Maximum Likelihood Estimation of Misspecified Models

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overidentified models, The information matrix test in the linear regression with ARMA errors, Assessing the value of Hermite densities for predictive distributions, Assessing Individual Unexplained Variation in Non-Life Insurance, An Improved Goodness-of-Fit Test for Logistic Regression Models Based on Case-Control Data by Random Partition, Analysis of mixed outcomes: misclassified binary responses and measurement error in covariates, A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS, Postmodel selection estimators of variance function for nonlinear autoregression, Model-Checking Techniques Based on Cumulative Residuals, A Semiparametric Model for the Analysis of Recurrent-Event Panel Data, Group Sequential Methods for an Ordinal Logistic Random-Effects Model Under Misspecification, Parameter Estimation in Longitudinal Studies with Outcome-Dependent Follow-Up, Analysis of Clustered and Longitudinal Binary Data Subject to Response Misclassification, TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD, Empiricial Comparison between Some Model Selection Criteria, SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS, Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models, Online Risk Monitoring Using Offline Simulation, Meta-analysis of Proportions of Rare Events–A Comparison of Exact Likelihood Methods with Robust Variance Estimation, Diagnosis of Random‐Effect Model Misspecification in Generalized Linear Mixed Models for Binary Response, EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS, Bayesian selection of multiresponse nonlinear regression model, Adaptive quasi-maximum likelihood estimation of GARCH models with Student’stlikelihood, Doubly Robust Estimates for Binary Longitudinal Data Analysis with Missing Response and Missing Covariates, A Bivariate Pseudolikelihood for Incomplete Longitudinal Binary Data with Nonignorable Nonmonotone Missingness, Risk-adjusted monitoring of time to event in the presence of long-term survivors, Goodness-of-link tests for multivariate regression models, Overdispersed negative binomial regression models, Pragmatic Analysis of Longitudinal Data on Disease Activity in Systemic Lupus Erythematosus, The econometrics of mean‐variance efficiency tests: a survey, Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics, A test of normality using nonparametrlic residuals, Robustness of the student t based M-estimator, Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models, Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model, Random-effects model of dependence between efficacy and toxicity in dose-ranging trials, The Performance of Random Coefficient Regression in Accounting for Residual Confounding, Weighted quantile regression for AR model with infinite variance errors, Estimation and interpretation of incidence rate difference for recurrent events when the estimation model is misspecified, Analysis of interval-grouped recurrent-event data using piecewise constant rate functions, Unnamed Item, A note on the prediction of frailties with misspecified shared frailty models, A model averaging approach for the ordered probit and nested logit models with applications, A new estimator of the self-similarity exponent through the empirical likelihood ratio test, On hypothesis testing inference in location-scale models under model misspecification, Bayesian model selection approach for coloured graphical Gaussian models, The estimating function bootstrap, Modeling of rates over a hierarchical health administrative structure, High-dimensional realized covariance estimation: a parametric approach, On the simultaneous effects of model misspecification and errors in variables, The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power, Stochastic DP Based on Trained Database for Sub-optimal Energy Management of Hybrid Electric Vehicles, How effective are the reset tests for omitted variables, General Hannan and Quinn criterion for common time series, Simultaneous Dimensionality and Complexity Model Selection for Spectral Graph Clustering, Testing weak exogeneity in multiplicative error models, Gamma Degradation Models: Inference and Optimal Design, Misspecification Analysis of Gamma with Inverse Gaussian Degradation Processes, A nonlinear measurement error model and its application to describing the dependency of health outcomes on dietary intake, Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality, Discriminating between gamma and generalized exponential distributions, On approximations via convolution-defined mixture models, Composite likelihood for aggregate data from clustered multistate processes under intermittent observation, Multiple robustness estimation in causal inference, Analysis of mixed correlated bivariate zero-inflated count and(k,l)-inflated beta responses with application to social network datasets, Asymptotic distribution theory on pseudo semiparametric maximum likelihood estimator with covariates missing not at random, Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem, A