Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions

From MaRDI portal
Publication:4665863

DOI10.1111/1467-9868.00392zbMath1065.62047OpenAlexW2037854258MaRDI QIDQ4665863

Richard M. Royall, Tsung-Shan Tsou

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00392




Related Items (37)

Parametric Robust Regression Analysis of Contaminated DataRobust likelihood inference for multivariate correlated count dataUniversal inferenceParametric robust test for several variances with unknown underlying distributionsRobust likelihood inferences about regression parameters for general bivariate continuous dataA Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying DistributionsPerforming Legitimate Parametric Regression Analysis without Knowing the True Underlying Random MechanismsBayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approachApproximate Bayesian computation using asymptotically normal point estimatesA robust effect size indexRobust likelihood inference for regression parameters in partially linear modelsDeletion diagnostics for generalized linear models using the adjusted Poisson likelihood functionRegression Diagnostic under Model MisspecificationA robust diagnostic plot for explanatory variables under model mis-specificationRobust likelihood inferences for multivariate correlated dataLikelihood inference for correlated binary data without any information about the joint distributionsUsing the theory of added-variable plot for linear mixed models to decompose genetic effects in family dataRejoinderStatistical evidence in contingency tables analysisParametric robust inference about regression parameters for the correlation coefficientInferences of variance function – a parametric robust wayDetermining the mean-variance relationship in generalized linear models -- A parametric robust wayRobust Inference for the Correlation Coefficient—A Parametric MethodRobust Poisson regressionComparing Two Population Means and Variances: A Parametric Robust WaySelection of KL neighbourhood in robust Bayesian inferenceLikelihood inferences for the link function without knowing the true underlying distributionsUniversal surrogate likelihood functions for nonnegative continuous dataParametric simultaneous robust inferences for regression coefficient under generalized linear modelsA universal robust method for analysing bivariate continuous and proportion dataExpedient universal robust likelihood method for general dispersed count dataLocal Model Uncertainty and Incomplete-Data Bias (With Discussion)Evidential inference for diffusion-type processesRobust inference for Birnbaum–Saunders regressionsA likelihood paradigm for clinical trialsVariable selection in panel models with breaksHow to Choose a Working Model for Measuring the Statistical Evidence About a Regression Parameter



Cites Work


This page was built for publication: Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions