Applied regression analysis bibliography update 1994-97

DOI10.1080/03610929808832244zbMath1107.62341MaRDI 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

62Jxx: Linear inference, regression

62-00: General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics

Related Items

On Ptolemy's Table for the Equation of Time, A Statistical Model for Shelf Life Estimation Using Sensory Evaluations Scores, 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, Competitive On-line Statistics, Sample size calculation for method validation using linear regression, 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, A Shot-Noise Model for Paper Fibres with Non-uniform Random Orientations, Mining epidemiological time series: an approach based on dynamic regression, Regularization in statistics, On the geometry ofF, Wald, LR, and LM tests in linear regression models, SMOOTHING WITH AN UNKNOWN INITIAL CONDITION, A regression based approach to a maximum margin classifier for separation of linearly inseparable pattern classes, An Algorithm for Enhancing Spreadsheet Regression with Out-of-Sample Statistics, Enriched biplots for canonical correlation analysis, R-squared and prediction in regression with ordered quantitative response

Uses Software

• R
• S-PLUS
• SAS
• LISREL
• Excel
• Fahrmeir

Cites Work

• 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
• 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
• 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
• 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
• 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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