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Decision-Making Under Model Misspecification: DRO with Robust Bayesian Ambiguity Sets [PDF]

Entropy
Distributionally Robust Optimisation (DRO) protects risk-averse decision-makers by considering the worst-case risk within an ambiguity set of distributions based on the empirical distribution or a model. To further guard against finite, noisy data, model-
Charita Dellaporta, Patrick O’Hara, Theodoros Damoulas   +2 more
doaj   +2 more sources

Identifying the sources of model misspecification [PDF]

Journal of Monetary Economics, 2020
The first and third authors acknowledge financial support from the National Science Foundation through grants 102159 and 1022125, respectively.
Atsushi Inoue, Chun-Hung Kuo, Barbara Rossi   +2 more
exaly   +8 more sources

Surveillance of Pharmaceutical Risk‐Mitigation Behavior: Applying and Comparing Statistical Process Control Methods Using Real World Data [PDF]

Learning Health Systems
Introduction Active post‐marketing surveillance of prescribing behavior of high‐risk drugs may provide early warning of unforeseen issues in a population, yet analysis approaches for surveillance using real‐world data are underdeveloped.
Harris Butler, John D. Rice, Nichole E. Carlson, Elaine H. Morrato   +3 more
doaj   +2 more sources

Generalized Information Matrix Tests for Detecting Model Misspecification

Econometrics, 2016
Generalized Information Matrix Tests (GIMTs) have recently been used for detecting the presence of misspecification in regression models in both randomized controlled trials and observational studies.
Richard M Golden, Steven S Henley, Halbert White   +2 more
exaly   +3 more sources

Assessing the impact of variance heterogeneity and misspecification in mixed-effects location-scale models [PDF]

BMC Medical Research Methodology
Purpose Linear Mixed Model (LMM) is a common statistical approach to model the relation between exposure and outcome while capturing individual variability through random effects.
Vincent Jeanselme, Marco Palma, Jessica Barrett   +2 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

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

Dynamic Concern for Misspecification [PDF]

Proceedings of the 24th ACM Conference on Economics and Computation, 2023
I consider an agent who posits a set of probabilistic models for the payoff‐relevant outcomes. The agent has a prior over this set but fears the actual model is omitted and hedges against this possibility. The concern for misspecification is endogenous: If a model explains the previous observations well, the concern attenuates.
openaire   +1 more source

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

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