Model-robust regression and a Bayesian ``sandwich estimator

DOI10.1214/10-AOAS362zbMath1220.62025arXiv1101.1402OpenAlexW3099953070MaRDI QIDQ542978

Kenneth M. Rice, Adam A. Szpiro, Thomas Lumley

Publication date: 20 June 2011

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.1402

zbMATH Keywords

linear regressionBayesian inferencerobust regressionestimating equations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (8)

A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation ⋮ Models as approximations. I. Consequences illustrated with linear regression ⋮ Comment on: ``Models as approximations. I. Consequences illustrated with linear regression ⋮ Rejoinder: Models as approximations ⋮ Measurement error in two‐stage analyses, with application to air pollution epidemiology ⋮ Penalized regression, mixed effects models and appropriate modelling ⋮ Model-robust regression and a Bayesian ``sandwich estimator ⋮ Bayesian model robustness via disparities

Uses Software

• WinBUGS
• bootlib

Cites Work

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• Longitudinal data analysis using generalized linear models
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Model-robust regression and a Bayesian ``sandwich estimator
• Exact multivariate Bayesian bootstrap distributions of moments
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Model Robust Confidence Intervals Using Maximum Likelihood Estimators

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