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作者：Finucane, Mariel M.; Paciorek, Christopher J.; Stevens, Gretchen A.; Ezzati, Majid
作者单位：Mathematica; University of California System; University of California Berkeley; World Health Organization; Imperial College London
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作者：Imai, Kosuke; Ratkovic, Marc
作者单位：Princeton University
摘要：Marginal structural models (MSMs) are becoming increasingly popular as a tool for causal inference from longitudinal data. Unlike standard regression models, MSMs can adjust for time-dependent observed confounders while avoiding the bias due to the direct adjustment for covariates affected by the treatment. Despite their theoretical appeal, a main practical difficulty of MSMs is the required estimation of inverse probability weights. Previous studies have found that MSMs can be highly sensitiv...
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作者：Kirch, Claudia; Muhsal, Birte; Ombao, Hernando
作者单位：Otto von Guericke University; Helmholtz Association; Karlsruhe Institute of Technology; University of California System; University of California Irvine
摘要：The primary contributions of this article are rigorously developed novel statistical methods for detecting change points in multivariate time series. We extend the class of score type change point statistics considered in 2007 by Huskova, Praskova, and Steinebach to the vector autoregressive (VAR) case and the epidemic change alternative. Our proposed procedures do not require the observed time series to actually follow the VAR model. Instead, following the strategy implicitly employed by prac...
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作者：Wang, Tianhao; Xia, Yingcun
作者单位：National University of Singapore; National University of Singapore; University of Electronic Science & Technology of China
摘要：The Whittle likelihood estimation (WLE) has played a fundamental role in the development of both theory and computation of time series analysis. However, WLE is only applicable to models whose theoretical spectral density function (SDF) is known up to the parameters in the models. In this article, we propose a residual-based WLE, called extended WLE (XWLE), which can estimate models with their SDFs only partially available, including many popular time series models with correlated residuals. A...
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作者：Yau, Chun Yip; Tang, Chong Man; Lee, Thomas C. M.
作者单位：Chinese University of Hong Kong; University of California System; University of California Davis
摘要：The threshold autoregressive (TAR) model is a class of nonlinear time series models that have been widely used in many areas. Due to its nonlinear nature, one major difficulty in fitting a TAR model is the estimation of the thresholds. As a first contribution, this article develops an automatic procedure to estimate the number and values of the thresholds, as well as the corresponding AR order and parameter values in each regime. These parameter estimates are defined as the minimizers of an ob...
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作者：Fosdick, Bailey K.; Hoff, Peter D.
作者单位：Colorado State University System; Colorado State University Fort Collins; University of Washington; University of Washington Seattle
摘要：Network analysis is often focused on characterizing the dependencies between network relations and node-level attributes. Potential relationships are typically explored by modeling the network as a function of the nodal attributes or by modeling the attributes as a function of the network. These methods require specification of the exact nature of the association between the network and attributes, reduce the network data to a small number of summary statistics, and are unable to provide predi...
