dc.contributor.author |
Szpiro, AA |
en |
dc.contributor.author |
Rice, KM |
en |
dc.contributor.author |
Lumley, Thomas |
en |
dc.date.accessioned |
2012-03-02T00:34:08Z |
en |
dc.date.issued |
2010 |
en |
dc.identifier.citation |
Annals of Applied Statistics 4(4):2099-2113 2010 |
en |
dc.identifier.issn |
1932-6157 |
en |
dc.identifier.uri |
http://hdl.handle.net/2292/12580 |
en |
dc.description.abstract |
We present a new Bayesian approach to model-robust linear regression that leads to uncertainty estimates with the same robustness properties as the Huber–White sandwich estimator. The sandwich estimator is known to provide asymptotically correct frequentist inference, even when standard modeling assumptions such as linearity and homoscedasticity in the data-generating mechanism are violated. Our derivation provides a compelling Bayesian justification for using this simple and popular tool, and it also clarifies what is being estimated when the data-generating mechanism is not linear. We demonstrate the applicability of our approach using a simulation study and health care cost data from an evaluation of the Washington State Basic Health Plan. |
en |
dc.language |
EN |
en |
dc.publisher |
Institute of Mathematical Statistics (IMS) |
en |
dc.relation.ispartofseries |
Annals of Applied Statistics |
en |
dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. Details obtained from http://www.sherpa.ac.uk/romeo/issn/1932-6157/ |
en |
dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
en |
dc.subject |
Bayesian inference |
en |
dc.subject |
estimating equations |
en |
dc.subject |
linear regression |
en |
dc.subject |
robust regression |
en |
dc.subject |
sandwich estimator |
en |
dc.subject |
BOOTSTRAP |
en |
dc.title |
Model-robust regression and a Bayesian “sandwich” estimator. |
en |
dc.type |
Journal Article |
en |
dc.identifier.doi |
10.1214/10-AOAS362 |
en |
pubs.issue |
4 |
en |
pubs.begin-page |
2099 |
en |
pubs.volume |
4 |
en |
dc.rights.holder |
Copyright: Institute of Mathematical Statistics (IMS) |
en |
pubs.end-page |
2113 |
en |
dc.rights.accessrights |
http://purl.org/eprint/accessRights/RestrictedAccess |
en |
pubs.subtype |
Article |
en |
pubs.elements-id |
239710 |
en |
pubs.org-id |
Science |
en |
pubs.org-id |
Statistics |
en |
pubs.record-created-at-source-date |
2012-02-10 |
en |