4 papers · 1 filter
The -test: Increasing the Linear Model -test's Power Under Sparsity Without Sacrificing Validity
Danielle Paulson, Souhardya Sengupta, Lucas Janson
We introduce a new procedure for testing the significance of a set of regression coefficients in a Gaussian linear model with . Our method, the -test, provides the sam…
The -test: leveraging sparsity in the Gaussian linear model for improved inference
Souhardya Sengupta, Lucas Janson
We develop novel LASSO-based methods for coefficient testing and confidence interval construction in the Gaussian linear model with . Our methods' finite-sample validity is…
Chiseling: Powerful and Valid Subgroup Selection via Interactive Machine Learning
Nathan Cheng, Asher Spector, Lucas Janson
In regression and causal inference, controlled subgroup selection aims to identify, with inferential guarantees, a subgroup (defined as a subset of the covariate space) on which th…
Semiparametric Inference for Partially Identifiable Data Fusion Estimands via Double Machine Learning
Yicong Jiang, Lucas Janson
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is no…