APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001

Related Items

On the asymptotics of distributions of two-step statistical estimates, Consistent estimation in a linear regression problem with random errors in coefficients, Improvement of estimators in a linear regression problem with random errors in coefficients

Cites Work

Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
Improving generalised estimating equations using quadratic inference functions
A new criterion for variable selection
Large data series: modeling the usual to identify the unusual.
Using your eyes --- making statistics more visible with computers.
Rotated canonical analysis onto a reference subspace
An industrial example using one-way analysis of circular-linear data.
Optimal covariance adjustment in growth curve models
Parametric location-scale and scale trend tests based on Levene's transformation
Computationally efficient double bootstrap variance estimation
Resistant outlier rules and the non-Gaussian case.
Stochastic algorithms in nonlinear regression
Robust diagnostic regression analysis
Consequences of misspecifying assumptions in nonlinear mixed effects models.
Asymmetric confidence bands for simple linear regression over bounded intervals.
BACON: blocked adaptive computationally efficient outlier nominators.
Estimating the ratio of two Poisson rates.
Detecting a change in regression: First-order optimality
Balance and orthogonality in designs for mixed classification models
Conditional inference about generalized linear mixed models
Calculations of level probabilities for normal random variables with unequal variances with applications to Bartholomew's test in unbalanced one-way models.
A note on a proposed Student \(t\) approximation.
On the diversity of estimates.
Fitting multiple change-point models to data
Linear models. Least squares and alternatives.
Assessing linearity in high dimensions.
Testing for monotonicity of a regression mean by calibrating for linear functions.
The density of multivariate \(M\)-estimates.
Tracking a smooth fault line in a response surface.
Tensor product space ANOVA models.
On the asymptotics of constrained local \(M\)-estimators.
Asymptotics for Lasso-type estimators.
Optimal robust \(M\)-estimates of location
Maximum bias curves for robust regression with non-elliptical regressors
Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates
Weak convergence of the empirical process of residuals in linear models with many parameters
\(M\)-estimation for location and regression parameters in group models: A case study using Stiefel manifolds
Robust designs for polynomial regression by maximizing a minimum of \(D\)- and \(D_1\)-efficiencies
Cramér-von Mises regression
Inference in High Dimensional Generalized Linear Models Based on Soft Thresholding
Estimating the Structural Dimension of Regressions Via Parametric Inverse Regression
Bayesian Regression with Multivariate Linear Splines
On Repeated Measures Analysis with Misspecified Covariance Structure
Local Influence for Incomplete Data Models
Testing Generalized Linear and Semiparametric Models Against Smooth Alternatives
Calibration and empirical Bayes variable selection
Improved heteroscedasticity-consistent covariance matrix estimators
A new family of power transformations to improve normality or symmetry
Generalized Least Squares with Misspecified Serial Correlation Structures
Robust Projection Indices
An information matrix test for logistic regression models based on case-control data
Misspecified maximum likelihood estimates and generalised linear mixed models
Marginal regression models for the analysis of positive association of ordinal response variables
Robust estimation in generalised linear mixed models
Approximations to the profile empirical likelihood function for a scalar parameter in the context of M-estimation
A note on the logistic link function
Nearly optimal orthogonally blocked desings for a quadratic mixture model withqcomponents
Alternative m-estimators of location and their linear convex combinations
Generalizing the derivation of the schwarz information criterion
Large sample tests for a regression model with autoregressive conditional heteroscedastic errors
