APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900)

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APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001

scientific article; zbMATH DE number 2119529

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English	APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001	scientific article; zbMATH DE number 2119529

Statements

instance of

scholarly article

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title

APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (English)

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author

Norman R. Draper

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publication date

26 November 2004

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MaRDI profile type

MaRDI publication profile

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cites work

A note on a proposed Student \(t\) approximation.

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Using your eyes --- making statistics more visible with computers.

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Checking for Lack of Fit in Linear Models with Parametric Variance Functions

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Outlier detection by robust principal components analysis

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Parametric location-scale and scale trend tests based on Levene's transformation

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Estimation in weibull regression model with measurement error

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Asymmetric confidence bands for simple linear regression over bounded intervals.

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A note on contamination models and outliers

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An industrial example using one-way analysis of circular-linear data.

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Linear regression analysis of censored medical costs

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On the bootstrap in misspecified regression models.

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Score tests when a nuisance parameter is unidentified under the null hypothesis

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A nonparametric test for serial independence of regression errors

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The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.

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BACON: blocked adaptive computationally efficient outlier nominators.

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Robust estimation of the SUR model

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Resistant outlier rules and the non-Gaussian case.

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Weak convergence of the empirical process of residuals in linear models with many parameters

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Regression residuals and test statistics: Assessing naive outlier deletion

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Goodness-of-Fit Tests for Parametric Regression Models

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Local influence in binary regression models, and its correspondence with global influence

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Diagnostic Checks for Discrete Data Regression Models Using Posterior Predictive Simulations

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Bayesian unmasking in linear models.

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Generalized least squares with misspecified serial correlation structures

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How effective are the reset tests for omitted variables

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Partial Residual Plots Based on Robust Fits

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Influence analysis in multivariate linear general models

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Measures and procedures for the identification of locally influential observations in linear regression

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REGRESSION DIAGNOSTIC USING LOCAL INFLUENCE: A REVIEW

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Residuals for multinomial models

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Added variable plots for linear regression with censored data

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A comparative analysis of multiple outlier detection procedures in the linear regression model.

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Diagnosing Explainable Heterogeneity of Variance in Random-Effects Models

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Local influence for incomplete-data models

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Improved heteroscedasticity-consistent covariance matrix estimators

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Asymptotic relative efficiency of wald tests in measurement error models

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Maximum likelihood computations for regression with measurement error.

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ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA

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A Small Sample Estimator for a Polynomial Regression with Errors in the Variables

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Comparing the shapes of regression functions

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Response transformations in repeated measures and growth curve models

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Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution

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On estimating the box-cox transformation to normality

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Using a Box–Cox Transformation in the Analysis of Longitudinal Data with Incomplete Responses

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The null distribution of the likelihood ratio test for a mixture of two normals after a restricted box-cox transformation

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Estimating the ratio of two Poisson rates.

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Estimating the box-cox transformation via shapiro-wilkWStatistic

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Robust Diagnostic Data Analysis: Transformations in Regression

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ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS

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A new family of power transformations to improve normality or symmetry

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Large data series: modeling the usual to identify the unusual.

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A note on change point estimation in dose-response trials

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Fitting multiple change-point models to data

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Bayesian regression with multivariate linear splines

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CALIBRATION USING A PIECEWISE SIMPLE LINEAR REGRESSION MODEL

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VARIABLE SELECTION AND INTERPRETATION OF COVARIANCE PRINCIPAL COMPONENTS

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Coefficients of determinations for variable selection in the msae regression

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Regression methods for high dimensional multicollinear data

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Rotated canonical analysis onto a reference subspace

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Generalizing the derivation of the schwarz information criterion

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Tabu search model selection in multiple regression analysis

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Calibration and empirical Bayes variable selection

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Model Selection and the Principle of Minimum Description Length

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Structural Tests in Additive Regression

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Flexible regression modeling

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Influential subsets on the variable selection

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A regression model selection criterion based on bootstrap bumping for use with resistant fitting.

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A new criterion for variable selection

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Improved model selection criterion

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POOLED SLICING METHODS VERSUS SLICING METHODS

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Variable selection in discriminant analysis: measuring the influence of individual cases.

