Results 1 to 10 of about 79,538 (182)

Confronting Model Misspecification in Macroeconomics [PDF]

Journal of Econometrics, 2012
We estimate a Markov-switching mixture of two familiar macroeconomic models: a richly parameterized DSGE model and a corresponding BVAR model. We show that the Markov-switching mixture model dominates both individual models and improves the fit ...
Daniel F. Waggoner, Tao Zha
core   +5 more sources

Multicollinearity and Model Misspecification

Sociological Science, 2016
Multicollinearity in linear regression is typically thought of as a problem of large standard errors due to near-linear dependencies among independent variables. This problem can be solved by more informative data, possibly in the form of a larger sample.
Christopher Winship, Bruce Western
doaj   +3 more sources

A partially heterogeneous weighted fusion learning method for potential heterogeneous treatment effect in multi-site survival study [PDF]

BMC Medical Research Methodology
Background In multi-site studies in clinical practice, the treatment effects may exhibit potential heterogeneity across different sites. Additionally, propensity score methods used to adjust for confounding may suffer from model misspecification, which ...
Chen Huang, Kecheng Wei, Yongfu Yu, Guoyou Qin   +3 more
doaj   +2 more sources

DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast [PDF]

Entropy
We investigate the performance of estimators of the generalized empirical likelihood and minimum contrast families in the estimation of dynamic stochastic general equilibrium models, with particular attention to the robustness properties under ...
Gilberto Boaretto, Márcio Poletti Laurini   +1 more
doaj   +2 more sources

In models we trust: preregistration, large samples, and replication may not suffice

Frontiers in Psychology, 2023
Despite discussions about the replicability of findings in psychological research, two issues have been largely ignored: selection mechanisms and model assumptions.
Martin Spiess, Pascal Jordan
doaj   +1 more source

Optimal weighting for estimating generalized average treatment effects

Journal of Causal Inference, 2022
In causal inference, a variety of causal effect estimands have been studied, including the sample, uncensored, target, conditional, optimal subpopulation, and optimal weighted average treatment effects.
Kallus Nathan, Santacatterina Michele
doaj   +1 more source

Model Misspecification as the Causes of Flypaper Effect

Proceedings, 2023
The aim of this paper is to investigate the relationship between the Fly-paper effect (FPE) and possible errors in the specification of econometric models used in the empirical analysis of FPE.
Siniša Mali
doaj   +1 more source

Effect of Probability Distribution of the Response Variable in Optimal Experimental Design with Applications in Medicine

Mathematics, 2021
In optimal experimental design theory it is usually assumed that the response variable follows a normal distribution with constant variance. However, some works assume other probability distributions based on additional information or practitioner’s ...
Sergio Pozuelo-Campos, Víctor Casero-Alonso, Mariano Amo-Salas   +2 more
doaj   +1 more source

Making Decisions under Model Misspecification [PDF]

SSRN Electronic Journal, 2020
Abstract We use decision theory to confront uncertainty that is sufficiently broad to incorporate “models as approximations.” We presume the existence of a featured collection of what we call “structured models” that have explicit substantive motivations.
Cerreia–Vioglio, Simone, Hansen, Lars Peter, Maccheroni, Fabio, Marinacci, Massimo   +3 more
openaire   +2 more sources

Estimation Methods of the Multiple-Group One-Dimensional Factor Model: Implied Identification Constraints in the Violation of Measurement Invariance

Axioms, 2022
Factor analysis is one of the most important statistical tools for analyzing multivariate data (i.e., items) in the social sciences. An essential case is the comparison of multiple groups on a one-dimensional factor variable that can be interpreted as a ...
Alexander Robitzsch
doaj   +1 more source