Applied regression analysis bibliography update 1994-97

DOI10.1080/03610929808832244zbMath1107.62341OpenAlexW2099985866MaRDI QIDQ4216805

Norman R. Draper

Publication date: 8 December 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832244

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics (62-00)

Related Items (37)

Checking Normality and Homoscedasticity in the General Linear Model Using Diagnostic Plots ⋮ Non Monotone Backtracking Inexact BFGS Method for Regression Analysis ⋮ Some practical advice on polynomial regression analysis from blocked response surface designs ⋮ Extensions of multiple linear regression ⋮ Another look at subset selection using linear least squares ⋮ Method of Moments Estimation in Linear Regression with Errors in both Variables ⋮ Competitive On-line Statistics ⋮ Regularization in statistics ⋮ On Ptolemy's Table for the Equation of Time ⋮ Efficient probabilistic multi-fidelity calibration of a damage-plastic model for confined concrete ⋮ A regression based approach to a maximum margin classifier for separation of linearly inseparable pattern classes ⋮ On the asymptotics of distributions of two-step statistical estimates ⋮ Consistent estimation in a linear regression problem with random errors in coefficients ⋮ An Algorithm for Enhancing Spreadsheet Regression with Out-of-Sample Statistics ⋮ Forecasting demand for educational material for adult learners in Mexico ⋮ Determining vine leaf water stress by functional data analysis ⋮ Improvement of estimators in a linear regression problem with random errors in coefficients ⋮ Sample size calculation for method validation using linear regression ⋮ Variability explained by covariates in linear mixed-effect models for longitudinal data ⋮ Bootstrap procedures in a spatial-temporal model ⋮ Choice of Baselines in Clinical Trials: A Simulation Study from Statistical Power Perspective ⋮ Enriched biplots for canonical correlation analysis ⋮ R-squared and prediction in regression with ordered quantitative response ⋮ A Statistical Model for Shelf Life Estimation Using Sensory Evaluations Scores ⋮ A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models ⋮ Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity ⋮ Determination of the Selection Statistics and Best Significance Level in Backward Stepwise Logistic Regression ⋮ A Procedure for Identification of Principal Variables by Least Generalized Dependence ⋮ Weighted Wilcoxon Estimators in Nonlinear Regression ⋮ On the geometry ofF, Wald, LR, and LM tests in linear regression models ⋮ A Shot-Noise Model for Paper Fibres with Non-uniform Random Orientations ⋮ When should one adjust for measurement error in baseline variables in observational studies? ⋮ Mining epidemiological time series: an approach based on dynamic regression ⋮ Response-Adaptive Regression for Longitudinal Data ⋮ Variable selection in spatial regression via penalized least squares ⋮ ARTIFICIAL NEURAL NETWORK MODELING FOR REFORESTATION DESIGN THROUGH THE DOMINANT TREES BOLE‐VOLUME ESTIMATION ⋮ SMOOTHING WITH AN UNKNOWN INITIAL CONDITION

Uses Software

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• SAS
• LISREL
• Excel
• Fahrmeir

Cites Work

• One‐step M‐estimators in the linear model, with dependent errors
• Bounded‐influence rank estimation in the linear model
• Robust methods for personal‐income distribution models
• Use of Estimating Functions for Estimation from Complex Surveys
• Bootstrap Recycling: A Monte Carlo Alternative to the Nested Bootstrap
• Robust Bounded-Influence Tests in General Parametric Models
• Transform-Both-Sides Approach for Overdispersed Binomial Data When N is Unobserved
• Archetypal Analysis
• A Discriminant Rule under Transformation
• Some Tests for Variance Components Using Generalized p Values
• Robust and High-Breakdown Fits of Polynomial Models
• Random effects and variances as a synthesis of nonlinear regression analyses of mitochondrial electron transport
• Generalized linear models with unknown link functions
• D-optimal designs for generalised linear models with variance proportional to the square of the mean
• Least median of weighted squares in logistic regression with large strata
• Efficiency of reduced logistic regression models
• Protection against outliers in empirical bayes estimation
• A note on nonregular likelihood functions in heteroscedastic regression models
• Nonnull asymptotic distributions of three classic criteria in generalised linear models
• Transforming a response variable for linearity
• E-optimal designs for linear and nonlinear models with two parameters
• Generalized S-Estimators
• Simulation-Extrapolation Estimation in Parametric Measurement Error Models
• Fast Very Robust Methods for the Detection of Multiple Outliers
• Joint Continuum Regression for Multiple Predictands
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
