Related papers: Asymptotic Standard Errors for Reliability Coeffic…
Item Response Theory (IRT) is widely applied in the human sciences to model persons' responses on a set of items measuring one or more latent constructs. While several R packages have been developed that implement IRT models, they tend to…
We consider fully row/column-correlated linear regression models and study several classical estimators (including minimum norm interpolators (GLS), ordinary least squares (LS), and ridge regressors). We show that \emph{Random Duality…
Self-supervised learning models extract general-purpose representations from data. Quantifying the reliability of these representations is crucial, as many downstream models rely on them as input for their own tasks. To this end, we…
Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…
Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…
Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…
Linear regression models are useful statistical tools to analyze data sets in several different fields. There are several methods to estimate the parameters of a linear regression model. These methods usually perform under normally…
For estimating the proportion of false null hypotheses in multiple testing, a family of estimators by Storey (2002) is widely used in the applied and statistical literature, with many methods suggested for selecting the parameter $\lambda$.…
This paper considers the problem of variable selection allowing for parameter instability. It distinguishes between signal and pseudo-signal variables that are correlated with the target variable, and noise variables that are not, and…
Complementary features of randomized controlled trials (RCTs) and observational studies (OSs) can be used jointly to estimate the average treatment effect of a target population. We propose a calibration weighting estimator that enforces…
This paper presents a machine learning approach to multidimensional item response theory (MIRT), a class of latent factor models that can be used to model and predict student performance from observed assessment data. Inspired by…
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed effects. The test statistic resembles the Lagrange Multiplier (LM) test statistic in parametric models and is based on a…
This research deals with massive multiple hypothesis testing. First regarding multiple tests as an estimation problem under a proper population model, an error measurement called Erroneous Rejection Ratio (ERR) is introduced and related to…
This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…
We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…
Calibration measures whether a model's predicted confidence aligns with its empirical accuracy, and is central to the reliable deployment of large language models (LLMs) in high-stakes domains such as medicine and law. While much recent…
This paper proposes a class of ratio type estimators of finite population variance, when the population variance of an auxiliary character is known. Asymptotic expression for mean square error (MSE) is derived and compared with the mean…
Evaluations of large language models (LLMs) suffer from instability, where small changes of random factors such as few-shot examples can lead to drastic fluctuations of scores and even model rankings. Moreover, different LLMs can have…
A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…
Nonparametric two-stage procedures to construct fixed-width confidence intervals are studied to quantify uncertainty. It is shown that the validity of the random central limit theorem (RCLT) accompanied by a consistent and asymptotically…