Local sensitivity and diagnostic tests

DOI10.1111/J.1368-423X.2007.00204.XMaRDI QIDQ3594917zbMATH OpenFDO

Authors Jan R. Magnus, Andrey L. Vasnev

Publication date 9 August 2007

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1368-423X.2007.00204.X

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Applications of statistics to economics (62P20)

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Cites work

• Advances in sensitivity analysis and parametric programming
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• Errors in Variables
• Global Sensitivity Results for Generalized Least Squares Estimates
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
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• Hypothesis testing with a restricted parameter space
• Implicit Alternatives and the Local Power of Test Statistics
• Influential Observations in Linear Regression
• Local Asymptotic Specification Error Analysis
• Local influence assessment in the growth curve model with unstructured covariance
• Local influence in multivariate elliptical linear regression models
• Local influence in ridge regression
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
• Maximum score estimation of the stochastic utility model of choice
• Misspecification tests and their uses in econometrics
• Notation in econometrics: a proposal for a standard
• On the sensitivity of the usual t- and F-tests to covariance misspecification
• Regression Diagnostics for General Linear Regression Models
• Sensitivity analysis for nonrandom dropout: a local influence approach
• Specification Errors and the Estimation of Economic Relationships
• Specification Tests in Econometrics
• Testing strategies for model specification
• The Covariance Matrix of the Information Matrix Test
• The sensitivity of OLS when the variance matrix is (partially) unknown

Cited in

(20)

• The determinants of cumulative endogeneity bias in multivariate analysis
• Log-modified Weibull regression models with censored data: sensitivity and residual analysis
• On the sensitivity of the one-sided \(t\) test to covariance misspecification
• Robustness of Stein-type estimators under a non-scalar error covariance structure
• Assessment of variance components in nonlinear mixed-effects elliptical models
• Variable selection In regression models using global sensitivity analysis
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• Spatial system estimators for panel models: a sensitivity and simulation study
• On measuring sensitivity to parametric model misspecification
• Local sensitivity approximations for selectivity bias
• Sensitivity analysis in linear models
• Influence Assessment in an Heteroscedastic Errors-in-Variables Model
• Local sensitivity analysis of model misspecification
• Strategies for securing evidence through model criticism
• A global sensitivity test for evaluating statistical hypotheses with nonidentifiable models
• Local Diagnosis
• On estimation and diagnostics analysis in log-generalized gamma regression model for interval-censored data
• When is a sensitivity parameter exactly that?
• Sensitivity of GLS estimators in random effects models
• The log-exponentiated Weibull regression model for interval-censored data

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