Goodness-of-fit Test for Copulas, A Generalized Spatial Panel Data Model with Random Effects, Multiply Robust Estimation in Regression Analysis With Missing Data, Robust estimation of models for longitudinal data with dropouts and outliers, Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables, Misspecified semiparametric model selection with weakly dependent observations, Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models, Artificial neural networks: an econometric perspective^∗, Detecting parameter shift in garch models, Estimating equations, empirical likelihood and constraints on parameters, Separated hypotheses testing for autoregressive models with non-negative residuals, Fast Bayesian variable screenings for binary response regressions with small sample size, A multiply robust Mann-Whitney test for non-randomised pretest-posttest studies with missing data, Regression Diagnostic under Model Misspecification, A robust diagnostic plot for explanatory variables under model mis-specification, Testing for heteroskedasticity in the tobit and probit models, A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests, On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models, Quasi-Bayesian model selection, Information matrix estimation procedures for cognitive diagnostic models, Robust estimation of the hierarchical model for responses and response times, Inference in dynamic discrete choice problems under local misspecification, Fitting generalized linear models to retrospectively sampled clusters with categorical responses, Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model, Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach Part I: Methodology and Experiments, An Application of retrospective sampling in the analysis of a very large clustered data set, Robust Estimators in High-Dimensions Without the Computational Intractability, WHY DO CHILDREN TAKE CARE OF THEIR ELDERLY PARENTS? ARE THE JAPANESE ANY DIFFERENT?, A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test, Specification tests in ordered logit and probit models, Optimal Design Robust to a Misspecified Model, THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING, Pearson‐type goodness‐of‐fit tests for regression, Unnamed Item, Unnamed Item, Semiparametric Bayesian Survival Analysis using Models with Log‐linear Median, EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS, Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference, Generalized poisson regression for positive count data, A Note on Using Regression Models to Analyze Randomized Trials: Asymptotically Valid Hypothesis Tests Despite Incorrectly Specified Models, Two classes of divergence statistics for testing uniform association, Stratified doubly robust estimators for the average causal effect, The small sample performance of estimators of the standard errors of structural equation models, Testing for Concordance Ordering, Evaluating Statistical Hypotheses Using Weakly‐Identifiable Estimating Functions, A review of multivariate longitudinal data analysis, GEE with Gaussian Estimation of the Correlations When Data Are Incomplete, Robust Inference for the Correlation Coefficient—A Parametric Method, Discriminating Between the Log-Normal and Log-Logistic Distributions, Forward-Backward Selection with Early Dropping, Likelihood analysis of joint marginal and conditional models for longitudinal categorical data, Robust inference for bivariate point processes, Some linear model techniques for analyzing small‐circle spherical data, Comparing Two Population Means and Variances: A Parametric Robust Way, A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events, Overdispersed poisson regression models for studies of air pollution and human health, On Estimation of the Hazard Function From Population-Based Case–Control Studies, SEM modeling with singular moment matrices Part III: GLS estimation, Adaptive empirical likelihood estimation with nonignorable nonresponse data, Gaining insight with recursive partitioning of generalized linear models, A measure of partial association for generalized estimating equations, Longitudinal conditional models with intermittent missingness: SAS code and applications, Parametric simultaneous robust inferences for regression coefficient under generalized linear models, A likelihood ratio test to discriminate exponential–Poisson and gamma distributions, Robust inference for Birnbaum–Saunders regressions, A conditionally heteroskedastic binary choice model for macro-financial time series, Inference for Misspecified Models With Fixed Regressors, Residuals and Functional Form in Accelerated Life Regression Models, Nonsparse Learning with Latent Variables, Reducing Simulation Input-Model Risk via Input Model Averaging, Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models, Grouped Heterogeneous Mixture Modeling for Clustered Data, Nonrobustness of the information test in detecting heterogeneity, Indirect inference for time series using the empirical characteristic function and control variates, Power analysis, sample size