• Adjusted Least Squares Estimates for the Scaled Regression Coefficients with Censored Data
• Permutation Tests for Correlation in Regression Errors
• Regression Analysis with Missing Covariate Data Using Estimating Equations
• Diagnosing Influential Observations in Quadratic Discriminant Analysis
• A Quasi-Likelihood Approach for Ordered Categorical Data with Overdispersion
• Using Projection for Testing Goodness-of-Fit in Regression Models for Repeated Measures
• A Modified EM Algorithm for Estimation in Generalized Mixed Models
• Subset Selection with Additional Order Information
• Computing the Wald Interval for a Variance Ratio
• A New Method to Explore the Distribution of Interindividual Random Effects in Non-Linear Mixed Effects Models
• Utilizing Concentration-Response Data from Individual Components to Detect Statistically Significant Departures from Additivity in Chemical Mixtures
• Analysis of Proportions in the Presence of over-/under-Dispersion
• Robust Restricted Maximum Likelihood in Mixed Linear Models
• Average Information REML: An Efficient Algorithm for Variance Parameter Estimation in Linear Mixed Models
• Using Kendall's τ b Correlations to Improve Variable Selection Methods in Case-Control Studies
• Analysis of Tomato Root Initiation Using a Normal Mixture Distribution
• Diagnostic Plots to Reveal Functional Form for Covariates in Multiplicative Intensity Models
• One-Sided Tests in Generalized Linear Models with Parallel Regression Lines
• Prediction in the Presence of Measurement Error: General Discussion and an Example Predicting Defoliation
• A Mixture Model with Detection Limits for Regression Analyses of Antibody Response to Vaccine
• Quasilikelihood Estimation in Measurement Error Models with Correlated Replicates
• Efficiency of Regression Estimates for Clustered Data
• Using Robust Scale Estimates in Detecting Multiple Outliers in Linear Regression
• Optimal Designs for Bivariate Logistic Regression
• Multiplicative Interaction in Generalized Linear Models
• Bayesian Analysis of Errors-in-Variables Regression Models
• Correction for Covariate Measurement Error in Generalized Linear Models-A Bootstrap Approach
• Permutation Tests for Least Absolute Deviation Regression
• An EM Algorithm for Nonlinear Random Effects Models
• Saddlepoint Approximations of Marginal Densities and Confidence Intervals in the Logistic Regression Measurement Error Model
• On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms
• 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
• Admissibility of inhomogeneous linear estimaiors in linear models with respect to incomplete ellipsoidal restrictions
• Breakdown points for redescending m-estimates of location
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Detection of outliers in growth curve models
• Consistency of the least median of squares estimator in nonlinear regression
• A cubic smoothing spline based lack of fit test for nonlinear regression models
• Some results on randomization when observations are spatially dependent and the analysis uses generalized least-squares
• The exact power function of an exact test of a regression model against multiple separate alternatives
• Unbiased ridge estimation with prior information and ridge trace
• Comparison of the inverse and classical estimators in multi-univariate linear calibration
• A matrix identity and its applications to equivalent hypotheses in linear models
• Bayesian analysis of two overdispersed poisson regression models
• The derivation of blup, ML, REML estimation methods for generalised linear mixed models
• Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators
• Asymptotically linear estimation in a generalized linear model
• Equivalent inferences using transformations
• Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
• Distribution- free test for slope in linear regression model with replications
• 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
• On the consistency of rank transformed regression
• Estimating the box-cox transformation via an artificial regression model
• Transforming linear functions to normality:optimal component powers
• Reference values for cook's distance
• Model influence functions based on mixtures
• Applying Generalized Linear Models
• Modeling of Nonlinear Growth Curve on Series of Correlated Count Data Measured at Unequally Spaced Times: A Full Likelihood Based Approach
• Bias in Slope Estimates for the Linear Errors in Variables Model by the Variance Ratio Method
• A Note on Fitting a Marginal Model to Mixed Effects Log-Linear Regression Data via GEE
• A Note on Exact Tests for Variance Components in Unbalanced Random and Mixed Linear Models
• Exact Tests for Variance Components
• Inference on Segmented Polynomial Models
• Regression Models for the Analysis of Pretest/Posttest Data
• Analyzing Genotype-Environment Data by Mixed Models with Multiplicative Terms
