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We study the statistical properties of an estimator derived by applying a gradient ascent method with multiple initializations to a multi-modal likelihood function. We derive the population quantity that is the target of this estimator and…

统计理论 · 数学 2022-01-04 Yen-Chi Chen

For the over-identified linear instrumental variables model, researchers commonly report the 2SLS estimate along with the robust standard error and seek to conduct inference with these quantities. If errors are homoskedastic, one can…

计量经济学 · 经济学 2023-11-28 David S. Lee , Justin McCrary , Marcelo J. Moreira , Jack Porter , Luther Yap

We recently proposed a robust effect size index (RESI) that is related to the non-centrality parameter of a test statistic. RESI is advantageous over common indices because (1) it is widely applicable to many types of data; (2) it can rely…

统计方法学 · 统计学 2021-11-12 Kaidi Kang , Kristan Armstrong , Suzanne Avery , Maureen McHugo , Stephan Heckers , Simon Vandekar

The Cox model is an indispensable tool for time-to-event analysis, particularly in biomedical research. However, medicine is undergoing a profound transformation, generating data at an unprecedented scale, which opens new frontiers to study…

统计方法学 · 统计学 2023-03-07 Alexander W. Jung , Moritz Gerstung

Effect size indices are useful parameters that quantify the strength of association and are unaffected by sample size. There are many available effect size parameters and estimators, but it is difficult to compare effect sizes across…

统计计算 · 统计学 2023-02-27 Megan Jones , Kaidi Kang , Simon Vandekar

The Cox regression, a semi-parametric method of survival analysis, is extremely popular in biomedical applications. The proportional hazards assumption is a key requirement in the Cox model. To accommodate non-proportional hazards, we…

统计方法学 · 统计学 2022-06-13 Alexander Begun , Elena Kulinskaya

The likelihood ratio test is widely used in exploratory factor analysis to assess the model fit and determine the number of latent factors. Despite its popularity and clear statistical rationale, researchers have found that when the…

统计理论 · 数学 2025-01-08 Yinqiu He , Zi Wang , Gongjun Xu

We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…

计量经济学 · 经济学 2023-08-11 Timothy B. Armstrong , Michal Kolesár , Soonwoo Kwon

Interval censoring arises frequently in clinical, epidemiological, financial, and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the…

统计方法学 · 统计学 2016-03-01 Donglin Zeng , Lu Mao , D. Y. Lin

Epidemiologic studies often evaluate the association between an exposure and an event risk. When time-varying, exposure updates usually occur at discrete visits although changes are in continuous time and survival models require values to…

Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for…

统计方法学 · 统计学 2023-05-09 Nir Keret , Malka Gorfine

We study a likelihood ratio test for the location of the mode of a log-concave density. Our test is based on comparison of the log-likelihoods corresponding to the unconstrained maximum likelihood estimator of a log-concave density and the…

统计理论 · 数学 2018-06-05 Charles R. Doss , Jon A. Wellner

This paper utilizes the modified signed log-likelihood ratio method for the problem of inference about the common coefficient of variation in several independent normal populations. This method is applicable for both the problem of…

统计计算 · 统计学 2017-07-14 Mohmammad Reza Kazemi , Ali Akbar Jafari

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed exactly but rather known to lie in an interval between two successive…

统计方法学 · 统计学 2016-03-02 Lu Mao , D. Y. Lin , Donglin Zeng

After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…

统计方法学 · 统计学 2020-07-07 Oliver Dukes , Vahe Avagyan , Stijn Vansteelandt

This article provides a weighted model confidence set, whenever underling model has been misspecified and some part of support of random variable $X$ conveys some important information about underling true model. Application of such…

应用统计 · 统计学 2017-01-20 Amir T. Payandeh Najafabadi , Ghobad Barmalzan , Shahla Aghaei

In a completely randomized experiment, the variances of treatment effect estimators in the finite population are usually not identifiable and hence not estimable. Although some estimable bounds of the variances have been established in the…

统计理论 · 数学 2022-09-20 Ruoyu Wang , Qihua Wang , Wang Miao , Xiaohua Zhou

In the analysis of survival outcome supplemented with both clinical information and high-dimensional gene expression data, use of the traditional Cox proportional hazards model (1972) fails to meet some emerging needs in biomedical…

统计计算 · 统计学 2018-02-26 Jean Claude Utazirubanda , Tomas Leon , Papa Ngom

We consider the problem of constructing confidence intervals (CIs) for the population mean of $N$ values $\{x_1, \ldots, x_N\} \subset \Sigma^N$ based on a random sample of size $n$, denoted by $X^n \equiv (X_1, \ldots, X_n)$, drawn…

统计理论 · 数学 2026-03-17 Shubhanshu Shekhar , Aaditya Ramdas

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

统计方法学 · 统计学 2022-06-06 Shunichiro Orihara