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One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu

Semisupervised methods are techniques for using labeled data $(X_1,Y_1),\ldots,(X_n,Y_n)$ together with unlabeled data $X_{n+1},\ldots,X_N$ to make predictions. These methods invoke some assumptions that link the marginal distribution $P_X$…

Statistics Theory · Mathematics 2013-05-27 Martin Azizyan , Aarti Singh , Larry Wasserman

In pharmacoepidemiology, safety and effectiveness are frequently evaluated using readily available administrative and electronic health records data. In these settings, detailed confounder data are often not available in all data sources…

This paper considers endogenous selection models, in particular nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variables. Using a selection equation which is additively separable…

Statistics Theory · Mathematics 2020-10-07 Eric Gautier

When data are incomplete, a random vector Y for the data process together with a binary random vector R for the process that causes missing data, are modelled jointly. We review conditions under which R can be ignored for drawing likelihood…

Methodology · Statistics 2019-04-01 John C Galati

Nonresponse is present in almost all surveys and can severely bias estimates. It is usually distinguished between unit and item nonresponse: in the former, we completely fail to have information from a unit selected in the sample, while in…

Methodology · Statistics 2015-08-25 Alina Matei , M. Giovanna Ranalli

Latent feature models (LFM)s are widely employed for extracting latent structures of data. While offering high, parameter estimation is difficult with LFMs because of the combinational nature of latent features, and non-identifiability is a…

Machine Learning · Computer Science 2018-09-27 Ryota Suzuki , Shingo Takahashi , Murtuza Petladwala , Shigeru Kohmoto

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the…

Statistics Theory · Mathematics 2008-04-04 Xiaohong Chen , Han Hong , Alessandro Tarozzi

Stochastic volatility models that treat the variance of a time series as a stochastic process have proven to be important tools for analyzing dynamic variability. Current methods for fitting and conducting inference on stochastic volatility…

Methodology · Statistics 2025-01-28 Gehui Zhang , Gong Tang , Lori Scott , Robert T Krafty

Empirical researchers are often interested in not only whether a treatment affects an outcome of interest, but also how the treatment effect arises. Causal mediation analysis provides a formal framework to identify causal mechanisms through…

Econometrics · Economics 2022-02-01 Bora Kim

In the presence of a missing response, reweighting the complete case subsample by the inverse of nonmissing probability is both intuitive and easy to implement. When the population totals of some auxiliary variables are known and when the…

Methodology · Statistics 2014-10-16 Kwun Chuen Gary Chan , Sheung Chi Phillip Yam

In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one…

Methodology · Statistics 2016-10-28 Haiming Zhou , Xianzheng Huang

Marginal structural models (MSMs) are commonly used to estimate causal intervention effects in longitudinal non-randomised studies. A common issue when analysing data from observational studies is the presence of incomplete confounder data,…

Methodology · Statistics 2019-12-02 Clemence Leyrat , James R Carpenter , Sebastien Bailly , Elizabeth J Willamson

Imputation is an attractive tool for dealing with the widespread issue of missing values. Consequently, studying and developing imputation methods has been an active field of research over the last decade. Faced with an imputation task and…

Methodology · Statistics 2025-07-16 Jeffrey Näf , Krystyna Grzesiak , Erwan Scornet

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

Methodology · Statistics 2017-04-06 Iván Díaz , Mark J. van der Laan

Nonparametric regression imputation is commonly used in missing data analysis. However, it suffers from the ``curse of dimension". The problem can be alleviated by the explosive sample size in the era of big data, while the large-scale data…

Methodology · Statistics 2023-09-26 Ruoyu Wang , Miaomiao Su , Qihua Wang

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

Methodology · Statistics 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

Time series in real-world applications often have missing observations, making typical analytical methods unsuitable. One method for dealing with missing data is the concept of amplitude modulation. While this principle works with any data,…

Methodology · Statistics 2024-04-19 Simon Nik

Measurement system analysis aims to quantify the variability in data attributable to the measurement system and evaluate its contribution to overall data variability. This paper conducts a rigorous theoretical investigation of the…

Applications · Statistics 2025-01-31 Banafsheh Lashkari , Shojaeddin Chenouri

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

Statistics Theory · Mathematics 2019-10-15 Mark Koudstaal , Dengdeng Yu , Dehan Kong , Fang Yao