• The Effect of Incomplete Knowledge of Parameter Values on Single- and Multiple-Stage Designs for Logistic Regression
• Maximum Likelihood Estimation for Probit-Linear Mixed Models with Correlated Random Effects
• Regression Models for Mixed Discrete and Continuous Responses with Potentially Missing Values
• Estimation in Forest Yield Models Using Composite Link Functions with Random Effects
• Comparing the Contributions of Groups of Predictors: Which Outcomes Vary With Hospital Rather Than Patient Characteristics
• A Split Questionnaire Survey Design
• Semiparametric Regression Functionals
• Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
• Semiparametric Efficiency in Multivariate Regression Models with Missing Data
• Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• Consistent Variable Selection in Linear Models
• The Theil-Sen Estimator With Doubly Censored Data and Applications to Astronomy
• Survival Analysis with Median Regression Models
• Investigating the Geometry of a p-Dimensional Data Set
• On the estimation of the influence curve
• Linear model estimation errors with estimated design parameters
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• A One-Step Gauss-Newton Estimator for Modelling Categorical Data with Extraneous Variation
• Fitting Parametric Counting Processes by Using Log-Linear Models
• Optimum Dose Levels when Males and Females Differ in Response
• Flexible Maximum Likelihood Methods for Assessing Joint Effects in Case- Control Studies with Complex Sampling
• Models Relating the Timing of Intercourse to the Probability of Conception and the Sex of the Baby
• M-Estimation in Cross-Over Trials
• Time Series Models Based on Generalized Linear Models: Some Further Results
• Test of Homogeneity of Binary Data with Explanatory Variables
• Statistical Analysis of Ligand-Binding Experiments
• On Tests Against One-Sided Hypotheses in Some Generalized Linear Models
• Bias correction in generalised linear mixed models with a single component of dispersion
• A note on the generalised cross-validation criterion in linear model selection
• A bootstrap based on the estimating equations of the linear model
• A mean score method for missing and auxiliary covariate data in regression models
• On the use of a working correlation matrix in using generalised linear models for repeated measures
• Curvature measures for multiresponse regression models
• Relative rates of convergence for efficient model selection criteria in linear regression
• Second order asymptotics for score tests in generalised linear models
• Renovated scatterplots for censored data
• The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
• Information criteria in identifying regression models
• On the estimation of prediction errors in logistic regression models
• Large classes of proper priors for linear models
• An alternative approach to variable selection for prediction
• Some tests for linear trend of variances
• Consistency ofl₁estimates in censored linear regression models
• A generalized class of shrinkage estimators in linear regression when disturbances are not normal
• The power of d'agostino's d test of normality against a normal mixture alternative
• On L-estimation in linear models
• On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model
• Variable selection in regression models using principal components
• Simultaneous prediction intervals for multinomial logistic regression models
• On optimal b-robust influence functions in multidimensional parametric models
• A general property among nested, pruned subtrees of a decision-support tree
• A comparison of stein-like procedures for estimating linear regression models with multicollinear data
• Multivariate regression models for discrete and continuous repeated measurements
• Generalized least squares estimation of multivariate nonlinear models with missing data
• Lower bounds on bayes factors for a linear regression model
• A bayesian wls approach to generalized linear models
• Regression for censored survival data with lag effects
• Detection of outliers and influential observations in regression analysis using stochastic prior information
• Likelihood-based measures of influence for generalized linear models
• Some small-sample results on a bounded influence rank regression method
• Concentration of estimators of coefficients in mixed regression model
• A comparison of interval constrained least squares and mixed regression estimators
• Graphical summaries for influence of multiple observations
• Variance estimates in logistic regression using the bootstrap
• On the effects of predictor misclassification in multiple linear regression analysis
• Maximum likelihood estimation in simple linear regression with one fold nested error
• Detection of outliers in linear model when the regression parameters are stochastic
• The minimalL₁isotonic regression
