A bootstrap based on the estimating equations of the linear model

DOI10.1093/BIOMET/82.2.263MaRDI QIDQ4842922zbMATH OpenOpenAlexFDO

Authors James V. Zidek, Feifang Hu

Publication date 16 August 1995

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/82.2.263

zbMATH Keywords

asymptotic propertiesbootstrap estimationestimating functionlinear modelrobustness to heteroscedasticitysimulation

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Recommendations

• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
• Bootstrap approximation to the distribution of M-estimates in a linear model
• The estimating function bootstrap
• scientific article; zbMATH DE number 1215455
• Bootstrapping robust estimates of regression

Cited in

(18)

• A quadratic bootstrap method and improved estimation in logistic regression.
• Confidence distributions: a review
• Bootstrapping robust estimates of regression
• Bootstrapping local polynomial estimators in likelihood-based models
• Extensions of the Markov chain marginal bootstrap
• The analysis of bootstrap method in linear regression effect
• Bootstrap of the linear correlation model
• A simulation study of bias in estimation of variance by bootstrap linear regression model
• Bootstrap inference in a linear equation estimated by instrumental variables
• scientific article; zbMATH DE number 1215455 (Why is no real title available?)
• Applied regression analysis bibliography update 1994-97
• A fast resample method for parametric and semiparametric models
• Leverage-adjusted heteroskedastic bootstrap methods
• Bootstrap tests for misspecified models, with application to clustered binary data.
• On improving the robustness and reliability of Rao's score test
• Efficiency and robustness of a resampling M-estimator in the linear model
• Estimation and inference by stochastic optimization
• Bootstrap for inference after model selection and model averaging for likelihood models

This page was built for publication: A bootstrap based on the estimating equations of the linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4842922)