Classical regression analysis uses partial coefficients to measure the influences of some variables (regressors) on another variable (regressand). However, a descriptive point of view shows that these coefficients are very bad measures of influence. Their interpretation as an average change of...

Explained variance (R^2) is a familiar summary of the fit of a linear regression and has been generalized in various ways to multilevel (hierarchical) models. The multilevel models we consider in this paper are characterized by hierarchical data structures in which individuals are grouped into...

The least-absolute-deviations (LAD) estimator for a median- regression model does not satisfy the standard conditions for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This paper overcomes this problem by smoothing the objective...

In this supplemental article, we introduce some useful results in spectral theory and perturbation theory. Some of the results are well-established. We briefly review them for the purpose of easy reference. We derive a novel bound for the perturbation of eigenprojections, which plays a key role...

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the...

The logit-weighted reduced mixture of experts model (LRMoE) is a flexible yet analytically tractable non-linear regression model. While it has shown usefulness in modeling insurance loss frequencies and severities, model calibration becomes challenging when censored and truncated data are...

This paper is a substantially revised version of our earlier working paper, "Truth and Robustness in Cross-country Growth Regressions." The most important revisions concern the handling of missing observations in the cross-country data set. In the earlier paper, these had been handled through...

The work of Levine and Renelt (1992) and Sala-i-Martin (1997a, b) which attempted to test the robustness of various determinants of growth rates of per capita GDP among countries using two variants of Edward Leamer's extreme-bounds analysis is reexamined. In a realistic Monte Carlo experiment in...

This paper investigates the effects of ordinal regressors in linear regression models. Each ordered categorical variable is interpreted as a rough measurement of an underlying continuous variable as it is often done in microeconometrics for the dependent variable. It is shown that using ordinal...