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Informative Drop-Out in Longitudinal Data Analysis
• Logistic Regression for Correlated Binary Data
• Least Squares with Simulated Means for a Problem in Fibre Strength Testing
• Updates of statistics in a general linear model: a statistical interpretation and applications
• Confidence intervals on the regression coefficient in a simple linear regression model with a balanced one-fold nestederror structure
• Two-step jackknife bias reduction for logistic regression mles
• Testing the equality of regression matrices when some additional data sets are available
• Nonparametric Estimation of the Transformation in the Transform-Both-Sides Regression Model
• Instrumental Variable Estimation in Binary Regression Measurement Error Models
• A Consistent Nonparametric Test of Symmetry in Linear Regression Models
• The Influence of Variable Selection: A Bayesian Diagnostic Perspective
• Order-Restricted Inferences in Linear Regression
• Weighted Least Squares Analysis of Repeated Categorical Measurements with Outcomes Subject to Nonresponse
• Model Selection for Multivariate Regression in Small Samples
• The World of Biometry
• A Random-Effects Ordinal Regression Model for Multilevel Analysis
• A Parametric Model for Cluster Correlated Categorical Data
• Exact Analysis for Paired Binary Data
• Iterative Generalized Least Squares for Meta-Analysis of Survival Data at Multiple Times
• The Use of Logistic Models for the Analysis of Codon Frequencies of DNA Sequences in Terms of Explanatory Variables
• Influence Diagnostics for Generalized Linear Measurement Error Models
• Comparing Non-Nested Regression Models
• Asymptotic Confidence Bands for Generalized Nonlinear Regression Models
• An Approximate Generalized Linear Model with Random Effects for Informative Missing Data
• Adjusting for Time Trends When Estimating the Relationship between Dietary Intake Obtained from a Food Frequency Questionnaire and True Average Intake
• Regional Optimization of Fertilization Using a Hierarchical Linear Model
• Karl Pearson and the Correlation Curve
• Robust Estimation: A Weighted Maximum Likelihood Approach
• Regression with interval-censored data
• MOSUM tests for parameter constancy
• Inference for the Association between Coefficients in a Multivariate Growth Curve Model
• Interval Estimation of Inverse Dose-Response
• Testing the Fit of a Regression Model Via Score Tests in Random Effects Models
• Effects of Heteroscedasticity Upon Certain Analyses When Regression Lines are Not Parallel
• Transformations to Additivity in Measurement Error Models
• A Logistic Model for Trend in 2 x 2 x K Tables with Applications to Meta- Analyses
• A Logistic-Bivariate Normal Model for Overdispersed Two-State Markov Processes
• Regression Analysis for a Functional Response
• An Analysis-of-Means-Type Test for Variances from Normal Populations
• Resistant and Test-Based Outlier Rejection: Effects on Gaussian One- and Two-Sample Inference
• New Pedagogy and New Content: The Case of Statistics
• Fitting generalized linear models to retrospectively sampled clusters with categorical responses
• Fieller's Theorem, Scheffe Simultaneous Confidence Intervals, and Ratios of Parameters of Linear and Nonlinear Mixed-Effects Models
• Linear Mixed Models with Heterogeneous within-Cluster Variances
• Fitting regression models to case-control data by maximum likelihood
• Hierarchical Bayesian semiparametric procedures for logistic regression
• Local influence in principal components analysis
• Detecting parameter redundancy
• Miscellanea. Surprising effects of measurement error on an aggregate data estimator
• On the rate of convergence of the ECME algorithm for multiple regression models with t-distributed errors
• Variance component testing in generalised linear models with random effects
• Optimal design in random-effects regression models
• Miscellanea. Linear regression after spline transformation
• Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
• A goodness-of-fit test for logistic regression models based on case-control data
• Modified AIC and Cp in multivariate linear regression
• Generalised information criteria in model selection
• Quasi-likelihood regression models with missing covariates
• Likelihood analysis for errors-in-variables regression with replicate measurements
• A note on covariate measurement error in nonlinear mixed effects models
• Robust Estimation of the Process Standard Deviation for Control Charts
• Recursive Generalized M-Estimators of System Parameters
• A Generalized Linear Modeling Approach to Robust Design
• Iteratively Reweighted Partial Least Squares Estimation for Generalized Linear Regression
• Neural Networks in Applied Statistics
• A Comparison of Uncertainty Criteria for Calibration
• Added-Variable Plots and Curvature in Linear Regression
• Graphics for Regressions With a Binary Response
• The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
