Extrapolation before imputation reduces bias when imputing censored covariates
Fuente:
arXiv
Guardado en:
| Autores principales: | Lotspeich, Sarah C., Garcia, Tanya P. |
|---|---|
| Formato: | Preprint |
| Publicado: |
2022
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Improved computational efficiency and stability when imputing censored covariates: Analytic and numerical approaches
por: Lotspeich, Sarah C., et al.
Publicado: (2024)
por: Lotspeich, Sarah C., et al.
Publicado: (2024)
Correction of estimator bias in linear regression with categorical covariates with classification error
por: Dias, Alexandre Garcia, et al.
Publicado: (2025)
por: Dias, Alexandre Garcia, et al.
Publicado: (2025)
Unraveling Residualization: enhancing its application and exposing its relationship with the FWL theorem
por: García, Catalina García, et al.
Publicado: (2024)
por: García, Catalina García, et al.
Publicado: (2024)
Inference for high-dimensional linear expectile regression with de-biased method
por: Li, Xiang, et al.
Publicado: (2024)
por: Li, Xiang, et al.
Publicado: (2024)
Generalized Ridge Regression: Biased Estimation for Multiple Linear Regression Models
por: Gómez, Román Salmerón, et al.
Publicado: (2024)
por: Gómez, Román Salmerón, et al.
Publicado: (2024)
Generalized Ridge Regression: Applications to Nonorthogonal Linear Regression Models
por: Gómez, Román Salmerón, et al.
Publicado: (2025)
por: Gómez, Román Salmerón, et al.
Publicado: (2025)
Knockoffs for exchangeable categorical covariates
por: Dreassi, Emanuela, et al.
Publicado: (2024)
por: Dreassi, Emanuela, et al.
Publicado: (2024)
Aggregated Sure Independence Screening for Variable Selection with Interaction Structures
por: Zhang, Tonglin
Publicado: (2024)
por: Zhang, Tonglin
Publicado: (2024)
Selection of Ultrahigh-Dimensional Interactions Using $L_0$ Penalty
por: Zhang, Tonglin
Publicado: (2024)
por: Zhang, Tonglin
Publicado: (2024)
Bayesian Global-Local Shrinkage with Univariate Guidance for Ultra-High-Dimensional Regression
por: Das, Priyam
Publicado: (2026)
por: Das, Priyam
Publicado: (2026)
Estimation of Quantile Functionals in Linear Model
por: Jurečková, Jana, et al.
Publicado: (2024)
por: Jurečková, Jana, et al.
Publicado: (2024)
Semi-supervised linear regression with missing covariates
por: Risebrow, Benedict M., et al.
Publicado: (2026)
por: Risebrow, Benedict M., et al.
Publicado: (2026)
The flexible Gumbel distribution: A new model for inference about the mode
por: Liu, Qingyang, et al.
Publicado: (2022)
por: Liu, Qingyang, et al.
Publicado: (2022)
Parametric Modal Regression with Error in Covariates
por: Liu, Qingyang, et al.
Publicado: (2022)
por: Liu, Qingyang, et al.
Publicado: (2022)
Bayesian Analysis on Limiting the Student-$t$ Linear Regression Model
por: Hayashi, Yoshiko
Publicado: (2020)
por: Hayashi, Yoshiko
Publicado: (2020)
Variable Fusion and Selection via a Spike-and-Slab Approach with Nonlocal Priors
por: Miyake, Junya, et al.
Publicado: (2026)
por: Miyake, Junya, et al.
Publicado: (2026)
Essential Properties of Type III* Methods
por: LaMotte, Lynn Roy
Publicado: (2024)
por: LaMotte, Lynn Roy
Publicado: (2024)
Exact MLE for Generalized Linear Mixed Models
por: Zhang, Tonglin
Publicado: (2024)
por: Zhang, Tonglin
Publicado: (2024)
Berry-Esseen bounds for design-based causal inference with possibly diverging treatment levels and varying group sizes
por: Shi, Lei, et al.
Publicado: (2022)
por: Shi, Lei, et al.
Publicado: (2022)
Asymptotic theory of the quadratic assignment procedure for dyadic data analysis
por: Shi, Lei, et al.
Publicado: (2024)
por: Shi, Lei, et al.
Publicado: (2024)
Design-based causal inference in bipartite experiments
por: Lu, Sizhu, et al.
Publicado: (2025)
por: Lu, Sizhu, et al.
Publicado: (2025)
Forward selection and post-selection inference in factorial designs
por: Shi, Lei, et al.
