Models as approximations. II. A model-free theory of parametric regression

DOI10.1214/18-STS694zbMath1440.62021arXiv1612.03257MaRDI QIDQ2194567

Andreas Buja, Richard A. Berk, Edward I. George, Lawrence D. Brown, Linda Zhao, Arun Kumar Kuchibhotla

Publication date: 26 August 2020

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03257

zbMATH Keywords

bootstrapmisspecificationbaggingeconometricssandwich estimatorancillarity of regressors

Mathematics Subject Classification ID

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)

Related Items

Reproducible model selection using bagged posteriors, Double-estimation-friendly inference for high-dimensional misspecified models, Assumption-Lean Cox Regression, Semi-supervised inference: general theory and estimation of means

Uses Software

• R
• bootstrap

Cites Work

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