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The Peculiar Shrinkage Properties of Partial Least Squares Regression

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Partial Least Squares Estimator for Single-Index Models

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STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES

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A note on the moments of stochastic shrinkage parameters in ridge regression

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Ridge estimator in singulah oesiun with application to age-period-cohort analysis of disease rates

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Shrinkage and modification techniques in estimation of variance and the related problems: A review

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MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS

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Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation

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Testing lack of fit in multiple regression

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Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation

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Measuring overlap in binary regression.

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Marginal regression models for the analysis of positive association of ordinal response variables

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SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS

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A statistical method for tuning a computer code to a data base.

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On repeated measures analysis with misspecified covariance structure

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Comparison to control in logistic regression

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On autocorrelation in a Poisson regression model

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Score tests for zero inflation in generalized linear models

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A generalized‐moments specification test for the logistic link

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A simple and fast alternative to the EM algorithm for incomplete categorical data and latent class models.

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Regression Modelling of Weighted κ by Using Generalized Estimating Equations

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Finding near-optimal Bayesian experimental designs via genetic algorithms

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Misspecified maximum likelihood estimates and generalized linear mixed models

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GENERALIZED LEAST SQUARES METHODS FOR BIVARIATE POISSON REGRESSION

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Consistent Functional Methods for Logistic Regression With Errors in Covariates

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NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS

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Conditional inference about generalized linear mixed models

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Robust estimation in generalized linear mixed models

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Model-robust parameter dispersions for iteratively re-weighted least squares

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A note on the logistic link function

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Testing generalized linear and semiparametric models against smooth alternatives

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Inference in high dimensional generalized linear models based on soft thresholding

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REGRESSION IN THE BIVARIATE POISSON DISTRIBUTION

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Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions

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Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

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Miscellanea. Maximum likelihood estimation of misclassification rates of a binomial regression

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Probability matrix decomposition models and main-effects generalized linear models for the analysis of replicated binary associations.

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Modelling Overdispersion for Complex Survey Data

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Wald one-sided test using generalized estimating equations approach

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Closure of the Class of Binary Generalized Linear Models in Some Non-standard Settings

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Logit confidence intervals and the inverse sinh transformation

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Methods for missing covariates in logistic regression

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Improving generalised estimating equations using quadratic inference functions

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A unified approach to estimating association measures via a joint generalized linear model for paired binary data

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Bayesian Sample Size Determination for Estimating Binomial Parameters from Data Subject to Misclassification

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A comparison of two approaches for power and sample size calculations in logistic regression models

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Instrumental variable estimation in logistic measurement error models by means of factor scores

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NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS

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Expected Estimating Equations to Accommodate Covariate Measurement Error

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An information matrix test for logistic regression models based on case-control data.

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Convex linear combinations of compositions

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A Generalized Mixture Model for Categorized-Components Problems with an Application to a Photoresist-Coating Experiment

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Using Quantile Plots of the Prediction Variance for Comparing Designs for a Constrained Mixture Region: An Application Involving a Fertilizer Experiment

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Nearly optimal orthogonally blocked desings for a quadratic mixture model withqcomponents

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PERFORMANCE OF TWO-WAY ANOVA PROCEDURES WHEN CELL FREQUENCIES AND VARIANCES ARE UNEQUAL

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A STUDY OF TYPE II AND TYPE III POWER FOR TESTING HYPOTHESES FROM UNBALANCED FACTORIAL DESIGNS

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Tensor product space ANOVA models.

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Calculations of level probabilities for normal random variables with unequal variances with applications to Bartholomew's test in unbalanced one-way models.

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ORTHOGONALLY DECOMPOSING THE INTERACTION SUM OF SQUARES IN TWO FACTOR EXPERIMENTS WHEN BOTH FACTORS ARE QUANTITATIVE: UNBALANCED DATA AND UNEQUAL SPACING

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Bayesian analysis of factorial experiments by mixture modelling

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Balance and orthogonality in designs for mixed classification models

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Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood

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ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS

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Is this the least squares estimate?

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Consequences of misspecifying assumptions in nonlinear mixed effects models.

