Related papers: Dyadic data with ordered outcome variables

This article introduces a regularization and selection methods for directed networks with nodal homophily and nodal effects. The proposed approach not only preserves the statistical efficiency of the resulting estimator, but also ensures…

This article deals with asimple issue: if we have grouped data with a binary dependent variable and want to include fixed effects (group specific intercepts) in the specification, is Ordinary Least Squares (OLS) in any way superior to a…

Naive maximum likelihood estimation of binary logit models with fixed effects leads to unreliable inference due to the incidental parameter problem. We study the case of three-dimensional panel data, where the model includes three sets of…

Ordinal regression (OR, also called ordinal classification) is classification of ordinal data, in which the underlying target variable is categorical and considered to have a natural ordinal relation for the underlying explanatory variable.…

We study a fixed-$T$ panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We provide identification results for the autoregressive parameter, regression coefficients, and the threshold parameters…

Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in…

For the estimation of cumulative link models for ordinal data, the bias-reducing adjusted score equations in \citet{firth:93} are obtained, whose solution ensures an estimator with smaller asymptotic bias than the maximum likelihood…

Many applications in preference learning assume that decisions come from the maximization of a stable utility function. Yet a large experimental literature shows that individual choices and judgements can be affected by "irrelevant" aspects…

Current Targeted Maximum Likelihood Estimation (TMLE) methods used to analyze time-to-event data estimate the survival probability for each time point separately, which result in estimates that are not necessarily monotone. In this paper,…

Across research disciplines, cluster randomized trials (CRTs) are commonly implemented to evaluate interventions delivered to groups of participants, such as communities and clinics. Despite advances in the design and analysis of CRTs,…

We introduce a flexible parametric mixed effects model for correlated binary data, with parameters that can be directly interpreted as marginal odds ratios. This leads to a robust estimation equation with an optimal weighting matrix being…

We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential…

Although deep learning models have driven state-of-the-art performance on a wide array of tasks, they are prone to spurious correlations that should not be learned as predictive clues. To mitigate this problem, we propose a causality-based…

Causal learning is the key to obtaining stable predictions and answering \textit{what if} problems in decision-makings. In causal learning, it is central to seek methods to estimate the average treatment effect (ATE) from observational…

We propose a new method to estimate structural parameters in multi-way networks while controlling for rich structures of fixed effects. The method is based on a series of classification tasks and is agnostic to both the number and structure…

The estimation of causal effects with observational data continues to be a very active research area. In recent years, researchers have developed new frameworks which use machine learning to relax classical assumptions necessary for the…

We consider estimating a low-dimensional parameter in an estimating equation involving high-dimensional nuisances that depend on the parameter. A central example is the efficient estimating equation for the (local) quantile treatment effect…

The use of machine learning methods helps to improve decision making in different fields. In particular, the idea of bridging predictions (machine learning models) and prescriptions (optimization problems) is gaining attention within the…

There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…

In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of…