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Difference-in-Differences designs with staggered treatment adoption are widely used to study heterogeneous treatment effects across cohorts and time periods. We develop a probabilistic framework for estimating potentially high-dimensional…

Econometrics · Economics 2026-05-22 Siddhartha Chib , Kenichi Shimizu

Change-point models are frequently considered when modeling phenomena where a regime shift occurs at an unknown time. In ageing research, these models are commonly adopted to estimate of the onset of cognitive decline. Yet commonly used…

Methodology · Statistics 2025-02-13 Fernando Massa , Marco Scavino , Graciela Muniz-Terrera

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

In biomedical studies it is of substantial interest to develop risk prediction scores using high-dimensional data such as gene expression data for clinical endpoints that are subject to censoring. In the presence of well-established…

Applications · Statistics 2011-11-24 Qi Long , Matthias Chung , Carlos S. Moreno , Brent A. Johnson

In mixed longitudinal studies, a group of subjects enter the study at different ages (cross-sectional) and are followed for successive years (longitudinal). In the context of such studies, we consider nonparametric covariance estimation…

Methodology · Statistics 2020-12-02 Anru R. Zhang , Kehui Chen

As cancer patient survival improves, late effects from treatment are becoming the next clinical challenge. Chemotherapy and radiotherapy, for example, potentially increase the risk of both morbidity and mortality from second malignancies…

We present a method for the joint analysis of a panel of possibly nonstationary time series. The approach is Bayesian and uses a covariate-dependent infinite mixture model to incorporate multiple time series, with mixture components…

Methodology · Statistics 2020-06-05 Michael Bertolacci , Ori Rosen , Edward Cripps , Sally Cripps

Joint modelling of longitudinal and survival data is increasingly used in clinical trials on cancer. In prostate cancer for example, these models permit to account for the link between longitudinal measures of prostate-specific antigen…

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

Statistics Theory · Mathematics 2008-06-19 Judith J. Lok

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

In longitudinal studies, time-varying covariates are often endogenous, meaning their values depend on both their own history and that of the outcome variable. This violates key assumptions of Generalized Linear Mixed Effects Models (GLMMs),…

In this article, we present a Bayesian hierarchical model for predicting a latent health state from longitudinal clinical measurements. Model development is motivated by the need to integrate multiple sources of data to improve clinical…

Factors contributing to social inequalities are also associated with negative mental health outcomes leading to disparities in mental well-being. We propose a Bayesian hierarchical model which can evaluate the impact of policies on…

In recent years, spatial and spatio-temporal modeling have become an important area of research in many fields (epidemiology, environmental studies, disease mapping). In this work we propose different spatial models to study hospital…

Applications · Statistics 2010-06-21 Erik A. Sauleau , Valentina Mameli , Monica Musio

Analyzing outcomes in long-term cancer survivor studies can be complex. The effects of predictors on the failure process may be difficult to assess over longer periods of time, as the commonly used assumption of proportionality of hazards…

Applications · Statistics 2015-09-07 Yolanda Hagar , James J. Dignam , Vanja Dukic

Measuring the effect of patient safety improvement efforts is needed to determine their value but is difficult due to the inherent complexities of hospital operations. In this paper, we show by case study how interrupted time series design…

Applications · Statistics 2018-06-28 Diego A. Martinez , Mehdi Jalalpour , David T. Efron , Scott R. Levin

We propose a nonparametric method for detecting nonlinear causal relationship within a set of multidimensional discrete time series, by using sparse additive models (SpAMs). We show that, when the input to the SpAM is a $\beta$-mixing time…

Machine Learning · Statistics 2018-04-27 Yingxiang Yang , Adams Wei Yu , Zhaoran Wang , Tuo Zhao

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

Over the course of the COVID-19 pandemic, Generalised Additive Models (GAMs) have been successfully employed on numerous occasions to obtain vital data-driven insights. In this paper we further substantiate the success story of GAMs,…