calculation for testing the largest binomial probability, Optimal model averaging estimator for multinomial logit models, Model averaging for generalized linear models in fragmentary data prediction, Covariate Adaptive False Discovery Rate Control With Applications to Omics-Wide Multiple Testing, Stochastically weighted average conditional moment tests of functional form, Efficient inverse probability weighting method for quantile regression with nonignorable missing data, Robust Post-Matching Inference, Dual Model Misspecification in Generalized Linear Models with Error in Variables, Discretizing a compound distribution with application to categorical modelling, Bayesian Analysis of DSGE Models, Marginalized Models for Moderate to Long Series of Longitudinal Binary Response Data, Parametrically guided generalised additive models with application to mergers and acquisitions data, Inference after separated hypotheses testing: an empirical investigation for linear models, A General Method for Dealing with Misclassification in Regression: The Misclassification SIMEX, Performing Legitimate Parametric Regression Analysis without Knowing the True Underlying Random Mechanisms, Copula-Based Regression Estimation and Inference, A threshold model for the spread, Model Selection of Generalized Estimating Equation With Divergent Model Size, Complete subset averaging approach for high-dimensional generalized linear models, Frequentist model averaging for envelope models, Maximum likelihood estimation for quantile autoregression models with Markovian switching, Assuming independence in spatial latent variable models: Consequences and implications of misspecification, Analysis of local sensitivity to nonignorability with missing outcomes and predictors, An Information Ratio-Based Goodness-of-Fit Test for Copula Models on Censored Data, Nested doubly robust estimating equations for causal analysis with an incomplete effect modifier, Pseudo empirical likelihood inference for nonprobability survey samples, Estimation of conditional cumulative incidence functions under generalized semiparametric regression models with missing covariates, with application to analysis of biomarker correlates in vaccine trials, Mis-specification analyses and optimum degradation test plan for Wiener and inverse Gaussian processes, Approximate Bayesian Computation for a Class of Time Series Models, On testing for homogeneity with zero‐inflated models through the lens of model misspecification, Effect of Covariate Omission in Randomised Controlled Trials: A Review and Simulation Study, A finite mixture model for multiple dependent competing risks with applications of automotive warranty claims data, Estimation for volunteer web survey samples using a model-averaging approach, Semiparametric Goodness-of-Fit Test for Clustered Point Processes with a Shape-Constrained Pair Correlation Function, Integrative analysis of multiple case‐control studies, Frequentist Model Averaging for Undirected Gaussian Graphical Models, Nonparametric Scanning Tests of Homogeneity for Hierarchical Models with Continuous Covariates, Optimal model averaging based on forward-validation, Bayesian local bandwidths in a flexible semiparametric kernel estimation for multivariate count data with diagnostics, Power and sample size for random coefficient regression models in randomized experiments with monotone missing data, Nonparametric goodness-of-fit testing for a continuous multivariate parametric model, Bias reduction and model selection in misspecified models, A Generalized Integration Approach to Association Analysis with Multi-category Outcome: An Application to a Tumor Sequencing Study of Colorectal Cancer and Smoking, Estimation of Copulas via Maximum Mean Discrepancy, Rejoinder, The effect of mixing‐distribution misspecification in conjugate mixture models, INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS, Maximum Likelihood Estimation Under Misspecified Lognormal and Weibull Distributions, Change point detection in copula ARMA–GARCH Models, A Longitudinal Measurement Error Model with a Semicontinuous Covariate, Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection, Analyzing Binary Outcome Data with Small Clusters: A Simulation Study, A Distribution-free Approach in Statistical Modelling with Repeated Measurements and Missing Values, Cluster randomized trials in general (family) practice research, Analysis of repeated pregnancy outcomes, Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics, Some comments on efficiency gains from auxiliary information for right-censored data, Bootstrap tests for misspecified models, with application to clustered binary data., Parametric robust inference about regression parameters for the correlation coefficient, Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results, On improving the robustness and reliability of Rao's score test, Estimating Population Size for a Continuous Time Frailty Model with Covariates in a Capture–Recapture Study, Testing asymmetry in financial time series, Type I and Type II Error Under Random‐Effects Misspecification in