Publicado: (2023)
por: Shi, Lei, et al.
Publicado: (2023)
Wavelet-based estimation of long-memory parameter in stochastic volatility models using a robust log-periodogram
por: N'Daam, Manganaw, et al.
Publicado: (2025)
por: N'Daam, Manganaw, et al.
Publicado: (2025)
The Generalized Elastic Net for least squares regression with network-aligned signal and correlated design
por: Tran, Huy, et al.
Publicado: (2022)
por: Tran, Huy, et al.
Publicado: (2022)
A Bayesian Approach to Estimating Effect Sizes in Educational Research
por: Bähni, Yannis
Publicado: (2025)
por: Bähni, Yannis
Publicado: (2025)
Multiple data-driven missing imputation
por: Kavun, Sergii
Publicado: (2025)
por: Kavun, Sergii
Publicado: (2025)
Time-series imputation using low-rank matrix completion
por: Poudevigne, Thomas, et al.
Publicado: (2024)
por: Poudevigne, Thomas, et al.
Publicado: (2024)
Testing for linearity in scalar-on-function regression with responses missing at random
por: Febrero-Bande, Manuel, et al.
Publicado: (2023)
por: Febrero-Bande, Manuel, et al.
Publicado: (2023)
Dynamic Time Warping-based imputation of long gaps in human mobility trajectories
por: McCool, Danielle, et al.
Publicado: (2024)
por: McCool, Danielle, et al.
Publicado: (2024)
Structure and Sensitivity in Differential Privacy: Comparing K-Norm Mechanisms
por: Awan, Jordan, et al.
Publicado: (2018)
por: Awan, Jordan, et al.
Publicado: (2018)
Masking criteria for selecting an imputation model
por: Yang, Yanjiao, et al.
Publicado: (2025)
por: Yang, Yanjiao, et al.
Publicado: (2025)
Variable screening using factor analysis for high-dimensional data with multicollinearity
por: Tanaka, Shuntaro, et al.
Publicado: (2023)
por: Tanaka, Shuntaro, et al.
Publicado: (2023)
A spatial-correlated multitask linear mixed-effects model for imaging genetics
por: Pu, Zhibin, et al.
Publicado: (2024)
por: Pu, Zhibin, et al.
Publicado: (2024)
Robust Estimation under Linear Mixed Models: The Minimum Density Power Divergence Approach
por: Saraceno, Giovanni, et al.
Publicado: (2020)
por: Saraceno, Giovanni, et al.
Publicado: (2020)
Structured prior distributions for the covariance matrix in latent factor models
por: Heaps, Sarah Elizabeth, et al.
Publicado: (2022)
por: Heaps, Sarah Elizabeth, et al.
Publicado: (2022)
Stochastic EM Estimation and Inference for Zero-Inflated Beta-Binomial Mixed Models for Longitudinal Count Data
por: Barrera, John, et al.
Publicado: (2026)
por: Barrera, John, et al.
Publicado: (2026)
Adaptive Kernel Regression for Constrained Route Alignment: Theory and Iterative Data Sharpening
por: Du, Shiyin, et al.
Publicado: (2026)
por: Du, Shiyin, et al.
Publicado: (2026)
Copula-Based Estimation of Causal Effects in Multiple Linear and Path Analysis Models
por: Ali, Alam, et al.
Publicado: (2024)
por: Ali, Alam, et al.
Publicado: (2024)
Non-parametric estimation of transition intensities in interval censored Markov multi-state models without loops
por: Gomon, Daniel, et al.
Publicado: (2024)
por: Gomon, Daniel, et al.
Publicado: (2024)
Laplace Variational Inference for Bayesian Envelope Models
por: Kim, Seunghyeon, et al.
Publicado: (2026)
por: Kim, Seunghyeon, et al.
Publicado: (2026)
Ejemplares similares
-
Improved computational efficiency and stability when imputing censored covariates: Analytic and numerical approaches
por: Lotspeich, Sarah C., et al.
Publicado: (2024) -
Correction of estimator bias in linear regression with categorical covariates with classification error
por: Dias, Alexandre Garcia, et al.
Publicado: (2025) -
Unraveling Residualization: enhancing its application and exposing its relationship with the FWL theorem
por: García, Catalina García, et al.
Publicado: (2024) -
Inference for high-dimensional linear expectile regression with de-biased method
por: Li, Xiang, et al.
Publicado: (2024) -
Generalized Ridge Regression: Biased Estimation for Multiple Linear Regression Models
por: Gómez, Román Salmerón, et al.
Publicado: (2024)