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Testing panel data
Statistics
Statistical Inference
2,025
from Asher
N.A.
Analysis of panel data via linear regression is widespread across disciplines. To perform statistical inference, such analyses typically assume that clusters of observations are jointly independent. For example, one might assume that observations in New York are independent of observations in New Jersey. Are such assum...
<|start|>system<|message|>You are ChatGPT, a large language model trained by OpenAI. Knowledge cutoff: 2024-06 Current date: 2025-08-14 Reasoning: medium # Valid channels: analysis, commentary, final. Channel must be included for every message.<|end|><|start|>developer<|message|># Instructions You are a knowledgeabl...
<|message|>Okay, let's think this through systematically. The world of econometrics, public policy, sociology—the places where panel data lives—has been awash with the same simple tool for decades: linear regression. It's powerful, it's elegant, it's accessible. And at its core, it rests on a bedrock of seemingly obvio...
Conditional conformal
Statistics
Statistical Inference
2,025
from Asher
N.A.
Consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact conditional coverage universally in finite samples. Thus, most popular methods only guarantee marginal coverage over the covariates or are restric...
<|start|>system<|message|>You are ChatGPT, a large language model trained by OpenAI. Knowledge cutoff: 2024-06 Current date: 2025-08-14 Reasoning: medium # Valid channels: analysis, commentary, final. Channel must be included for every message.<|end|><|start|>developer<|message|># Instructions You are a knowledgeabl...
<|message|>The problem is frustrating. The data I've got from my sensors on the industrial machines are completely unpredictable. There's a complex, unknown noise process at play, and if I want a 95% prediction band, I can't rely on the old Gaussian assumptions. [Motivation for the idea] On the one hand, I've got this...
Powerful knockoffs
Statistics
Statistical Inference
2,025
from Asher
N.A.
Model-X knockoffs (Candes et al., 2018) allows analysts to perform feature selection using almost any machine learning algorithm while still provably controlling the expected proportion of false discoveries. To apply model-X knockoffs, one must construct synthetic variables, called knockoffs, which effectively act as c...
<|start|>system<|message|>You are ChatGPT, a large language model trained by OpenAI. Knowledge cutoff: 2024-06 Current date: 2025-08-14 Reasoning: medium # Valid channels: analysis, commentary, final. Channel must be included for every message.<|end|><|start|>developer<|message|># Instructions You are a knowledgeabl...
<|message|>It's been bugging me for the past several weeks. The Model-X knockoffs procedure from Candes, Barber, and their colleagues is a beautiful idea, but after reading the latest papers, I see a fundamental limitation in their implementation. The whole construction is fine-tuned for linear models, but the real str...
Resolution-adaptive signal detection
Statistics
Statistical Inference
2,025
from Asher
N.A.
Scientists often must simultaneously localize and discover signals. For instance, in genetic fine-mapping, high correlations between nearby genetic variants make it hard to identify the exact locations of causal variants. So the statistical task is to output as many disjoint regions containing a signal as possible, eac...
<|start|>system<|message|>You are ChatGPT, a large language model trained by OpenAI. Knowledge cutoff: 2024-06 Current date: 2025-08-14 Reasoning: medium # Valid channels: analysis, commentary, final. Channel must be included for every message.<|end|><|start|>developer<|message|># Instructions You are a knowledgeabl...
<|message|>September 16, 2024. This is getting more and more insane. I'm in my office at Bell Labs, surrounded by this incredible sea of numbers from the 5,000+ genes in that genome-walking experiment from last month. The goal was simple: find the one gene, out of 500, that causes this rare autosomal recessive disease ...
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