• Instrumental Variable Estimation in Generalized Linear Measurement Error Models
• Bias Correction in Generalized Linear Mixed Models With Multiple Components of Dispersion
• On the Partitioning of Goodness-of-Fit Statistics for Multivariate Categorical Response Models
• Identification of Outliers in Multivariate Data
• The Product-Moment Correlation Coefficient and Linear Regression for Truncated Data
• Prediction Via Orthogonalized Model Mixing
• A Region-Based Segmentation Method for Multichannel Image Data
• Bounded Influence Estimation in the Mixed Linear Model
• Maximum Likelihood Algorithms for Generalized Linear Mixed Models
• Inferences for the Linear Errors-in-Variables With Changepoint Mode
• Bayesian Model Averaging for Linear Regression Models
• Bootstrap-Adjusted Calibration Confidence Intervals for Immunoassay
• Multiple Testing of General Contrasts Using Logical Constraints and Correlations
• A New Approach in Modeling a Categorical Response. I. Binary Case
• Robust Estimation for Grouped Data
• A New Perspective on Priors for Generalized Linear Models
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• Testing for Polynomial Regression Using Nonparametric Regression Techniques
• Combining Estiamates in Regression and Classification
• Measures of the Sensitivity of Regression Estimates to the Choice of Estimator
• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
• Normal Scores, Normal Plots, and Tests for Normality
• Combining Independent Studies in a Calibration Problem
• Optimal Estimation for Response-Dependent Retrospective Sampling
• Extended Weighted Log-Rank Estimating Functions in Censored Regression
• Influence Diagnostics for Linear Longitudinal Models
• Testing the Independence Assumption in Linear Models
• Robust Linear Model Selection by Cross-Validation
• On the Roles of Observations in Collinearity in the Linear Model
• An Efficient Estimator for the Generalized Semilinear Model
• A Two-Step Approach to Measurement Error in Time-Dependent Covariates in Nonlinear Mixed-Effects Models, With Application to IGF-I Pharmacokinetics
• Generalized Partially Linear Single-Index Models
• Graphics for Assessing the Adequacy of Regression Models
• Dirichlet Process Mixed Generalized Linear Models
• Variance Estimation for the Regression Estimator in Two-Phase Sampling
• Robust Calibration
• An Analysis of Transformations for Additive Nonparametric Regression
• The Standardized Influence Matrix and Its Applications
• Miscellanea. Testing the adequacy of regression functions
• Pearson‐type goodness‐of‐fit tests for regression
• Confidence intervals following Box‐Cox transformation
• Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
• Bayesian Approach for Nonlinear Random Effects Models
• Exact Confidence Intervals for a Variance Ratio (or Heritability) in a Mixed Linear Model
• Nonlinear Regression Analysis of the Joint-Regression Model
• Design Aspects of Calibration Studies in Nutrition, with Analysis of Missing Data in Linear Measurement Error Models
• Box‐Cox transformed linear models: A parameter‐based asymptotic approach
• An Analysis of Correlated Multivariate Binary Data: Application to Familial Cancers of the Ovary and Breast
• Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
• Overdispersed poisson regression models for studies of air pollution and human health
• Goodness-of-Fit Tests for Ordinal Response Regression Models
• Hearing Impairment and the Log-Normal Distribution
• Estimation of regression parameters in generalized linear models for cluster correlated data with measurement error
• M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result
• On Spiring's normal loss function
• Variables Selection Using the Wald Test and a Robust C P
• Combined Generalized Linear Modelling-Non-Linear Programming Approach to Robust Process Design-A Case-Study in Circuit Board Quality Improvement
• Logistic Regression Models for Binary Panel Data with Attrition
• Regression Analysis for Complex Survey Data with Missing Values of a Covariate
• Improved Approximations for Multilevel Models with Binary Responses
• Weighted estimates of interlaboratory consensus values
• Random effects in ordinal regression models
• A bootstrap approach to hypothesis testing in least absolute value regression
• Errors-in-variables and the Box-Cox transformation
• Sensitivity analysis of structural equation models with equality functional constraints
• Sensitivity analysis of upper confidence bounds on the range of treatment effects
• Log-normal regression modeling through recursive partitioning
• Nonlinear quasi-likelihood models: applications to continuous proportions
• A note on hypothesis testing in LAV multiple regression: A small sample comparison
• Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models
• Imputation techniques in regression analysis: Looking closely at their implementation
