Related papers: Refined Cluster Robust Inference
Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…
We develop a simple and unified approach to investigate several aspects of the cluster statistics of random expansive (multi-)sets. In particular, we determine the limiting distribution of the size of the smallest and largest clusters, we…
We study the clustering problem for mixtures of bounded covariance distributions, under a fine-grained separation assumption. Specifically, given samples from a $k$-component mixture distribution $D = \sum_{i =1}^k w_i P_i$, where each $w_i…
We consider inference in regression discontinuity designs when the running variable only takes a moderate number of distinct values. In particular, we study the common practice of using confidence intervals (CIs) based on standard errors…
We present a new computation of the critical value of the random-cluster model with cluster weight $q\ge 1$ on $\mathbb{Z}^2$. This provides an alternative approach to the result of Beffara and Duminil-Copin. We believe that this approach…
Cluster-level dynamic treatment regimens can be used to guide sequential, intervention or treatment decision-making at the cluster level in order to improve outcomes at the individual or patient-level. In a cluster-level DTR, the…
In observational causal inference, domain knowledge often leaves multiple covariate adjustments plausible, yet which sets satisfy ignorability is untestable. Different adjustment sets can yield conflicting estimates of the average treatment…
This article proposes a novel variance estimator for within-cluster resampling (WCR) and modified within-cluster resampling (MWCR) - two existing methods for analyzing longitudinal data. WCR is a simple but computationally intensive method,…
We revisit the classical approach to cluster expansions, based on tree graphs, and establish a new convergence condition that improves those by Kotecky-Preiss and Dobrushin, as we show in some examples. The two ingredients of our approach…
We propose a general approach for distance based clustering, using the gradient of the cost function that measures clustering quality with respect to cluster assignments and cluster center positions. The approach is an iterative two step…
We consider (robust) inference in the context of a factor model for tensor-valued sequences. We study the consistency of the estimated common factors and loadings space when using estimators based on minimising quadratic loss functions.…
Motivated by the fact that distances between data points in many real-world clustering instances are often based on heuristic measures, Bilu and Linial~\cite{BL} proposed analyzing objective based clustering problems under the assumption…
In situations like tax declarations or analyzes of household budgets we would like to automatically evaluate credibility of exogenous variable (declared income) based on some available (endogenous) variables - we want to build a model and…
In the past few years powerful generalizations to the Euclidean k-means problem have been made, such as Bregman clustering [7], co-clustering (i.e., simultaneous clustering of rows and columns of an input matrix) [9,18], and tensor…
We introduce a criterion, resilience, which allows properties of a dataset (such as its mean or best low rank approximation) to be robustly computed, even in the presence of a large fraction of arbitrary additional data. Resilience is a…
In semivarying coefficient models for longitudinal/clustered data, usually of primary interest is usually the parametric component which involves unknown constant coefficients. First, we study semiparametric efficiency bound for estimation…
Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…
We study cluster-robust inference for logistic regression (logit) models. Inference based on the most commonly-used cluster-robust variance matrix estimator (CRVE) can be very unreliable. We study several alternatives. Conceptually the…
Standard agglomerative clustering suggests establishing a new reliable linkage at every step. However, in order to provide adaptive, density-consistent and flexible solutions, we study extracting all the reliable linkages at each step,…
Mixtures of Gaussian factors are powerful tools for modeling an unobserved heterogeneous population, offering - at the same time - dimension reduction and model-based clustering. Unfortunately, the high prevalence of spurious solutions and…