相关论文: Estimating grouped data models with a binary depen…

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

This paper proposes linear estimation methods for dynamic fixed effects logit models only with time effects (i.e., those only with time dummies and only with time trends). The linear estimators point-identify transformations of parameters…

The identification of the network effect is based on either group size variation, the structure of the network or the relative position in the network. I provide easy-to-verify necessary conditions for identification of undirected network…

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established…

This paper analyses the use of bootstrap methods to test for parameter change in linear models estimated via Two Stage Least Squares (2SLS). Two types of test are considered: one where the null hypothesis is of no change and the alternative…

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…

Subgroup analysis evaluates treatment effects across multiple sub-populations. When subgroups are defined by latent memberships inferred from imperfect measurements, the analysis typically involves two inter-connected models, a latent class…

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Misspecified models often provide useful information about the true data generating distribution. For example, if $y$ is a non-linear function of $x$ the least squares estimator $\hat{\beta}$ is an estimate of $\beta$, the slope of the best…

To estimate the causal effects of beliefs on actions, researchers often run information provision experiments. We consider the causal interpretation of two-stage least squares (TSLS) estimators in these experiments. We characterize common…

Shrinkage methods are frequently used to improve the precision of least squares estimators of fixed effects. However, widely used shrinkage estimators guarantee improved precision only under strong distributional assumptions. I develop an…

We develop an improvement to conditional logistic regression (CLR) in the setting where the parameter of interest is the additive effect of binary treatment effect on log-odds of the positive level in the binary response. Our improvement is…

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…

Causal inference methods have been applied in various fields where researchers want to estimate treatment effects. In traditional causal inference settings, one assumes that the outcome of a unit does not depend on treatments of other…

Linear discriminant analysis (LDA) is an important classification tool in statistics and machine learning. This paper investigates the varying coefficient LDA model for dynamic data, with Bayes' discriminant direction being a function of…

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

We study estimation of and inference for the average causal effect of treating every member of a population, as opposed to none, using an experiment that treats only some. Considering settings where spillovers can occur between any pair of…