Results 11 to 20 of about 16,351 (263)
Entropy, 2020 We consider selection of random predictors for a high-dimensional regression problem with a binary response for a general loss function. An important special case is when the binary model is semi-parametric and the response function is misspecified under
Mariusz Kubkowski, Jan Mielniczuk
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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
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Contemporary Clinical Trials Communications, 2021 Covariate constrained randomization (CCR) is a method of controlling imbalance in important baseline covariates in cluster-randomized trials (CRT). We use simulated CRTs to investigate the performance (control of imbalance) of CCR relative to simple ...
Madeleine Organ +5 more
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Statistical Modelling, 2008 A common problem in statistical modelling is to distinguish between finite mixture distribution and a homogeneous non-mixture distribution. Finite mixture models are widely used in practice and often mixtures of normal densities are indistinguishable from homogenous non-normal densities.
Tarpey, Thaddeus +2 more
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, 2022 This paper studies the implication of a fraction of the population not responding to the instrument when selecting into treatment. We show that, in general, the presence of non-responders biases the Marginal Treatment Effect (MTE) curve and many of its functionals. Yet, we show that, when the propensity score is fully supported on the unit interval, it
Martínez-Iriarte, Julián +1 more
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Minimizing sensitivity to model misspecification [PDF]
Quantitative Economics, 2022 We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic approach where the degree of misspecification is indexed by the sample size. We construct estimators whose mean squared error is minimax in a neighborhood of the reference model, based on one‐step adjustments.
Weidner, Martin, Bonhomme, Stéphane
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A critical re-evaluation of the regression model specification in the US D1 EQ-5D value function
Population Health Metrics, 2012 Background The EQ-5D is a generic health-related quality of life instrument (five dimensions with three levels, 243 health states), used extensively in cost-utility/cost-effectiveness analyses.
Rand-Hendriksen Kim +2 more
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Adapting to Misspecification in Contextual Bandits
CoRR, 2021 Appeared at NeurIPS ...
Dylan J. Foster +3 more
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An improved multiply robust estimator for the average treatment effect
BMC Medical Research Methodology, 2023 Background In observational studies, double robust or multiply robust (MR) approaches provide more protection from model misspecification than the inverse probability weighting and g-computation for estimating the average treatment effect (ATE). However,
Ce Wang +4 more
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Robust control and model misspecification [PDF]
Journal of Economic Theory, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lars Peter Hansen +3 more
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