Applied regression analysis bibliography update 1994-97 (Q4216805): Difference between revisions

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+W2099985866
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+Q4895028
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+Informative Drop-Out in Longitudinal Data Analysis
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+Q4294652
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+Q4425809
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+Advances in GLIM and statistical modelling. Proceedings of the GLIM '92 conference and the 7th international workshop on statistical modelling, Munich, Germany, 13-17 July, 1992
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+Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
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+The bootstrap and Edgeworth expansion
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+Q3126381
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+Q4953883
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+Q4370586
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+Q4315277
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+Q4879539
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+Q4295780
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+Q4863610
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+Q4340845
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+Q2859235
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+Applying Generalized Linear Models
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+Q4382643
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+Q4795591
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+Robust asymptotic statistics
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+Robust statistics, data analysis, and computer intensive methods. In honor of Peter Huber's 60th birthday
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+Q4338926
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+Logistic regression with missing values in the covariates
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+Q4700589
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+Q4342048
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+The World of Biometry
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+Equivalence to a straight line
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+Distribution- free test for slope in linear regression model with replications
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+Order-Restricted Inferences in Linear Regression
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+Renovated scatterplots for censored data
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+Bayesian residual analysis for binary response regression models
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+Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression
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+Resistant and Test-Based Outlier Rejection: Effects on Gaussian One- and Two-Sample Inference
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+On the Interpretation of Regression Plots
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+Added-Variable Plots and Curvature in Linear Regression
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+Investigating the Geometry of a p-Dimensional Data Set
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+Diagnostics in Linear Discriminant Analysis
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+Diagnostic Plots to Reveal Functional Form for Covariates in Multiplicative Intensity Models
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+The power of d'agostino's d test of normality against a normal mixture alternative
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+A comparison of tests of equality of variances
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+Checking the assumptions in mixed-model analysis of variance: a residual analysis approach
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+A statistical information theory approach to compare the homogeneity of several variances
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+Bayesian analysis of outlier problems using divergence measures
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+Testing homogeneity of many within-subject variances using small samples
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+Confidence intervals for the slope of a regression line when the error term has nonconstant variance
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+An Analysis-of-Means-Type Test for Variances from Normal Populations
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+Influence Diagnostics for Generalized Linear Measurement Error Models
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+Detection of influential observations in functional errors-in-variables model
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+Prediction in the Presence of Measurement Error: General Discussion and an Example Predicting Defoliation
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+Measurement Error in the Response in the General Linear Model
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+Miscellanea. A modified estimating equation approach to correcting for measurement error in regression
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+Design Aspects of Calibration Studies in Nutrition, with Analysis of Missing Data in Linear Measurement Error Models
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+Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models
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+Inferences for the Linear Errors-in-Variables With Changepoint Mode
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+Robust Calibration
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+Simulation-Extrapolation Estimation in Parametric Measurement Error Models
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+Unbiased estimating equations derived from statistics that are functions of a parameter
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+Bayesian Analysis of Errors-in-Variables Regression Models
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+Bias in Slope Estimates for the Linear Errors in Variables Model by the Variance Ratio Method
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+Errors-in-variables and the Box-Cox transformation
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+Simultaneous Confidence Bands for Linear Regression with Heteroscedastic Errors
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+Robust prediction intervals in a regression setting
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+Saddlepoint Approximations of Marginal Densities and Confidence Intervals in the Logistic Regression Measurement Error Model
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+Comparison of Prediction Methods When Only a Few Components are Relevant
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+A Two-Step Approach to Measurement Error in Time-Dependent Covariates in Nonlinear Mixed-Effects Models, With Application to IGF-I Pharmacokinetics
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+Asymptotically honest confidence sets for structural errors-in-variables models
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+Combining Independent Studies in a Calibration Problem
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+A Review of the Development and Application of Recursive Residuals in Linear Models
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+Statistical Analysis of Ligand-Binding Experiments
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+Adjusting for Time Trends When Estimating the Relationship between Dietary Intake Obtained from a Food Frequency Questionnaire and True Average Intake
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+Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data
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+A Comparison of Uncertainty Criteria for Calibration
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+Polynomial measurement error modeling
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+Instrumental Variable Estimation in Binary Regression Measurement Error Models
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+Standard-Error Estimates for Rates of Change from Indirect Measurements
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+Quasilikelihood Estimation in Measurement Error Models with Correlated Replicates
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+A note on covariate measurement error in nonlinear mixed effects models
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+Updates of statistics in a general linear model: a statistical interpretation and applications
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+Use of Estimating Functions for Estimation from Complex Surveys
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+Karl Pearson and the Correlation Curve
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+A note on hypothesis testing in LAV multiple regression: A small sample comparison
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+Correlation Curves as Local Measures of Variance Explained by Regression
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+Lower bounds on bayes factors for a linear regression model
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+Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model
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+Multivariate regression models for discrete and continuous repeated measurements
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+Some matrix results related to a partitioned singular linear model
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+Testing the equality of regression matrices when some additional data sets are available
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+Large classes of proper priors for linear models
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+Simultaneous confidence bands for linear regression and smoothing
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+P-values from permutation and F-tests
