Model misspecification in parametric dual modeling

DOI10.1080/00949650008812017MaRDI QIDQ4514243zbMATH OpenOpenAlexFDO

Authors Timothy J. Robinson, Jeffrey B. Birch

Publication date 14 November 2000

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650008812017

zbMATH Keywords

heteroscedasticityregressionvariance estimation

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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• scientific article; zbMATH DE number 472953
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Cites work

• A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
• Diagnostics for heteroscedasticity in regression
• Dispersion Effects from Fractional Designs
• Generalized linear models
• Local Polynomial Variance-Function Estimation
• On variance function estimation with quadratic forms
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Variable bandwidth kernel estimators of regression curves

Cited in

(1)

• A semi-parametric approach to dual modeling when no replication exists

Describes a project that uses

Uses Software

• SAS
• GLIM

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