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stat.ME2025
Sparse Multivariate Linear Regression with Strongly Associated Response Variables
Daeyoung Ham, Bradley S. Price, Adam J. Rothman
We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covari…
stat.ME2025
Anytime-Valid Linear Models and Regression Adjusted Causal Inference in Randomized Experiments
Michael Lindon, Dae Woong Ham, Martin Tingley +1
Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as -tests and -tests -- are…