Parameter changes in the multiple regression model with autocorrelated errors : Bayesian analysis
A bias correction regression calibration approach in generalized linear mixed measurement error models
Instrumental variable estimation in logistic measurement error models by means of factor scores
Estimating parameters in autoregressive models in non-normal situations: symmetric innovations
Measures and procedures for the identification of locally influential observations in linear regression
Estimation in weibull regression model with measurement error
Shrinkage and modification techniques in estimation of variance and the related problems: A review
Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation
Improved model selection criterion
Estimating the box-cox transformation via shapiro-wilkWStatistic
Tabu search model selection in multiple regression analysis
Convex linear combinations of compositions
Local Regression and Likelihood
A note on contamination models and outliers
Model-robust parameter dispersions for iteratively re-weighted least squares
Added variable plots for linear regression with censored data
A Generalized Mixture Model for Categorized-Components Problems with an Application to a Photoresist-Coating Experiment
Goodness-of-Fit Tests for Parametric Regression Models
Model Selection and the Principle of Minimum Description Length
Extending Sliced Inverse Regression
Robust Inference for Generalized Linear Models
Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
Simple Robust Testing of Hypotheses in Nonlinear Models
Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
Structural Tests in Additive Regression
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Consistent Functional Methods for Logistic Regression With Errors in Covariates
Diagnostic Checks for Discrete Data Regression Models Using Posterior Predictive Simulations
Using a Box–Cox Transformation in the Analysis of Longitudinal Data with Incomplete Responses
Semiparametric Bayesian inference for regression models
A generalized‐moments specification test for the logistic link
Linear regression analysis of censored medical costs
Methods for missing covariates in logistic regression
Outlier detection by robust principal components analysis
Analysing longitudinal data via nonlinear models in randomized block designs.
A comparative analysis of multiple outlier detection procedures in the linear regression model.
New algorithms for computing the least trimmed squares regression estimator
Wald one-sided test using generalized estimating equations approach
Measuring overlap in binary regression.
A statistical method for tuning a computer code to a data base.
Robust Q-mode principal component analysis in \(L_{1}\)
On the extended log-rank estimating function for the censored regression model
A note on change point estimation in dose-response trials
Variable selection in discriminant analysis: measuring the influence of individual cases.
Score tests when a nuisance parameter is unidentified under the null hypothesis
An investigation of the rank transformation in multiple regression.
Probability matrix decomposition models and main-effects generalized linear models for the analysis of replicated binary associations.
Determining the number of components in mixtures of linear models.
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The null distribution of the likelihood ratio test for a mixture of two normals after a restricted box-cox transformation
On estimating the box-cox transformation to normality
Using Quantile Plots of the Prediction Variance for Comparing Designs for a Constrained Mixture Region: An Application Involving a Fertilizer Experiment
Notes on likelihood intervals and profiling
A unified approach to estimating association measures via a joint generalized linear model for paired binary data
A Unified Approach to Regression Analysis Under Double-Sampling Designs
Expected Estimating Equations to Accommodate Covariate Measurement Error
The Peculiar Shrinkage Properties of Partial Least Squares Regression
Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
Testing lack of fit in multiple regression
Is this the least squares estimate?