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Stochastic algorithms in nonlinear regression

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Analysing longitudinal data via nonlinear models in randomized block designs.

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Notes on likelihood intervals and profiling

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INVESTIGATING ESTIMATOR CONSISTENCY OF NONLINEAR GROWTH CURVE PARAMETERS

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Quantile estimation for a selected normal population

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New algorithms for computing the least trimmed squares regression estimator

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The density of multivariate \(M\)-estimates.

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Maximum bias curves for robust regression with non-elliptical regressors

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Robust Inference for Generalized Linear Models

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REGRESSION DIAGNOSTICS FOR THE LEAST ABSOLUTE DEVIATIONS AND THE MINIMAX METHODS

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\(M\)-estimation for location and regression parameters in group models: A case study using Stiefel manifolds

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Robust Q-mode principal component analysis in \(L_{1}\)

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Alternative m-estimators of location and their linear convex combinations

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Approximations to the profile empirical likelihood function for a scalar parameter in the context of \(M\)-estimation

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Influence measure for the L1regression

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Optimal robust \(M\)-estimates of location

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Breakdown points of t-type regression estimators

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Estimation and selection procedures in regression: anL1approach

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Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates

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Robust projection indices

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Efficient implementation and benchmark of interior point methods for the polynomial \(L_{1}\) fitting problem.

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On the asymptotics of constrained local \(M\)-estimators.

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On the diversity of estimates.

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A bias correction regression calibration approach in generalized linear mixed measurement error models

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The size and power of analytical amd bootstrap corrections to score tests in regression models

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Rendering parametric procedures more robust by empirically tilting the model

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Testing for monotonicity of a regression mean by calibrating for linear functions.

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A Weighted Bootstrap Approach to Bootstrap Iteration

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The Exact Bootstrap Mean and Variance of an L-estimator

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Computationally efficient double bootstrap variance estimation

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Multivariate Flattening for Better Predictions

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Simple Robust Testing of Hypotheses in Nonlinear Models

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Estimating the structural dimension of regressions via parametric inverse regression

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Extending Sliced Inverse Regression

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Parameter changes in the multiple regression model with autocorrelated errors : Bayesian analysis

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Miscellanea. A robust imputation method for surrogate outcome data

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A Unified Approach to Regression Analysis Under Double-Sampling Designs

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Effect of dichotomizinlg a continuous variable on the model structure in multiple linear regression models

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Robust designs for polynomial regression by maximizing a minimum of \(D\)- and \(D_1\)-efficiencies

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Large sample tests for a regression model with autoregressive conditional heteroscedastic errors

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Omitted variables in longitudinal data models

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A Monte Carlo Newton-Raphson procedure for maximizing complex likelihoods on pedigree data.

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Cramér-von Mises regression

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Tracking a smooth fault line in a response surface.

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Determining the number of components in mixtures of linear models.

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An investigation of the rank transformation in multiple regression.

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On the extended log-rank estimating function for the censored regression model

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Asymptotics for Lasso-type estimators.

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Regression Analysis Under Non-standard Situations: A Pairwise Pseudolikelihood Approach

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Assessing linearity in high dimensions.

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ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS

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A review and computer code for assessing the structural dimension of a regression model: uncorrelated 2D views.

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Semiparametric Bayesian inference for regression models

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Optimal covariance adjustment in growth curve models

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Estimating parameters in autoregressive models in non-normal situations: symmetric innovations

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Miscellanea. On the identification of a single-factor model with correlated residuals

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Empirical likelihood for linear regression models under imputation for missing responses

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NONNESTED LINEAR MODEL SELECTION REVISITED

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POWER FUNCTION FOR INVERSE GAUSSIAN REGRESSION MODELS

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Detecting a change in regression: First-order optimality

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Robust diagnostic regression analysis

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Local Regression and Likelihood

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Q4365232

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Q4936750

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Linear models. Least squares and alternatives.

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Q4720053

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Q4942159

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Q4484917

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Linear mixed models for longitudinal data

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Q4487972

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published in

Communications in Statistics: Theory and Methods

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Identifiers

zbMATH Open document ID

1115.62300

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DOI

10.1081/STA-120015017

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001