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In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…

Methodology · Statistics 2019-02-12 Siliang Gong , Kai Zhang , Yufeng Liu

Consider a linear model $y = X \beta + z$, $z \sim N(0, \sigma^2 I_n)$. The Gram matrix $\Theta = \frac{1}{n} X'X$ is non-sparse, but it is approximately the sum of two components, a low-rank matrix and a sparse matrix, where neither…

Methodology · Statistics 2017-05-31 Zheng Tracy Ke , Fan Yang

Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…

Methodology · Statistics 2016-09-30 Fan Li , Kari Lock Morgan , Alan M. Zaslavsky

Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…

Methodology · Statistics 2016-11-17 Fan Li , Kari Lock Morgan , Alan M. Zaslavsky

Mediation analysis is one of the most widely used statistical techniques in the social, behavioral, and medical sciences. Mediation models allow to study how an independent variable affects a dependent variable indirectly through one or…

Computation · Statistics 2022-08-18 Andreas Alfons , Nüfer Y. Ateş , Patrick J. F. Groenen

Heteroscedasticity testing is of importance in regression analysis. Existing local smoothing tests suffer severely from curse of dimensionality even when the number of covariates is moderate because of use of nonparametric estimation. In…

Methodology · Statistics 2015-10-14 Xuehu Zhu , Fei Chen , Xu Guo , Lixing Zhu

We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…

Methodology · Statistics 2016-12-20 Yoshiyuki Ninomiya , Satoshi Kuriki , Toshihiko Shiroishi , Toyoyuki Takada

We review recent advances in modal regression studies using kernel density estimation. Modal regression is an alternative approach for investigating relationship between a response variable and its covariates. Specifically, modal regression…

Methodology · Statistics 2017-12-08 Yen-Chi Chen

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…

Machine Learning · Computer Science 2024-12-24 Mingyang Cai , Thomas Klausch , Mark A. van de Wiel

Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…

Statistics Theory · Mathematics 2022-07-08 Wei Ma , Yichen Qin , Yang Li , Feifang Hu

A scalar-response functional model describes the association between a scalar response and a set of functional covariates. An important problem in the functional data literature is to test the nullity or linearity of the effect of the…

Methodology · Statistics 2017-10-17 Merve Yasemin Tekbudak , Marcela Alfaro Córdoba , Arnab Maity , Ana-Maria Staicu

Diagnostic tests play a crucial role in medical care. Thus any new diagnostic tests must undergo a thorough evaluation. New diagnostic tests are evaluated in comparison with the respective gold standard tests. The performance of binary…

Applications · Statistics 2025-09-17 Wan Nor Arifin , Umi Kalsom Yusof

Understanding causal relationships among the variables of a system is paramount to explain and control its behavior. For many real-world systems, however, the true causal graph is not readily available and one must resort to predictions…

Machine Learning · Statistics 2024-12-20 Elias Eulig , Atalanti A. Mastakouri , Patrick Blöbaum , Michaela Hardt , Dominik Janzing

How can we discern whether the covariance operator of a stochastic process is of reduced rank, and if so, what its precise rank is? And how can we do so at a given level of confidence? This question is central to a great deal of methods for…

Methodology · Statistics 2020-08-11 Anirvan Chakraborty , Victor M. Panaretos

Adjusting for covariates is a well established method to estimate the total causal effect of an exposure variable on an outcome of interest. Depending on the causal structure of the mechanism under study there may be different adjustment…

Statistics Theory · Mathematics 2021-04-27 Jack Kuipers , Giusi Moffa

The ability to order outcomes is necessary to make comparisons which is complicated when there is no natural ordering on the space of outcomes, as in the case of functional outcomes. This paper examines methods for extracting a scalar…

Methodology · Statistics 2024-02-06 Lanqiu Yao , Thaddeus Tarpey

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

Propensity scores are often used for stratification of treatment and control groups of subjects in observational data to remove confounding bias when estimating of causal effect of the treatment on an outcome in so-called potential outcome…

Statistics Theory · Mathematics 2018-04-24 Priyantha Wijayatunga

(To appear in The American Statistician.) Distance covariance (Sz\'ekely, Rizzo, and Bakirov, 2007) is a fascinating recent notion, which is popular as a test for dependence of any type between random variables $X$ and $Y$. This approach…

Methodology · Statistics 2024-07-08 Jakob Raymaekers , Peter J. Rousseeuw
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