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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
A finite mixture model approach to regression under covar...
P. Richard Hahn, Michelle Xia · 2016-11-29 · via math.ST updates on arXiv.org

This paper considers the problem of mismeasured categorical covariates in the context of regression modeling; if unaccounted for, such misclassification is known to result in misestimation of model parameters. Here, we exploit the fact that explicitly modeling covariate misclassification leads to a mixture representation. Assuming common parametric families for the mixture components, and assuming that the misclassification occurrence is independent of the response variable, the mixture representation permits model parameters to be identified even when misclassification probabilities are unknown. Previous approaches to covariate misclassification use multiple surrogate covariates and/or validation data on the magnitude of errors. Based on this mixture structure, we demonstrate that valid inference can be performed on all the parameters even when no such additional information is available. Using Bayesian inference, the method allows for learning from data combined with external information on the magnitude of errors when such information does become available. The method is applied to adjust for misclassification on self-reported cocaine use in the Longitudinal Studies of HIV-Associated Lung Infections and Complications (Lung HIV). We find a substantial and statistically significant effect of cocaine use on pulmonary complications measured by the relative area of emphysema, whereas a regression that does not adjust for misclassification yields a much smaller estimate.