected from software projects. Earlier studies often used machine learning techniques to build, validate, and improve bug prediction models using either a set of metrics collected…