Reweighting approximate GM estimators: Asymptotics and residual-based graphics

DOI10.1016/S0378-3758(96)00049-3zbMath1003.62507MaRDI QIDQ1361648

Douglas G. Simpson, Yuan-chin Ivan Chang

Publication date: 15 January 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00049-3

zbMATH Keywords

generalized estimating equation; one-step estimator; robust methods; added variable plot

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F35: Robustness and adaptive procedures (parametric inference)

62J20: Diagnostics, and linear inference and regression

Related Items

Some Exploratory Methods for Studying Curvature in Robust Regression, Minimax weights for generalised M-estimation in biased regression models, Functional stability of one-step GM-estimators in approximately linear regression, Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation, Robust weights and designs for biased regression models: Least squares and generalized \(M\)-estimation

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