4 papers
Generalized Varying Coefficient Mediation Models
Jingyuan Liu, Yujie Liao, Runze Li
Motivated by an analysis of causal mechanism from economic stress to entrepreneurial withdrawals through depressed affect, we develop a two-layer generalized varying coefficient me…
Statistical Inference for Linear Mediation Models with High-dimensional Mediators and Application to Studying Stock Reaction to COVID-19 Pandemic
Xu Guo, Runze Li, Jingyuan Liu +1
Mediation analysis draws increasing attention in many scientific areas such as genomics, epidemiology and finance. In this paper, we propose new statistical inference procedures fo…
Model-free Feature Screening and FDR Control with Knockoff Features
Wanjun Liu, Yuan Ke, Jingyuan Liu +1
This paper proposes a model-free and data-adaptive feature screening method for ultra-high dimensional datasets. The proposed method is based on the projection correlation which me…
Model-Free Conditional Feature Screening with Exposure Variables
Yeqing Zhou, Jingyuan Liu, Zhihui Hao +1
In high dimensional analysis, effects of explanatory variables on responses sometimes rely on certain exposure variables, such as time or environmental factors. In this paper, to c…