相关论文: Likelihood confidence intervals for misspecified C…
It is common when using cross-section or panel data to assign each observation to a cluster and allow for arbitrary patterns of heteroskedasticity and correlation within clusters. For regression models, there are many ways to make…
One of the most common ways researchers compare survival outcomes across treatments when confounding is present is using Cox regression. This model is limited by its underlying assumption of proportional hazards; in some cases, substantial…
We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…
Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
In the context of the usual calibration model, we consider the case in which the independent variable is unobservable, but a pre-fixed value on its surrogate is available. Thus, considering controlled variables and assuming that the…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
Cross-validation (CV) is known to provide asymptotically exact tests and confidence intervals for model improvement but only when the model comparison is relatively stable. Surprisingly, we prove that even simple, individually stable models…
In the analysis of time-to-event data with multiple causes using a competing risks Cox model, often the cause of failure is unknown for some of the cases. The probability of a missing cause is typically assumed to be independent of the…
The purpose of this paper is to construct confidence intervals for the regression coefficients in the Fine-Gray model for competing risks data with random censoring, where the number of covariates can be larger than the sample size. Despite…
This paper studies distributionally robust optimization for a rich class of risk measures with ambiguity sets defined by $\phi$-divergences. The risk measures are allowed to be non-linear in probabilities, are represented by Choquet…
We propose a new likelihood-based approach for estimation, inference and variable selection for parametric cure regression models in time-to-event analysis under random right-censoring. In this context, it often happens that some subjects…
Eliminating the effect of confounding in observational studies typically involves fitting a model for an outcome adjusted for covariates. When, as often, these covariates are high-dimensional, this necessitates the use of sparse estimators…
The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…
The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. We show that the likelihood ratio test tends to…
Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…
In applications of linear mixed-effects models, experimenters often desire uncertainty quantification for random quantities, like predicted treatment effects for unobserved individuals or groups. For example, consider an agricultural…
In two harmonized efficacy studies to prevent HIV infection through multiple infusions of the monoclonal antibody VRC01, a key objective is to evaluate whether the serum concentration of VRC01, which changes cyclically over time along with…
A multiplier bootstrap procedure for construction of likelihood-based confidence sets is considered for finite samples and a possible model misspecification. Theoretical results justify the bootstrap validity for a small or moderate sample…
Cross-validation under sample selection bias can, in principle, be done by importance-weighting the empirical risk. However, the importance-weighted risk estimator produces sub-optimal hyperparameter estimates in problem settings where…