• Equivalence of several methods for efficient best subsets selection in generalized linear models
• Conditional p-values for the F-statistic in a forward selection procedure
• Checking the assumptions in mixed-model analysis of variance: a residual analysis approach
• Selection of components in principal component analysis: A comparison of methods
• SWEEP operator for least-squares subject to linear constraints
• Estimation in mixed models via layer triangular transformation
• Projection pursuit exploratory data analysis
• To analyze binary data from mixed-level orthogonal arrays
• Generalization of the geometric mean functional relationship
• A simulation of the performance of \(C_{p}\) in model selection for logistic and Poisson regression
• Regularization in discriminant analysis: an overview
• Convergence of the feasible solution algorithm for least median of squares regression
• A Bayesian approach to multivariate and conditional calibration
• An alternative approach for the numerical solution of seemingly unrelated regression equations models
• A user-knowledge-based variable selection method for limited information maximum likelihood using principal components
• Dynamic plots for displaying the roles of variables and observations in regression model
• Recursive robust regression computational aspects and comparison
• Linear programming approach to LMS-estimation
• Polynomial measurement error modeling
• On hyperplanes of closest fit
• 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
• On efficient estimation in regression models
• Logistic regression with missing values in the covariates
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Robust asymptotic statistics
• Some diagnostics of maximum likelihood and posterior nonnormality
• On using stratification in the analysis of linear regression models with right censoring
• The determination of a ``least quantile of squares regression line for all quantiles
• On the doubly noncentral F distribution
• A family of partially correlated Poisson models for overdispersion
• Influential observation in the growth curve model with unstructured covariance matrix
• Confidence intervals for the slope of a regression line when the error term has nonconstant variance
• Neural networks and logistic regression: Part I
• Neural networks and logistic regression. II.
• Moderate projection pursuit regression for multivariate response data
• Regression-free and robust estimation of scale for bivariate data
• A simulation study on comparison of prediction methods when only a few components are relevant
• A method for simultaneous variable selection and outlier identification in linear regression
• A comparison of tests of equality of variances
• An Anscombe type robust regression statistic
• Sensitivity analysis of model output. Performance of the iterated fractional factorial design method
• The robustness against parameter variation of exact locally optimum designs in nonlinear regression -- a case study
• A nonparametric calibration analysis
• Robust estimation of parameters in a mixed unbalanced model
• Extremal properties of principal curves in the plane
• Asymptotically honest confidence sets for structural errors-in-variables models
• 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
• Regression rank scores estimation in ANOCOVA
• Heuristics of instability and stabilization in model selection
• Robust estimation in structured linear regression
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Optimal designs for rational models
• Nonlinear confounding in high-dimensional regression
• Nonparametric model checks for regression
• A method for hypothesis tests in polychotomous logistic regression
• Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation
• ARES plots for generalized linear models
• Robust prediction intervals in a regression setting
• The feasible solution algorithm for least trimmed squares regression
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Logistic regression with random coefficients
• The small-sample power of Durbin's \(h\) test revisited
• Robust regression with a distributed intercept using least median of squares
• Penalized quasi-likelihood estimation in partial linear models
• Polynomial splines and their tensor products in extended linear modeling. (With discussions)
• Regression \(M\)-estimators with doubly censored data
• Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
• Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression
• Length modified ridge regression
• On restricted hypotheses in extreme value regression models
• A comparison of local constant and local linear regression quantile estimators
• t-distribution modeling using the available statistical software
• Robust multiple confidence intervals for contrasts
• A resampling method for regression models with serially correlated errors
