메뉴 건너뛰기




Volumn 4, Issue 4, 2010, Pages 2099-2113

Model-robust regression and a Bayesian "sandwich" estimator

Author keywords

Bayesian inference; Estimating equations; Linear regression; Robust regression; Sandwich estimator

Indexed keywords


EID: 84870153909     PISSN: 19326157     EISSN: 19417330     Source Type: Journal    
DOI: 10.1214/10-AOAS362     Document Type: Article
Times cited : (26)

References (19)
  • 1
    • 27544482613 scopus 로고    scopus 로고
    • Bayesian analysis for penalized spline regression using WinBUGS
    • Crainiceanu, C., Ruppert, D. and Wand, M. P. (2005). Bayesian analysis for penalized spline regression using WinBUGS. J. Statist. Soft. 14 1-24.
    • (2005) J. Statist. Soft , vol.14 , pp. 1-24
    • Crainiceanu, C.1    Ruppert, D.2    Wand, M.P.3
  • 3
    • 0027712832 scopus 로고
    • Who enrolled in a state program for the uninsured: Was there adverse selection?
    • Diehr, P., Madden, C., Martin, D. P., Patrick, D. L. and Mayers, M. (1993). Who enrolled in a state program for the uninsured: Was there adverse selection? Medical Care 31 1093-1105.
    • (1993) Medical Care , vol.31 , pp. 1093-1105
    • Diehr, P.1    Madden, C.2    Martin, D.P.3    Patrick, D.L.4    Mayers, M.5
  • 5
    • 33750912233 scopus 로고    scopus 로고
    • On the so-called 'Huber sandwich estimator' and 'robust standard errors.' Amer
    • Freedman, D. A. (2006). On the so-called 'Huber sandwich estimator' and 'robust standard errors.' Amer. Statist. 60 299-302.
    • (2006) Statist , vol.60 , pp. 299-302
    • Freedman, D.A.1
  • 6
    • 0002323658 scopus 로고
    • Exact multivariate Bayesian bootstrap distributions of moments
    • Gasparini, M. (1995). Exact multivariate Bayesian bootstrap distributions of moments. Ann. Statist. 23 762-768.
    • (1995) Ann. Statist , vol.23 , pp. 762-768
    • Gasparini, M.1
  • 9
    • 84943478003 scopus 로고
    • De formatione et proprietatibus determinantum
    • Jacobi, C. G. J. (1841). De formatione et proprietatibus determinantum. J. Reine Angew. Math. 22 285-318.
    • (1841) J. Reine Angew. Math , vol.22 , pp. 285-318
    • Jacobi, C.G.J.1
  • 11
    • 77649173768 scopus 로고
    • Longitudinal data analysis using generalized linear models
    • Liang, K. Y. and Zeger, S. A. (1986). Longitudinal data analysis using generalized linear models. Biometrika 73 13-22.
    • (1986) Biometrika , vol.73 , pp. 13-22
    • Liang, K.Y.1    Zeger, S.A.2
  • 12
    • 0036245429 scopus 로고    scopus 로고
    • The importance of the normality assumption in large public health data sets
    • Lumley, T., Diehr, P., Emerson, S. and Chen, L. (2002). The importance of the normality assumption in large public health data sets. Annual Review of Public Health 23 151-169.
    • (2002) Annual Review of Public Health , vol.23 , pp. 151-169
    • Lumley, T.1    Diehr, P.2    Emerson, S.3    Chen, L.4
  • 13
    • 0006407254 scopus 로고    scopus 로고
    • WinBUGS-a Bayesian modelling framework: Concepts, structure, and extensibility
    • Lunn, D. J., Thomas, A. and Best, N. (2000). WinBUGS-a Bayesian modelling framework: Concepts, structure, and extensibility. Statist. Comput. 10 325-337.
    • (2000) Statist. Comput , vol.10 , pp. 325-337
    • Lunn, D.J.1    Thomas, A.2    Best, N.3
  • 15
    • 0001665813 scopus 로고
    • Model robust confidence intervals using maximum likelihood estimators
    • Royall, R. M. (1986). Model robust confidence intervals using maximum likelihood estimators. Int. Statist. Rev. 54 221-226.
    • (1986) Int. Statist. Rev , vol.54 , pp. 221-226
    • Royall, R.M.1
  • 16
    • 0000135972 scopus 로고
    • The Bayesian bootstrap
    • Rubin, D. B. (1981). The Bayesian bootstrap. Ann. Statist. 9 130-134.
    • (1981) Ann. Statist , vol.9 , pp. 130-134
    • Rubin, D.B.1
  • 18
    • 47249158963 scopus 로고    scopus 로고
    • On semiparametric regression with O'Sullivan penalised splines
    • Wand, M. P. and Ormerod, J. T. (2008). On semiparametric regression with O'Sullivan penalised splines. Aust. N.Z. J. Statist. 50 179-198.
    • (2008) Aust. N.Z. J. Statist , vol.50 , pp. 179-198
    • Wand, M.P.1    Ormerod, J.T.2
  • 19
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48 817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.