منابع مشابه
Inference with Correlated Clusters
This paper introduces a method which permits valid inference given a finite number of heterogeneous, correlated clusters. It is common in empirical analysis to use inference methods which assume that each unit is independent. Panel data permit this assumption to be relaxed as it is possible to estimate the correlations across clusters and isolate the independent variation in each cluster for pr...
متن کاملInference with Few Heterogeneous Clusters∗
Suppose estimating a model on each of a small number of potentially heterogeneous clusters yields approximately independent, unbiased and Gaussian parameter estimators. We make two contributions in this set-up. First, we show how to compare a ∗The authors would like to thank three anonymous referees and seminar and conference participants at various universities and conferences for helpful comm...
متن کاملInference with Few Heterogenous Clusters
Consider inference with a small number of potentially heterogeneous clusters. Suppose estimating the model on each cluster yields q asymptotically unbiased, independent Gaussian estimators with potentially heterogeneous variances. Following Ibragimov and Müller (2010), one can then conduct asymptotically valid inference with a standard t-test based on the q cluster estimators, since at conventi...
متن کاملSpike-based probabilistic inference with correlated noise
It has long been hypothesized that the trial-totrial variability in neural activity patterns is not a mere byproduct of computation, but plays an important role in information processing. A steadily increasing body of evidence suggests that this activity is a hallmark of ongoing probabilistic inference employed by the brain to interpret and respond to sensory input [1, 2, 3, 4]. The neural samp...
متن کاملInverse Ising inference with correlated samples
Correlations between two variables of a high-dimensional system can be indicative of an underlying interaction, but can also result from indirect effects. Inverse Ising inference is a method to distinguish one from the other. Essentially, the parameters of the least constrained statistical model are learned from the observed correlations such that direct interactions can be separated from indir...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2017
ISSN: 1556-5068
DOI: 10.2139/ssrn.2793555