• Confirmation of multiple outliers in generalized linear and nonlinear regressions
• P-values from permutation and F-tests
• A statistical information theory approach to compare the homogeneity of several variances
• Log-linear models for a binary response with nonignorable nonresponse
• The historical development of the linear minimax absolute residual estimation procedure 1786--1960
• Identification of outliers by means of \(L_{1}\) regression: Safe and unsafe configurations
• Maximum likelihood estimation of link function parameters
• Testing goodness-of-fit for nonlinear regression models with heterogeneous variances
• Quantile regression with censored data using generalized \(L_1\) minimization
• A comparative study of some robust methods for coefficient-estimation in linear regression
• The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data
• Restricted polynomial regression
• Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Simultaneous confidence bands for linear regression and smoothing
• Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
• Partial least squares algorithm yields shrinkage estimators
• Maximum likelihood methods for a generalized class of log-linear models
• Asymptotics for kernel estimate of sliced inverse regression
• Asymptotics of least-squares estimators for constrained nonlinear regression
• The structure of isotonic regression class for LAD problems with quasi- order constraints
• Resistant lower rank approximation of matrices by iterative majorization
• Adapting for the missing link
• The risk inflation criterion for multiple regression
• Minimum distance estimation in random coefficient regression models
• On the asymptotics of constrained \(M\)-estimation
• On general resampling algorithms and their performance in distribution estimation
• Dimension of the singular sets of plane-fitters
• Model estimation in nonlinear regression under shape invariance
• On a semiparametric variance function model and a test for heteroscedasticity
• A study of least squares and maximum likelihood for image reconstruction in positron emission tomography
• Robust statistics, data analysis, and computer intensive methods. In honor of Peter Huber's 60th birthday
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Tests following transformations
• \(M\)-estimates of rigid body motion on the sphere and in Euclidean space
• REML estimation: Asymptotic behavior and related topics
• Empirical process of residuals for high-dimensional linear models
• A robust adjustment of the profile likelihood
• More Comments on C P
• Better Subset Regression Using the Nonnegative Garrote
• Seeing a Curve in Multiple Regression
• Bayesian Analysis of Ordered Categorical Data from Industrial Experiments
• Prediction in Repeated-Measures Models with Engineering Applications
• Standard-Error Estimates for Rates of Change from Indirect Measurements
• Robust Regression Applied to Optical-Fiber Dimensional Quality Control
• Variance Components in the Two-Way Nested Model with Incomplete Nesting Information
• A Note on Box-Cox Transformation Diagnostics
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• An efficient and high breakdown procedure for model criticism
• Robust statistical inference: weighted likelihoods or usual m-estimation?
• Weighted logistic regression and robust analysis of diverse toxicology data
• Randomization tests for multiple regression
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Bayesian Inference for Semiparametric Binary Regression
• A Linear Mixed-Effects Model With Heterogeneity in the Random-Effects Population
• Indicator and Stratification Methods for Missing Explanatory Variables in Multiple Linear Regression
• Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models
• Quasi-Likelihood for Median Regression Models
• Overdispersion Diagnostics for Generalized Linear Models
• Tests of Homogeneity for Generalized Linear Models
• Simulation-Extrapolation: The Measurement Error Jackknife
• Transformations for Improving Linearization Confidence Intervals in Nonlinear Regression
• A Review of the Development and Application of Recursive Residuals in Linear Models
• Partial Least Squares Regression on Smooth Factors
• Measurement Error in the Response in the General Linear Model
• Practical Small-Sample Asymptotics for Regression Problems
• Bootstrap Model Selection
• Rank-Based Analysis of the Heteroscedastic Linear Model
• Diagnostic Measures for Model Criticism
• Bayesian residual analysis for binary response regression models
• Marginal regression analysis of a multivariate binary response
• A general Akaike-type criterion for model selection in robust regression
• Approximate Bayes factors and accounting for model uncertainty in generalised linear models
• Predictive specification of prior model probabilities in variable selection
• Miscellanea. A modified estimating equation approach to correcting for measurement error in regression
