Models as approximations. I. Consequences illustrated with linear regression
From MaRDI portal
Publication:2194566
DOI10.1214/18-STS693zbMath1440.62020arXiv1404.1578OpenAlexW2999594302MaRDI QIDQ2194566
Edward I. George, Linda Zhao, Andreas Buja, Mikhail Traskin, Kai Zhang, Richard A. Berk, Emil Pitkin, Lawrence D. Brown
Publication date: 26 August 2020
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.1578
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Foundations and philosophical topics in statistics (62A01) Bootstrap, jackknife and other resampling methods (62F40)
Related Items
Analysis of odds, probability, and hazard ratios: from \(2\) by \(2\) tables to two-sample survival data, Mixed-effect models with trees, Semi-Supervised Linear Regression, Reproducible model selection using bagged posteriors, Double-estimation-friendly inference for high-dimensional misspecified models, UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK, Consistent and robust inference in hazard probability and odds models with discrete-time survival data, Post-selection inference via algorithmic stability, Valid post-selection inference in model-free linear regression, Bootstrapping and sample splitting for high-dimensional, assumption-lean inference, Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction, Some perspectives on inference in high dimensions, Two-sample instrumental variable analyses using heterogeneous samples, Dependence of variance on covariate design in nonparametric link regression, Maximum likelihood estimation for score-driven models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Exact post-selection inference, with application to the Lasso
- Valid post-selection inference
- Bayesian inference with misspecified models
- Discussion on article ``Bayesian inference with misspecified models
- Bayesian sandwich posteriors for pseudo-true parameters
- Bayesian inference with misspecified models: inference about what?
- High-dimensional inference in misspecified linear models
- Model-robust regression and a Bayesian ``sandwich estimator
- Bayes theory
- The jackknife and heteroskedasticity: consistent variance estimation for regression models
- Bootstrapping regression models
- Jackknife, bootstrap and other resampling methods in regression analysis
- Large sample confidence regions based on subsamples under minimal assumptions
- Empirical process of residuals for high-dimensional linear models
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Bootstrap and wild bootstrap for high dimensional linear models
- Counting the homeless in Los Angeles County
- A theorem of Jacobi and its generalization
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Using Least Squares to Approximate Unknown Regression Functions
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Efficient Bounded-Influence Regression Estimation
- Jackknifing in Unbalanced Situations
- Specification Tests in Econometrics
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- Calibrated Percentile Double Bootstrap For Robust Linear Regression Inference
- Ancillary history
- Testing Statistical Hypotheses
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- Consistency a Posteriori
- Robust Statistics
- Maximum Likelihood Estimation of Misspecified Models
- The bootstrap and Edgeworth expansion
