Related papers: Overidentification testing with weak instruments a…

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

With the violation of the assumption of homoskedasticity, least squares estimators of the variance become inefficient and statistical inference conducted with invalid standard errors leads to misleading rejection rates. Despite a vast…

Epidemiologic and genetic studies in chronic obstructive pulmonary disease (COPD) and many complex diseases suggest subgroup disparities (e.g., by sex). We consider this problem from the standpoint of integrative analysis where we combine…

We give analytic methods for nonparametric bias reduction that remove the need for computationally intensive methods like the bootstrap and the jackknife. We call an estimate {\it $p$th order} if its bias has magnitude $n_0^{-p}$ as $n_0…

Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. Most IV analyses use naturally occurring instruments, such as distance to a hospital. In these analyses, investigators must assume the…

In an instrumental variable model, the score statistic can be bounded for any alternative in parts of the parameter space. These regions involve a constraint on the first-stage regression coefficients and the reduced-form covariance matrix.…

Knee osteoarthritis (OA) is one of the highest disability factors in the world. This musculoskeletal disorder is assessed from clinical symptoms, and typically confirmed via radiographic assessment. This visual assessment done by a…

In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso…

We develop new methods for constructing confidence sets and intervals in linear instrumental variables (IV) models based on tests that remain valid under weak identification and under heteroskedastic, autocorrelated, or clustered errors. In…

Meta-analysis combines pertinent information from existing studies to provide an overall estimate of population parameters/effect sizes, as well as to quantify and explain the differences between studies. However, testing the between-study…

The classical tests in the instrumental variable model can behave arbitrarily if the data is contaminated. For instance, one outlying observation can be enough to change the outcome of a test. We develop a framework to construct testing…

Cardiac muscle tissue exhibits highly non-linear hyperelastic and orthotropic material behavior during passive deformation. Traditional constitutive identification protocols therefore combine multiple loading modes and typically require…

"Effective robustness" measures the extra out-of-distribution (OOD) robustness beyond what can be predicted from the in-distribution (ID) performance. Existing effective robustness evaluations typically use a single test set such as…

Cryo-electron microscopy is a revolutionary technique that can provide 3D density maps at near-atomic resolution. However, map validation is still an open issue in the field. Despite several efforts from the community, it is possible to…

Interstitial lung diseases (ILD) present diagnostic challenges due to their varied manifestations and overlapping imaging features. To address this, we propose a machine learning approach that utilizes CLIP, a multimodal (image and text)…

We address the problem of testing weak optimality of a given solution of a given interval linear program. The problem was recently wrongly stated to be polynomially solvable. We disprove it. We show that the problem is NP-hard in general.…

With the growing availability of machine-learned interatomic potential (MLIP) models for materials simulations, there is an increasing demand for robust, automated, and chemically insightful benchmarking methodologies. In response, we here…

The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As application, we formulate a goodness-of-fit test and an…

In big data analysis for detecting rare and weak signals among $n$ features, some grouping-test methods such as Higher Criticism test (HC), Berk-Jones test (B-J), and $\phi$-divergence test share the similar asymptotical optimality when $n…