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Simultaneous confidence bands (SCBs) for percentiles in linear regression are valuable tools with many applications. In this paper, we propose a novel criterion for comparing SCBs for percentiles, termed the Minimum Area Confidence Set…

Methodology · Statistics 2023-09-15 Lingjiao Wang , Yang Han , Wei Liu , Frank Bretz

Kernel-based estimators such as local polynomial estimators in regression discontinuity designs are often evaluated at multiple bandwidths as a form of sensitivity analysis. However, if in the reported results, a researcher selects the…

Applications · Statistics 2018-03-29 Timothy B. Armstrong , Michal Kolesár

Epidemiological models contain a set of parameters that must be adjusted based on available observations. Once a model has been calibrated, it can be used as a forecasting tool to make predictions and to evaluate contingency plans. It is…

Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…

Methodology · Statistics 2021-09-20 Katarzyna Reluga , María José Lombardía , Stefan Andreas Sperlich

Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…

Methodology · Statistics 2022-12-22 Teemu Säilynoja , Paul-Christian Bürkner , Aki Vehtari

The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…

Methodology · Statistics 2021-07-14 Yuta Hamaguchi , Hisashi Noma , Kengo Nagashima , Tomohide Yamada , Toshi A. Furukawa

Causal inference is widely used in various fields, such as biology, psychology and economics, etc. In observational studies, we need to balance the covariates before estimating causal effect. This study extends the one-dimensional entropy…

Methodology · Statistics 2022-05-19 Juan Chen , Yingchun Zhou

The problem of existence of adaptive confidence bands for an unknown density $f$ that belongs to a nested scale of H\"{o}lder classes over $\mathbb{R}$ or $[0,1]$ is considered. Whereas honest adaptive inference in this problem is…

Statistics Theory · Mathematics 2012-02-24 Marc Hoffmann , Richard Nickl

Studying the effects of one-way variation of any number of parameters on any number of output probabilities quickly becomes infeasible in practice, especially if various evidence profiles are to be taken into consideration. To provide for…

Artificial Intelligence · Computer Science 2012-07-09 Silja Renooij , Linda C. van der Gaag

Experimenters often collect baseline data to study heterogeneity. I propose the first valid confidence intervals for the VCATE, the treatment effect variance explained by observables. Conventional approaches yield incorrect coverage when…

Econometrics · Economics 2023-06-07 Alejandro Sanchez-Becerra

Outcome-dependent sampling designs are common in many different scientific fields including epidemiology, ecology, and economics. As with all observational studies, such designs often suffer from unmeasured confounding, which generally…

Methodology · Statistics 2020-10-13 Erin E. Gabriel , Michael C. Sachs , Arvid Sjölander

Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature…

Methodology · Statistics 2012-01-11 Charles E. McCulloch , John M. Neuhaus

This paper concerns the construction of confidence intervals in standard seroprevalence surveys. In particular, we discuss methods for constructing confidence intervals for the proportion of individuals in a population infected with a…

Applications · Statistics 2021-10-05 Thomas J. DiCiccio , David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

Suppose that one observes pairs $(x_1,Y_1)$, $(x_2,Y_2)$, ..., $(x_n,Y_n)$, where $x_1\le x_2\le ... \le x_n$ are fixed numbers, and $Y_1,Y_2,...,Y_n$ are independent random variables with unknown distributions. The only assumption is that…

Statistics Theory · Mathematics 2008-02-28 Lutz Duembgen

Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

Machine Learning · Statistics 2024-05-30 Charles Guille-Escuret , Eugene Ndiaye

Small area ecological studies are commonly used in epidemiology to assess the impact of area level risk factors on health outcomes when data are only available in an aggregated form. However the resulting estimates are often biased due to…

Applications · Statistics 2017-01-19 Yingbo Wang , Sylvia Richardson , Anna Hansell , Marta Blangiardo

Among plausible causes for replicability failure, one that has not received sufficient attention is the environment in which the research is conducted. Consisting of the population, equipment, personnel, and various conditions such as…

Methodology · Statistics 2020-09-01 James J. Higgins , Michael J. Higgins , Jinguang Lin

An important problem in statistics is the construction of confidence regions for unknown parameters. In most cases, asymptotic distribution theory is used to construct confidence regions, so any coverage probability claims only hold…

Statistics Theory · Mathematics 2014-10-28 Ryan Martin

This paper considers generalized linear models in the presence of many controls. We lay out a general methodology to estimate an effect of interest based on the construction of an instrument that immunize against model selection mistakes…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Victor Chernozhukov , Ying Wei

Today, generalized linear mixed models are broadly used in many fields. However, the development of tools for performing simultaneous inference has been largely neglected in this domain. A framework for joint inference is indispensable to…

Applications · Statistics 2021-07-12 Katarzyna Reluga , María-José Lombardía , Stefan Sperlich