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This paper proposes valid inference tools, based on self-normalization, in time series expected shortfall regressions and, as a corollary, also in quantile regressions. Extant methods for such time series regressions, based on a bootstrap…
This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of the proposed estimator under both finite and infinite…
We study partially linear models in settings where observations are arranged in independent groups but may exhibit within-group dependence. Existing approaches estimate linear model parameters through weighted least squares, with optimal…
The difference in restricted mean survival times between two groups is a clinically relevant summary measure. With observational data, there may be imbalances in confounding variables between the two groups. One approach to account for such…
We propose a unified framework for likelihood-based regression modeling when the response variable has finite support. Our work is motivated by the fact that, in practice, observed data are discrete and bounded. The proposed methods assume…
We propose a simple modification to the wild bootstrap procedure and establish its asymptotic validity for linear regression models with many covariates and heteroskedastic errors. Monte Carlo simulations show that the modified wild…
Case-control sampling is a commonly used retrospective sampling design to alleviate imbalanced structure of binary data. When fitting the logistic regression model with case-control data, although the slope parameter of the model can be…
The age of big data has produced data sets that are computationally expensive to analyze and store. Algorithmic leveraging proposes that we sample observations from the original data set to generate a representative data set and then…
Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…
Distribution forecast can quantify forecast uncertainty and provide various forecast scenarios with their corresponding estimated probabilities. Accurate distribution forecast is crucial for planning - for example when making production…
Variational logistic regression is a popular method for approximate Bayesian inference seeing wide-spread use in many areas of machine learning including: Bayesian optimization, reinforcement learning and multi-instance learning to name a…
The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…
The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…
Proportional mean residual life model is studied for analysing survival data from the case-cohort design. To simultaneously estimate the regression parameters and the baseline mean residual life function, weighted estimating equations based…
This paper proposes methods for likelihood-based inference in multivariate linear regressions when the correlation matrix of the responses is separable; that is, it has a Kronecker product structure, but the variances are unrestricted. The…
Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a…
Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
We study cluster-robust inference for logistic regression (logit) models. Inference based on the most commonly-used cluster-robust variance matrix estimator (CRVE) can be very unreliable. We study several alternatives. Conceptually the…
We propose a generalisation of the logistic regression model, that aims to account for non-linear main effects and complex interactions, while keeping the model inherently explainable. This is obtained by starting with log-odds that are…