Model misspecification in parametric dual modeling

DOI10.1080/00949650008812017zbMATH Open0969.62049OpenAlexW1989558256MaRDI QIDQ4514243FDOQ4514243

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

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• scientific article; zbMATH DE number 472953
• Heteroscedastic regression model

zbMATH Keywords

heteroscedasticityregressionvariance estimation

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (1)

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

Uses Software

• GLIM
• SAS

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