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+The exact power function of an exact test of a regression model against multiple separate alternatives
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+Testing the Independence Assumption in Linear Models
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+A resampling method for regression models with serially correlated errors
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+MOSUM tests for parameter constancy
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+Information criteria in identifying regression models
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+The small-sample power of Durbin's \(h\) test revisited
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+Permutation Tests for Correlation in Regression Errors
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+Fast Very Robust Methods for the Detection of Multiple Outliers
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+Influence Diagnostics for Linear Longitudinal Models
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+Seeing a Curve in Multiple Regression
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+Detection of outliers in linear model when the regression parameters are stochastic
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+Detection of outliers in growth curve models
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+Normal Scores, Normal Plots, and Tests for Normality
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+Diagnostic Measures for Model Criticism
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+ARES plots for generalized linear models
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+Graphics for Assessing the Adequacy of Regression Models
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+A Consistent Nonparametric Test of Symmetry in Linear Regression Models
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+Graphical summaries for influence of multiple observations
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+Diagnosing Influential Observations in Quadratic Discriminant Analysis
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+The influence of observations for local log-odd in linear discriminant analysis
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+Model influence functions based on mixtures
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+Local influence and replacement measure
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+Reference values for cook's distance
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+Local influence in multivariate regression
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+Dynamic plots for displaying the roles of variables and observations in regression model
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+Sensitivity of pearson's goodness-of-fit statistic in generalized linear models
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+Nonlinear confounding in high-dimensional regression
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+The Standardized Influence Matrix and Its Applications
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+An efficient and high breakdown procedure for model criticism
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+Influential observation in the growth curve model with unstructured covariance matrix
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+Deletion diagnostics for generalised estimating equations
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+Identification of Outliers in Multivariate Data
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+Local influence in principal components analysis
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+Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
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+Nonparametric model checks for regression
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+Using Robust Scale Estimates in Detecting Multiple Outliers in Linear Regression
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+Detection of outliers and influential observations in regression analysis using stochastic prior information
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+Sensitivity analysis of structural equation models with equality functional constraints
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+On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
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+A matrix identity and its applications to equivalent hypotheses in linear models
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+M-Estimation in Cross-Over Trials
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+Reweighting to Achieve Elliptically Contoured Covariates in Regression
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+Iterative Generalized Least Squares for Meta-Analysis of Survival Data at Multiple Times
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+Generalization of the geometric mean functional relationship
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+A Bayesian approach to multivariate and conditional calibration
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+An Interpretation of Partial Least Squares
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+Randomization tests for multiple regression
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+Weighted Least Squares Analysis of Repeated Categorical Measurements with Outcomes Subject to Nonresponse
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+Admissibility of inhomogeneous linear estimaiors in linear models with respect to incomplete ellipsoidal restrictions
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+Efficiency of Regression Estimates for Clustered Data
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+Some results on randomization when observations are spatially dependent and the analysis uses generalized least-squares
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+SWEEP operator for least-squares subject to linear constraints
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+Weighted estimates of interlaboratory consensus values
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+Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
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+Likelihood analysis for errors-in-variables regression with replicate measurements
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+Determining the Dimensionality in Sliced Inverse Regression
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+A comparison of interval constrained least squares and mixed regression estimators
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+Testing Goodness of Fit for a Parametric Family of Link Functions
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+On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms
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+Miscellanea. Testing the adequacy of regression functions
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+Restricted polynomial regression
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+Semiparametric Regression Functionals
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+Transforming linear functions to normality:optimal component powers
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+EDF tests of goodness of fit for transform‐both‐sides models
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+Box‐Cox transformed linear models: A parameter‐based asymptotic approach
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+Tests following transformations
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+The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
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+Transforming a response variable for linearity
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+Sensitivity analysis for Box-Cox power transformation model: Contrast parameters
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+Transformations to Additivity in Measurement Error Models
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+Analysis of Tomato Root Initiation Using a Normal Mixture Distribution
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+Estimating the box-cox transformation via an artificial regression model
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+Miscellanea. Linear regression after spline transformation
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+Confidence intervals following Box‐Cox transformation
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+A Note on Box-Cox Transformation Diagnostics
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+Transform-Both-Sides Approach for Overdispersed Binomial Data When N is Unobserved
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+Equivalent inferences using transformations
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+An Analysis of Transformations for Additive Nonparametric Regression
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+Diagnostics and Robust Estimation in Multivariate Data Transformations
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+A Discriminant Rule under Transformation
@@ Property / cites work: A Discriminant Rule under Transformation / rank @@
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+Nonparametric Estimation of the Transformation in the Transform-Both-Sides Regression Model
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+Some asymptotic results on box-cox transformation methodology
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+Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
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+Effects of Heteroscedasticity Upon Certain Analyses When Regression Lines are Not Parallel
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+Fitting Heteroscedastic Regression Models
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+Inference on Segmented Polynomial Models
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+A simulation study on comparison of prediction methods when only a few components are relevant
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+Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
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+Model Selection for Multivariate Regression in Small Samples
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+The Intrinsic Bayes Factor for Model Selection and Prediction
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+Variable selection in regression models using principal components
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+Better Subset Regression Using the Nonnegative Garrote
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+Heuristics of instability and stabilization in model selection
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+A general Akaike-type criterion for model selection in robust regression
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+An alternative approach to variable selection for prediction
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+Bayesian variable selection with related predictors
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+Prediction Via Orthogonalized Model Mixing
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+Normal rank
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+Selection of components in principal component analysis: A comparison of methods
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+The risk inflation criterion for multiple regression
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+Modified AIC and Cp in multivariate linear regression
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+Conditional p-values for the F-statistic in a forward selection procedure
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+A method for simultaneous variable selection and outlier identification in linear regression
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+Relative rates of convergence for efficient model selection criteria in linear regression
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+A Predictive Approach to the Analysis of Designed Experiments
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+A simulation of the performance of \(C_{p}\) in model selection for logistic and Poisson regression
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+Equivalence of several methods for efficient best subsets selection in generalized linear models
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+A general property among nested, pruned subtrees of a decision-support tree
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+Predictive specification of prior model probabilities in variable selection
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+More Comments on C P
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+Normal rank
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+Regularization in discriminant analysis: an overview
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+Ultrastructural relationships and canonical variates analysis
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+Using Kendall's τ b Correlations to Improve Variable Selection Methods in Case-Control Studies
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+A user-knowledge-based variable selection method for limited information maximum likelihood using principal components
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+Subset Selection with Additional Order Information
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+Projection pursuit exploratory data analysis
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+Normal rank
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+Bayesian Model Averaging for Linear Regression Models
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+A Robust Version of Mallows's C p
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+Normal rank
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+Neural networks and logistic regression: Part I
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+Normal rank
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+Bootstrap Model Selection
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+Normal rank
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+Variables Selection Using the Wald Test and a Robust C P
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+Neural networks and logistic regression. II.
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+Normal rank
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+A note on the generalised cross-validation criterion in linear model selection
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+The Influence of Variable Selection: A Bayesian Diagnostic Perspective
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+Multiple Testing of General Contrasts Using Logical Constraints and Correlations
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+Consistent Variable Selection in Linear Models
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+Normal rank
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+On the Roles of Observations in Collinearity in the Linear Model
+Normal rank
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+Length modified ridge regression
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+Normal rank
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+Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
+Normal rank
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+Unbiased ridge estimation with prior information and ridge trace
+Normal rank
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+Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
+Normal rank
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+On ecological regression and ridge estimation
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+Normal rank
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+Partial least squares algorithm yields shrinkage estimators
+Normal rank
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+On a class of estimators in the general gauss-markov model
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+A comparison of stein-like procedures for estimating linear regression models with multicollinear data
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+On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
+Normal rank
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+The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
+Normal rank
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+The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model
+Normal rank
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+A generalized class of shrinkage estimators in linear regression when disturbances are not normal
+Normal rank
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+Optimal designs for rational models
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+Normal rank
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+Bayesian selection of log‐linear models
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+Normal rank
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+Interval Estimation of Inverse Dose-Response
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+Normal rank
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+The Use of Logistic Models for the Analysis of Codon Frequencies of DNA Sequences in Terms of Explanatory Variables
+Normal rank
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+Optimum Dose Levels when Males and Females Differ in Response
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+A New Perspective on Priors for Generalized Linear Models
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+Fitting long-memory models by generalized linear regression
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+An Analysis of Correlated Multivariate Binary Data: Application to Familial Cancers of the Ovary and Breast
+Normal rank
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+Hearing Impairment and the Log-Normal Distribution
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+Bias correction in generalised linear mixed models with a single component of dispersion
+Normal rank
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+Combined Generalized Linear Modelling-Non-Linear Programming Approach to Robust Process Design-A Case-Study in Circuit Board Quality Improvement
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+Efficiency of reduced logistic regression models
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@@ Property / cites work @@
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@@ Property / cites work @@
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@@ Property / cites work @@
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@@ Property / cites work @@
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@@ Property / cites work @@
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@@ Property / cites work @@
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@@ Property / cites work @@
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+Measures of the Sensitivity of Regression Estimates to the Choice of Estimator
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@@ Property / cites work @@
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@@ Property / cites work @@
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+Robust Estimation of the Process Standard Deviation for Control Charts
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+Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation
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+Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
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+Pearson‐type goodness‐of‐fit tests for regression
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+Joint Continuum Regression for Multiple Predictands
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+\(M\)-estimates of rigid body motion on the sphere and in Euclidean space
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+Adjusted Least Squares Estimates for the Scaled Regression Coefficients with Censored Data
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+Least Squares with Simulated Means for a Problem in Fibre Strength Testing
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+Extremal properties of principal curves in the plane
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+A predictive approach to the Bayesian design problem with application to normal regression models
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