This study was carried out to estimate (co)variance components and genetic parameters for live weight of Nellore cattle from Performance Test of Young Bulls using random regression models. Data of weights and ages of 925 weaned males was used. The animal model included the fixed effect of contemporary group, age of the animal at weighing as a covariate and as random effects it was considered th...

Data structures in modern applications frequently combine the necessity of flexible regression techniques such as nonlinear and spatial effects with high-dimensional covariate vectors. While estimation of the former is typically achieved by supplementing the likelihood with a suitable smoothness penalty, the latter are usually assigned shrinkage penalties that enforce sparse models. In this pap...

The relationship between a time-dependent covariate and survival times is usually evaluated via the Cox model. Time-dependent covariates are generally available as longitudinal data collected regularly during the course of the study. A frequent problem, however, is the occurence of missing covariate data. A recent approach to estimation in the Cox model in this case jointly models survival and ...

Latent variable models represent hidden structure in observational data. To account for the distribution of the observational data changing over time, space or some other covariate, we need generalizations of latent variable models that explicitly capture this dependency on the covariate. A variety of such generalizations has been proposed for latent variable models based on the Dirichlet proce...

We study identification, estimation, and inference in Regression Discontinuity (RD) designs when additional covariates are included in the estimation. Standard RD estimation and inference is based on local polynomial regression methods using two variables: the outcome and the running variable that determines treatment assignment. Applied researchers often include additional covariates in their ...

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate. The sample consists of a dependent variable and a set of covariates, one of which is discrete and arbitrarily correlates with the unobserved covariate. The observed discrete covariate has the same support as the unobserved covariate, and can be interpreted as a proxy or ...

Although mean residual lifetime is often of interest in biomedical studies, restricted mean residual lifetime must be considered in order to accommodate censoring. Differences in the restricted mean residual lifetime can be used as an appropriate quantity for comparing different treatment groups with respect to their survival times. In observational studies where the factor of interest is not r...

This article revisits the Bayesian inferential problem for the class of nonparametric additive models. A new identification scheme for the unknown covariate functions is proposed and contrasted with existing approaches, and is used to develop an efficient Markov chain Monte Carlo estimation algorithm. Building upon the identification scheme, the resulting estimation procedure, and a class of pr...