Rendering parametric procedures more robust by empirically tilting the model
Diagnosing Explainable Heterogeneity of Variance in Random-Effects Models
Multivariate Flattening for Better Predictions
A Small Sample Estimator for a Polynomial Regression with Errors in the Variables
Partial Least Squares Estimator for Single-Index Models
Regression Analysis Under Non-standard Situations: A Pairwise Pseudolikelihood Approach
Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood
Closure of the Class of Binary Generalized Linear Models in Some Non-standard Settings
On autocorrelation in a Poisson regression model
Breakdown points of t-type regression estimators
Miscellanea. Maximum likelihood estimation of misclassification rates of a binomial regression
Miscellanea. A robust imputation method for surrogate outcome data
Regression residuals and test statistics: Assessing naive outlier deletion
Robust estimation of the SUR model
Score tests for zero inflation in generalized linear models
Flexible regression modeling
CALIBRATION USING A PIECEWISE SIMPLE LINEAR REGRESSION MODEL
GENERALIZED LEAST SQUARES METHODS FOR BIVARIATE POISSON REGRESSION
MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
POWER FUNCTION FOR INVERSE GAUSSIAN REGRESSION MODELS
REGRESSION DIAGNOSTIC USING LOCAL INFLUENCE: A REVIEW
REGRESSION IN THE BIVARIATE POISSON DISTRIBUTION
NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS
NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
REGRESSION DIAGNOSTICS FOR THE LEAST ABSOLUTE DEVIATIONS AND THE MINIMAX METHODS
SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS
ORTHOGONALLY DECOMPOSING THE INTERACTION SUM OF SQUARES IN TWO FACTOR EXPERIMENTS WHEN BOTH FACTORS ARE QUANTITATIVE: UNBALANCED DATA AND UNEQUAL SPACING
Checking for Lack of Fit in Linear Models with Parametric Variance Functions
Partial Residual Plots Based on Robust Fits
Robust Diagnostic Data Analysis: Transformations in Regression
Quantile estimation for a selected normal population
Local influence in binary regression models, and its correspondence with global influence
Influence analysis in multivariate linear general models
Asymptotic relative efficiency of wald tests in measurement error models
Response transformations in repeated measures and growth curve models
NONNESTED LINEAR MODEL SELECTION REVISITED
ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA
STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
Omitted variables in longitudinal data models
Empirical likelihood for linear regression models under imputation for missing responses
Estimation and selection procedures in regression: anL₁approach
Effect of dichotomizinlg a continuous variable on the model structure in multiple linear regression models
Coefficients of determinations for variable selection in the msae regression
How effective are the reset tests for omitted variables
Influence measure for the L₁regression
Influential subsets on the variable selection
Ridge estimator in singulah oesiun with application to age-period-cohort analysis of disease rates
The size and power of analytical amd bootstrap corrections to score tests in regression models
VARIABLE SELECTION AND INTERPRETATION OF COVARIANCE PRINCIPAL COMPONENTS
A comparison of two approaches for power and sample size calculations in logistic regression models
A note on the moments of stochastic shrinkage parameters in ridge regression
INVESTIGATING ESTIMATOR CONSISTENCY OF NONLINEAR GROWTH CURVE PARAMETERS
ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS
ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS
POOLED SLICING METHODS VERSUS SLICING METHODS
A STUDY OF TYPE II AND TYPE III POWER FOR TESTING HYPOTHESES FROM UNBALANCED FACTORIAL DESIGNS
PERFORMANCE OF TWO-WAY ANOVA PROCEDURES WHEN CELL FREQUENCIES AND VARIANCES ARE UNEQUAL
Regression methods for high dimensional multicollinear data
Comparison to control in logistic regression
Modelling Overdispersion for Complex Survey Data
The Exact Bootstrap Mean and Variance of an L-estimator
A Weighted Bootstrap Approach to Bootstrap Iteration
Bayesian analysis of factorial experiments by mixture modelling
Comparing the shapes of regression functions
Residuals for multinomial models
A nonparametric test for serial independence of regression errors
Miscellanea. On the identification of a single-factor model with correlated residuals
Regression Modelling of Weighted κ by Using Generalized Estimating Equations
Bayesian Sample Size Determination for Estimating Binomial Parameters from Data Subject to Misclassification
Finding Near-Optimal Bayesian Experimental Designs via Genetic Algorithms
Logit Confidence Intervals and the Inverse Sinh Transformation
Linear mixed models for longitudinal data
Efficient implementation and benchmark of interior point methods for the polynomial \(L_{1}\) fitting problem.
A regression model selection criterion based on bootstrap bumping for use with resistant fitting.
A simple and fast alternative to the EM algorithm for incomplete categorical data and latent class models.
Maximum likelihood computations for regression with measurement error.
A Monte Carlo Newton-Raphson procedure for maximizing complex likelihoods on pedigree data.
Bayesian unmasking in linear models.
The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.
A review and computer code for assessing the structural dimension of a regression model: uncorrelated 2D views.
On the bootstrap in misspecified regression models.