Pages that link to "Item:Q4468345"
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The following pages link to A Note on the Efficiency of Sandwich Covariance Matrix Estimation (Q4468345):
Displaying 50 items.
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators (Q119347) (← links)
- Model selection for the trend vector model (Q269111) (← links)
- Robust likelihood inference for multivariate correlated count data (Q311281) (← links)
- Latent variable selection in structural equation models (Q321933) (← links)
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions (Q386291) (← links)
- Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends (Q386728) (← links)
- Bayesian sandwich posteriors for pseudo-true parameters (Q394764) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- Pearson residual and efficiency of parameter estimates in generalized linear model (Q607226) (← links)
- Practical considerations when analyzing discrete survival times using the grouped relative risk model (Q725426) (← links)
- Best approximation of the identity mapping: The case of variable finite memory (Q860691) (← links)
- Small sample inference for the fixed effects in the mixed linear model (Q956983) (← links)
- Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
- Repeated measures proportional odds logistic regression analysis of ordinal score data in the statistical software package R (Q961163) (← links)
- A SAS/IML software program for GEE and regression diagnostics (Q1010460) (← links)
- Optimal multilinear estimation of a random vector under constraints of causality and limited memory (Q1020890) (← links)
- Wald-type rank tests: a GEE approach (Q1623441) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- Categorizing a continuous predictor subject to measurement error (Q1711565) (← links)
- Empirical standard errors for longitudinal data mixed linear models (Q1775976) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
- Gaussian copula marginal regression (Q1950871) (← links)
- The statistical performance of matching-adjusted indirect comparisons: estimating treatment effects with aggregate external control data (Q2078757) (← links)
- Goodness-of-fit test with a robustness feature (Q2125474) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- Testing linearity in semi-parametric functional data analysis (Q2255828) (← links)
- Asymptotic theory and wild bootstrap inference with clustered errors (Q2330727) (← links)
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
- Goodness-of-fit and confidence intervals of approximate models (Q2507910) (← links)
- Variable selection using MM algorithms (Q2583414) (← links)
- A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers (Q2635045) (← links)
- Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
- Robust small sample inference for generalised estimating equations: an application of the ANOVA-type test (Q2802874) (← links)
- Risk of Bayesian inference in misspecified models, and the sandwich covariance matrix (Q2869956) (← links)
- Robust estimation for ordinary differential equation models (Q2893386) (← links)
- A general statistical framework for multistage designs (Q2911708) (← links)
- Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
- Likelihood inference for correlated binary data without any information about the joint distributions (Q2978979) (← links)
- Rank repeated measures analysis of covariance (Q2979590) (← links)
- Sample Size Considerations for GEE Analyses of Three-Level Cluster Randomized Trials (Q3076059) (← links)
- Comparison of Selected Methods for Modeling of Multi-State Disease Progression Processes: A Simulation Study (Q3102891) (← links)
- Performance of variance estimators in the analysis of longitudinal data with a large cluster size (Q3390442) (← links)
- Simulation studies comparing fixed effect and mixed models in data sets with multiple measurements in individual sampling units (Q3390450) (← links)
- Analysis of Longitudinal Multiple-Source Binary Data Using Generalized Estimating Equations (Q3435799) (← links)
- Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications (Q3530113) (← links)
- Generalized Linear Models Incorporating Population Level Information: An Empirical-Likelihood-Based Approach (Q3541266) (← links)
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
