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We propose a semi-partitioned Generalized Method of Moments (GMM) framework for analyzing longitudinal data with time-dependent covariates, within a marginal modeling paradigm. This approach addresses limitations of both aggregated and…
In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the…
Power and sample size calculations for Wald tests in generalized linear models (GLMs) are often limited to specific cases like logistic regression. More general methods typically require detailed study parameters that are difficult to…
Online learning has gained popularity in recent years due to the urgent need to analyse large-scale streaming data, which can be collected in perpetuity and serially dependent. This motivates us to develop the online generalized method of…
We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimation via GMM has been demonstrated to have computational and…
We propose a random-effects approach to missing values for generalized linear mixed model (GLMM) analysis. The method converts a GLMM with missing covariates to another GLMM without missing covariates. The standard GLMM analysis tools for…
Since Pearson [Philosophical Transactions of the Royal Society of London. A, 185 (1894), pp. 71-110] first applied the method of moments (MM) for modeling data as a mixture of one-dimensional Gaussians, moment-based estimation methods have…
In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…
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),…
We study estimation and inference using data collected by reinforcement learning (RL) algorithms. These algorithms adaptively experiment by interacting with individual units over multiple stages, updating their strategies based on past…
For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…
Instrumental variable analysis is a powerful tool for estimating causal effects when randomization or full control of confounders is not possible. The application of standard methods such as 2SLS, GMM, and more recent variants are…
With recent advances in sequencing technologies, large amounts of epigenomic data have become available and computational methods are contributing significantly to the progress of epigenetic research. As an orthogonal approach to methods…
Moment-based estimation is a theoretically attractive approach to parametric inference, especially when likelihood-based estimation is unavailable, misspecified, or computationally inconvenient. However, the moment equations involve sample…
In this paper, we develop a multi-step estimation procedure to simultaneously estimate the varying-coefficient functions using a local-linear generalized method of moments (GMM) based on continuous moment conditions. To incorporate spatial…
We consider mediated effects of an exposure, X on an outcome, Y, via a mediator, M, under no unmeasured confounding assumptions in the setting where models for the conditional expectation of the mediator and outcome are partially linear. We…
Generalized linear mixed-effects models (GLMMs) are widely used to analyze grouped and hierarchical data. In a GLMM, each response is assumed to follow an exponential-family distribution where the natural parameter is given by a linear…
We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…
This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator…
This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…