Generalized Linear Mixed Models, Fourier methods for model selection, Oracle estimation of parametric transformation models, Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle, Unnamed Item, Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations, Survival analysis of pension scheme mortality when data are missing, LINEAR REGRESSION WITH MIS-SPECIFIED ERROR DISTRIBUTION, A DYNAMIC MODEL OF CLEANUP: ESTIMATING SUNK COSTS IN OIL AND GAS PRODUCTION, A Semiparametric Instrumental Variable Approach to Optimal Treatment Regimes Under Endogeneity, Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood, Asymptotic behaviour of the posterior distribution in approximate Bayesian computation, Entropy-based goodness-of-fit tests—a unifying framework: Application to DNA replication, A goodness-of-fit test for regular vine copula models, Generalized information matrix tests for copulas, A multifactor transformed diffusion model with applications to VIX and VIX futures, Nonlinear autoregressive models with optimality properties, Model averaging in a multiplicative heteroscedastic model, Reject inference methods in credit scoring, Best-subset model selection based on multitudinal assessments of likelihood improvements, Revisiting regression adjustment in experiments with heterogeneous treatment effects, An IV estimator for a functional coefficient model with endogenous discrete treatments, Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models, Approximate state space modelling of unobserved fractional components, Independent Factor Autoregressive Conditional Density Model, MTests with a New Normalization Matrix, Comment on: ``Models as approximations, Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification, Regression Analysis of Multivariate Fractional Data, Invariant tests based onM-estimators, estimating functions, and the generalized method of moments, An efficient integrated nonparametric entropy estimator of serial dependence, Mis-specification analysis of the impact of covariates on the diffusion coefficient in Wiener degradation process, Optimal model averaging for divergent-dimensional Poisson regressions, Bias in Small-Sample Inference With Count-Data Models, Testing independence between discrete random variables, A Bayesian Look at Nonidentifiability: A Simple Example, The Mean Value Theorem and Taylor’s Expansion in Statistics, Robust polychoric correlation, Bootstrap specification tests for dynamic conditional distribution models, Testing for the appropriate level of clustering in linear regression models, Duration structure of unemployment hazards and the trend unemployment rate, Bayesian weighted inference from surveys, The score test for the two‐sample occupancy model, Estimation of multivariate tail quantities, Optimum degradation test plan under model mis-specification for Wiener and gamma processes, Model averaging for support vector classifier by cross-validation, Likelihood approach to dynamic panel models with interactive effects, Bernstein-von Mises theorem and misspecified models: a review, Normality test in random coefficient autoregressive models, Semiparametric estimation of latent variable asset pricing models, Temporally local maximum likelihood with application to SIS model, The Split Gibbs Sampler Revisited: Improvements to Its Algorithmic Structure and Augmented Target Distribution, Federated causal inference in heterogeneous observational data, Bivariate distribution regression with application to insurance data, Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators, A corrected Clarke test for model selection and beyond, Model averaging prediction by \(K\)-fold cross-validation, Consistent and robust inference in hazard probability and odds models with discrete-time survival data, Is a Classification Procedure Good Enough?—A Goodness-of-Fit Assessment Tool for Classification Learning, Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data, Positive-definite thresholding estimators of covariance matrices with zeros, Multivariate mix-GEE models for longitudinal data with multiple outcomes, A note on semiparametric efficient generalization of causal effects from randomized trials to target populations, GTL regression: a linear model with skewed and thick-tailed disturbances, Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities, Parameter restrictions for the sake of identification: is there utility in asserting that perhaps a restriction holds?, Learning Non-monotone Optimal Individualized Treatment Regimes, Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors, Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters, A two-step estimator for multilevel latent class analysis with covariates, Probability equivalent level for CoVaR and VaR, A new parameterization for elliptically symmetric angular Gaussian distributions of arbitrary dimension, Penalized estimation of hierarchical Archimedean copula, Empirical likelihood ratio tests for non-nested model selection based on predictive losses, Bayesian decision-theoretic design of experiments under an alternative model, Unnamed Item, Unnamed Item