English
Related papers

Related papers: Cross Sectional Regression with Cluster Dependence…

200 papers

Double blind randomized controlled trials are traditionally seen as the gold standard for causal inferences as the difference-in-means estimator is an unbiased estimator of the average treatment effect in the experiment. The fact that this…

Methodology · Statistics 2021-08-25 Per Johansson , Mattias Nordin

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 use the halo model formalism to provide expressions for cluster abundances and bias, as well as estimates for the correlation matrix between these observables. Off-diagonal elements due to scatter in the mass tracer scaling with mass are…

Astrophysics · Physics 2011-05-12 Eduardo Rozo , Scott Dodelson , Joshua A. Frieman

Suppose that $X_1,X_2,\ldots$ are a stream of independent, identically distributed Poisson random variables with mean $\mu$. This work presents a new estimate $\mu_k$ for $\mu$ with the property that the distribution of the relative error…

Computation · Statistics 2016-06-01 Mark Huber

We study estimation, pointwise and simultaneous inference, and confidence intervals for many average partial effects of lasso Logit. Focusing on high-dimensional, cluster-sampling environments, we propose a new average partial effect…

Econometrics · Economics 2022-01-19 Harold D. Chiang

This paper proves a new central limit theorem for a sample that exhibits two-way dependence and heterogeneity across clusters. Statistical inference for situations with both two-way dependence and cluster heterogeneity has thus far been an…

Econometrics · Economics 2024-06-14 Luther Yap

We often estimate a parameter of interest psi when the identifying conditions involve a nuisance parameter theta. Examples from causal inference are Inverse Probability Weighting, Marginal Structural Models and Structural Nested Models. To…

Statistics Theory · Mathematics 2022-08-30 Judith J. Lok

We propose an estimator of the kernel-based conditional mean dependence measure obtained from an appropriate modification of a naive estimator based on usual empirical estimators. We then get asymptotic normality of this estimator both…

Statistics Theory · Mathematics 2022-07-27 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet

A common method for estimating the Hessian operator from random samples on a low-dimensional manifold involves locally fitting a quadratic polynomial. Although widely used, it is unclear if this estimator introduces bias, especially in…

Statistics Theory · Mathematics 2025-09-10 Chih-Wei Chen , Hau-Tieng Wu

It often happens that the same problem presents itself to different communities and the solutions proposed or adopted by those communities are different. We take the case of the variance estimation of the population average treatment effect…

Methodology · Statistics 2021-06-01 Alex Deng , Jiannan Lu , Wen Qin

Compromise estimation entails using a weighted average of outputs from several candidate models, and is a viable alternative to model selection when the choice of model is not obvious. As such, it is a tool used by both frequentists and…

Statistics Theory · Mathematics 2024-11-05 Valentin Zulj , Shaobo Jin , Måns Magnusson

After performing a randomized experiment, researchers often use ordinary-least squares (OLS) regression to adjust for baseline covariates when estimating the average treatment effect. It is widely known that the resulting confidence…

Statistics Theory · Mathematics 2020-04-27 Kevin Guo , Guillaume Basse

This paper derives new asymptotic results for the adaptive LASSO estimator in cointegrating regressions, allowing for uncertainty about whether the regressors are exact unit root processes. We study model selection probabilities, estimator…

Econometrics · Economics 2026-03-13 Karsten Reichold , Ulrike Schneider

This paper studies the asymptotics of resampling without replacement in the proportional regime where dimension $p$ and sample size $n$ are of the same order. For a given dataset $(X,y)\in \mathbb{R}^{n\times p}\times \mathbb{R}^n$ and…

Statistics Theory · Mathematics 2026-02-04 Pierre C. Bellec , Takuya Koriyama

This paper provides a selective review of the statistical network analysis literature focused on clustering and inference problems for stochastic blockmodels and their variants. We survey asymptotic normality results for stochastic…

Statistics Theory · Mathematics 2025-01-24 Joshua Agterberg , Joshua Cape

Off-policy evaluation can leverage logged data to estimate the effectiveness of new policies in e-commerce, search engines, media streaming services, or automatic diagnostic tools in healthcare. However, the performance of baseline…

Machine Learning · Computer Science 2025-03-03 Daniel Guzman-Olivares , Philipp Schmidt , Jacek Golebiowski , Artur Bekasov

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

Methodology · Statistics 2018-08-15 Anru Zhang , Lawrence D. Brown , T. Tony Cai

In the context of multiple regression model, suppose that the vector parameter of interest \beta is subjected to lie in the subspace hypothesis H\beta = h, where this restriction is based on either additional information or prior knowledge.…

Statistics Theory · Mathematics 2015-05-13 M. Norouzirad , M. Arashi , A. K. Md. Ehsanes Saleh

We consider the sparse high-dimensional linear regression model $Y=Xb+\epsilon$ where $b$ is a sparse vector. For the Bayesian approach to this problem, many authors have considered the behavior of the posterior distribution when, in truth,…

Statistics Theory · Mathematics 2017-04-11 Dana Yang