• A class of regression models for multivariate categorical responses
• Generalised linear model selection by the predictive least quasi-deviance criterion
• A predictive approach to the Bayesian design problem with application to normal regression models
• Regression analysis for long-term survival rate
• A transformation model for two survival curves: An empirical process approach
• Deletion diagnostics for generalised estimating equations
• Testing homogeneity of many within-subject variances using small samples
• Variance Components Models for Dependent Cell Populations
• The L 1 Method for Robust Nonparametric Regression
• Fitting Heteroscedastic Regression Models
• An Interpretation of Partial Least Squares
• Determining the Dimensionality in Sliced Inverse Regression
• Rank-Based Estimates in the Linear Model with High Breakdown Point
• On the Interpretation of Regression Plots
• A Predictive Approach to the Analysis of Designed Experiments
• Laplace's approximation for nonlinear mixed models
• A geometric approach to assess bias due to omitted covariates in generalized linear models
• Fitting long-memory models by generalized linear regression
• Sensitivity analysis for Box-Cox power transformation model: Contrast parameters
• Likelihood analysis for probit regression with measurement errors
• Unbiased estimating equations derived from statistics that are functions of a parameter
• Ultrastructural relationships and canonical variates analysis
• Nonregular regression
• Regular Redescending Rank Estimates
• Bounded Influence and High Breakdown Point Testing Procedures in Linear Models
• A Robust Version of Mallows's C p
• Correlation Curves as Local Measures of Variance Explained by Regression
• Comparison of Prediction Methods When Only a Few Components are Relevant
• Reweighting to Achieve Elliptically Contoured Covariates in Regression
• Testing Goodness of Fit for a Parametric Family of Link Functions
• The Exact Amount of t-ness That the Normal Model Can Tolerate
• An Application of Nonlinear Regression in Research and Development: A Case Study from the Electronics Industry
• Experimental Design for a Class of Accelerated Degradation Tests
• Approximations for marginal densities of M‐estimators
• Bayesian analysis of outlier problems using divergence measures
• Maximum Likelihood Estimation and Mathematica
• Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
• On ecological regression and ridge estimation
• Regression Models for a Bivariate Discrete and Continuous Outcome with Clustering
• A Bayesian Method for Combining Results from Several Binomial Experiments
• Diagnostics and Robust Estimation in Multivariate Data Transformations
• Diagnostics in Linear Discriminant Analysis
• Diagnostics for Linearization Confidence Intervals in Nonlinear Regression
• Estimators of Odds Ratio Regression Parameters in Matched Case-Control Studies with Covariate Measurement Error
• Comparison of Regression Curves Using Quasi-Residuals
• Simultaneous Confidence Bands for Linear Regression with Heteroscedastic Errors
• An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
• Confidence intervals on variance components in regression models with balanced (q-1)-fold nested error structure
• Bias correction and improved residuals for non-exponential family nonlinear models
• Local influence in multivariate regression
• The em algorithm for the quasi-likelihood regression model
• Detection of influential observations in functional errors-in-variables model
• Bayesian variable selection with related predictors
• Robust scale estimation in the error‐components model using the empirical characteristic function
• Uniqueness of the least‐distances estimator in regression models with multivariate response
• Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
• Local influence and replacement measure
• Sensitivity of pearson's goodness-of-fit statistic in generalized linear models
• On the existence of the least squares estimate in nonlinear growth curve models of exponential type
• The influence of observations for local log-odd in linear discriminant analysis
• Some matrix results related to a partitioned singular linear model
• The L₂risk of an isotonic estimate
• Log-gamma regression modeling 'through regression trees
• On a class of estimators in the general gauss-markov model
• Some asymptotic results on box-cox transformation methodology
• Equivalence to a straight line
• An Iterative Weighted Least Squares Algorithm and Simulation Study for Censored Data M-Estimates
• Analysis of overdispersed paired count data
• Bayesian selection of log‐linear models
• EDF tests of goodness of fit for transform‐both‐sides models
• The bootstrap and Edgeworth expansion
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This page was built for publication: Applied regression analysis bibliography update 1994-97