Comment: Models are approximations!

DOI10.1214/19-STS746MaRDI QIDQ2194572zbMATH OpenOpenAlexFDO

Authors Erwan Koch, Jonathan Koh, A. C. Davison

Publication date 26 August 2020

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ss/1578474023

zbMATH Keywords

bootstrapdesigned experimentinfinitesimal jackknifemodel mis-specificationregression diagnosticssandwich variance estimator

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bootstrap, jackknife and other resampling methods (62F40) Diagnostics, and linear inference and regression (62J20)

Recommendations

• Models as approximations. I. Consequences illustrated with linear regression
• Inference for misspecified models with fixed regressors
• Parametric bootstrap under model mis-specification
• Bootstrap inference for misspecified moment condition models
• Rejoinder: Models as approximations

Cites work

• Diagnostics for heteroscedasticity in regression
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Jackknifing in Nonlinear Regression
• Jackknifing in Unbalanced Situations
• Second-order comparison of Gaussian random functions and the geometry of DNA minicircles
• Sufficiency and conditionality
• The Influence Curve and Its Role in Robust Estimation
• The jackknife estimate of variance
• Von Mises calculus for statistical functionals

Cited in

(5)

• Some perspectives on inference in high dimensions
• Models as approximations. I. Consequences illustrated with linear regression
• Rejoinder: Models as approximations
• D. R. Cox: aspects of scientific inference
• Nonparametric efficient estimation of marginal structural models with continuous time-varying treatments

Describes a project that uses

Uses Software

• boot

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