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Statistical agencies are often asked to produce small area estimates (SAEs) for positively skewed variables. When domain sample sizes are too small to support direct estimators, effects of skewness of the response variable can be large. As…

Methodology · Statistics 2021-03-09 Sepideh Mosaferi , Malay Ghosh , Rebecca C. Steorts

We consider the fundamental problem of matching a template to a signal. We do so by M-estimation, which encompasses procedures that are robust to gross errors (i.e., outliers). Using standard results from empirical process theory, we derive…

Statistics Theory · Mathematics 2020-09-10 Ery Arias-Castro , Lin Zheng

Estimating causal effects from observational data is not always possible due to confounding. Identifying a set of appropriate covariates (adjustment set) and adjusting for their influence can remove confounding bias; however, such a set is…

Methodology · Statistics 2020-11-19 Sofia Triantafillou , Gregory Cooper

A key challenge in environmental health research is unmeasured spatial confounding, driven by unobserved spatially structured variables that influence both treatment and outcome. A common approach is to fit a spatial regression that models…

Methodology · Statistics 2025-12-23 Sophie M. Woodward , Francesca Dominici , Jose R. Zubizarreta

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…

Machine Learning · Statistics 2022-05-27 Avishek Ghosh , Arya Mazumdar , Soumyabrata Pal , Rajat Sen

The problem tackled in this paper is the determination of sample size for a given level and power in the context of a simple linear regression model. At a technical level, the simple linear regression model is a five-parameter model. It is…

Methodology · Statistics 2019-07-25 Tianyuan Guan , M. Khorshed Alam , M. Bhaskara Rao

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Methodology · Statistics 2015-04-23 Werner Brannath , Martin Scharpenberg

The gamma distribution is a useful model for small area prediction of a skewed response variable. We study the use of the gamma distribution for small area prediction. We emphasize a model, called the gamma-gamma model, in which the area…

Methodology · Statistics 2023-01-18 Yanghyeon Cho , Emily Berg

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

Applications · Statistics 2018-05-25 Sophia Kyriakou , Ioannis Kosmidis , Nicola Sartori

The objective of this work is to propose an asymptotic correction method for the estimators of parameters from regression models with covariates subject to classification errors. A correction was developed based on the least squares…

Methodology · Statistics 2025-07-11 Alexandre Garcia Dias , Mariana Rodrigues Motta , Alexandre Hild Aono

In countries where population census data are limited, generating accurate subnational estimates of health and demographic indicators is challenging. Existing model-based geostatistical methods leverage covariate information and spatial…

Methodology · Statistics 2022-08-08 Peter A. Gao , Jon Wakefield

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

Methodology · Statistics 2024-04-03 Jing Lei , Kehui Chen , Haeun Moon

We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…

Methodology · Statistics 2015-08-10 Jona Cederbaum , Marianne Pouplier , Phil Hoole , Sonja Greven

The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…

Methodology · Statistics 2009-02-20 Aurore Delaigle , Peter Hall , Tatiyana V. Apanasovich

Small area estimation has become an important tool in official statistics, used to construct estimates of population quantities for domains with small sample sizes. Typical area-level models function as a type of heteroscedastic regression,…

Methodology · Statistics 2022-09-07 Paul A. Parker , Scott H. Holan , Ryan Janicki

Bandit algorithms are increasingly used in real-world sequential decision-making problems. Associated with this is an increased desire to be able to use the resulting datasets to answer scientific questions like: Did one type of ad lead to…

Machine Learning · Computer Science 2021-11-23 Kelly W. Zhang , Lucas Janson , Susan A. Murphy

We show that the estimating equations for quantile regression can be solved using a simple EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…

Methodology · Statistics 2021-06-29 Haim Y. Bar , James G. Booth , Martin T. Wells

This paper proposes small area estimation methods that utilize generalized tree-based machine learning techniques to improve the estimation of disaggregated means in small areas using discrete survey data. Specifically, we present two…

Methodology · Statistics 2024-07-09 Nicolas Frink , Timo Schmid

Measurement error is a pervasive challenge across many disciplines, yet its impact on sample size determination and the accuracy and precision of estimators regarding the association between an exposure and an outcome remains understudied…

Methodology · Statistics 2025-05-27 Honghyok Kim
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