相关论文: Two-Stage Least Squares Instrumental Variable Esti…

In this study, variable acceptance sampling plans under Type I hybrid censoring is designed for a lot of independent and identical units with exponential lifetimes using Bayesian estimate of the parameter $\vartheta$. This approach is new…

Invariable step size based least-mean-square error (ISS-LMS) was considered as a very simple adaptive filtering algorithm and hence it has been widely utilized in many applications, such as adaptive channel estimation. It is well known that…

In this note, we propose to use sparse methods (e.g. LASSO, Post-LASSO, sqrt-LASSO, and Post-sqrt-LASSO) to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with many instruments in…

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

In this paper, I show that classic two-stage least squares (2SLS) estimates are highly unstable with weak instruments. I propose a ridge estimator (ridge IV) and show that it is asymptotically normal even with weak instruments, whereas 2SLS…

Generalized estimating equations (GEE) are widely used to analyze longitudinal data; however, they are not appropriate for heteroscedastic data, because they only estimate regressor effects on the mean response{\textemdash}and therefore do…

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Consider a regression model with infinitely many parameters and time series errors. We are interested in choosing weights for averaging across generalized least squares (GLS) estimators obtained from a set of approximating models. However,…

We propose a Weighted Autoregressive Varying gatE (WAVE) attention mechanism equipped with both Autoregressive (AR) and Moving-average (MA) components. It can adapt to various attention mechanisms, enhancing and decoupling their ability to…

For many complex diseases, prognosis is of essential importance. It has been shown that, beyond the main effects of genetic (G) and environmental (E) risk factors, the gene-environment (G$\times$E) interactions also play a critical role. In…

We establish the first global convergence result of neural networks for two stage least squares (2SLS) approach in nonparametric instrumental variable regression (NPIV). This is achieved by adopting a lifted perspective through mean-field…

The accelerated failure time model has garnered attention due to its intuitive linear regression interpretation and has been successfully applied in fields such as biostatistics, clinical medicine, economics, and social sciences. This paper…

It is well known that in the presence of heteroscedasticity ordinary least squares estimator is not efficient. I propose a generalized automatic least squares estimator (GALS) that makes partial correction of heteroscedasticity based on a…

Identifying a biomarker or treatment-dose threshold that marks a specified level of risk is an important problem, especially in clinical trials. This risk, viewed as a function of thresholds and possibly adjusted for covariates, we call the…

Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…

We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time series graphical lasso to estimate sparse inverse spectral…

In observational studies, instrumental variable (IV) methods are commonly applied when there exists some unmeasured covariates. In Mendelian Randomization (MR), constructing an allele score by using many single nucleotide polymorphisms…

Inferring adverse events (AEs) of medical products from Spontaneous Reporting Systems (SRS) databases is a core challenge in contemporary pharmacovigilance. Bayesian methods for pharmacovigilance are attractive for their rigorous ability to…

In recent studies on sparse modeling, $l_q$ ($0<q<1$) regularized least squares regression ($l_q$LS) has received considerable attention due to its superiorities on sparsity-inducing and bias-reduction over the convex counterparts. In this…