Bias of treatment effect estimators can occur when the maximum effect of several treatments is to be determined or the effect of the selected treatment or subgroup has to be estimated. Since those estimates may contribute to the decision as to whether to continue a drug development program, to...

Small area estimators based on a penalized spline regression model approximating a non-linear but smooth relationship between a response and a given covariate are obtained. In each small area, individual curves are fitted using penalized splines with B-spline bases, exploiting the mixed model...

This paper develops and compares specification tests for parametric duration models estimated with censored data. The tests are based on generalized residuals (the integrated hazard), which is exponentially distributed if the model is correctly specified. I present several conditional moment...

Standard methods of estimation for autoregressive models are known to be biased in finite samples, which has implications for estimation, hypothesis testing, confidence interval construction and forecasting. Three methods of bias reduction are considered here: first-order bias correction, FOBC,...

This paper develops and compares specification tests for parametric duration models estimated with censored data. The tests are based on generalized residuals (the integrated hazard), which is exponentially distributed if the model is correctly specified. I present several conditional moment...

This letter evaluates the performance of auxiliary regression-based specification tests for parametric duration models estimated with censored data. The test using asymptotic critical values has poor size. Bootstrapping corrects the size problem but results in a biased power curve.