Rejoinder: Models as approximations

DOI10.1214/19-STS762MaRDI QIDQ2194578zbMATH OpenOpenAlexFDO

Authors Andreas Buja, Arun Kumar Kuchibhotla, Richard Berk, Edward I. George, Eric J. Tchetgen Tchetgen, Linda Zhao

Publication date 26 August 2020

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ss/1578474027

zbMATH Keywords

causal inferencesemiparametricsproper scoring rulesdiagnosticsreproducibility/replicabilitywell-specification

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Foundations and philosophical topics in statistics (62A01) Causal inference from observational studies (62D20)

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Cites work

• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Calibrated percentile double bootstrap for robust linear regression inference
• Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply
• Causality. Models, reasoning, and inference
• Consistent Estimation of Scaled Coefficients
• Data analysis and approximate models. Model choice, location-scale, analysis of variance, nonparametic regression and image analysis
• Distribution-free predictive inference for regression
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Model-robust regression and a Bayesian ``sandwich estimator
• Nonsingular subsampling for regression S estimators with categorical predictors
• On conditional moments of high-dimensional random vectors given lower-dimensional projections
• Robust Inference for Generalized Linear Models
• Robust estimation through estimating equations
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The Asymptotic Variance of Semiparametric Estimators
• Twicing Kernels and a Small Bias Property of Semiparametric Estimators
• Using Least Squares to Approximate Unknown Regression Functions

Cited in

(5)

• Comment: Statistical inference from a predictive perspective
• Comment: Models are approximations!
• Doubly robust estimation under a possibly misspecified marginal structural Cox model
• Comment on: ``Models as approximations
• Error statistical modeling and inference: where methodology meets ontology

Describes a project that uses

Uses Software

• GeneralisedCovarianceMeasure
• conformalInference

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