Related papers: Generalized Ridge Regression: Applications to Nono…
Network regression with additive node-level random effects can be problematic when the primary interest is estimating unconditional regression coefficients and some covariates are exactly or nearly in the vector space of node-level effects.…
In many applications, linear models fit the data poorly. This article studies an appealing alternative, the generalized regression model. This model only assumes that there exists an unknown monotonically increasing link function connecting…
In this article, the analysis of misspecification was extended to the recently introduced stochastic restricted biased estimators when multicollinearity exists among the explanatory variables. The Stochastic Restricted Ridge Estimator…
Regressions created from experimental or simulated data enable the construction of metamodels, widely used in a variety of engineering applications. Many engineering problems involve multi-parametric physics whose corresponding…
This paper studies high-dimensional regression with two-way structured data. To estimate the high-dimensional coefficient vector, we propose the generalized matrix decomposition regression (GMDR) to efficiently leverage any auxiliary…
This paper analyzes the classical linear regression model with measurement errors in all the variables. First, we provide necessary and sufficient conditions for identification of the coefficients. We show that the coefficients are not…
Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…
Multiple linear regression is a basic statistical tool, yielding a prediction formula with the input variables, slopes, and an intercept. But is it really easy to see which terms have the largest effect, or to explain why the prediction of…
We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…
Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine learning. To address the effective handling of…
Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…
This paper analyzes the diagnostic of near multicollinearity in a multiple linear regression from auxiliary centered regressions (with intercept) and non-centered (without intercept). From these auxiliary regression, the centered and…
We develop a new method to fit the multivariate response linear regression model that exploits a parametric link between the regression coefficient matrix and the error covariance matrix. Specifically, we assume that the correlations…
This paper aims to review the methodology behind the generalized linear models which are used in analyzing the actuarial situations instead of the ordinary multiple linear regression. We introduce how to assess the adequacy of the model…
Previous algorithms for constructing regression tree models for longitudinal and multiresponse data have mostly followed the CART approach. Consequently, they inherit the same selection biases and computational difficulties as CART. We…
Specifications that impose constant treatment effects are common but biased, while fully flexible alternatives can be imprecise or infeasible. Under a bound on treatment effect heterogeneity, we propose a generalized ridge estimator,…
Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…
The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…
Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…
We study high-dimensional, ridge-regularized logistic regression in a setting in which the covariates may be missing or corrupted by additive noise. When both the covariates and the additive corruptions are independent and normally…