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Robust small area estimation under spatial non-stationarity

Baldermann, Claudia; Salvati, Nicola; Schmid, Timo - 2016

Geographically weighted small area methods have been studied in literature for small area estimation. Although these approaches are useful for the estimation of small area means efficiently under strict parametric assumptions, they can be very sensitive to outliers in the data. In this paper, we...

Persistent link: https://www.econbiz.de/10011455039

A multicollinearity and measurement error statistical blind spot : correcting for excessive false positives in regression and PLS

Goodhue, Dale L.; Lewis, William; Thompson, Ron - In: Management information systems : mis quarterly 41 (2017) 3, pp. 667-684

Persistent link: https://www.econbiz.de/10011740838

Correcting misclassification bias in regression models with variables generated via data mining

Qiao, Mengke; Huang, Ke-Wei - In: Information systems research : ISR 32 (2021) 2, pp. 462-480

Persistent link: https://www.econbiz.de/10012599859

A cross-sectional asset pricing test with more power : an instrumental variable approach

Hur, Jungshik - 2024

Persistent link: https://www.econbiz.de/10015050153

Critique of Misidentiﬁed Selection Bias and Redeﬁnement of Sufﬁcient Statistics for Treatment Effects and Causal Inference Using Quadruple Randomized Controlled Trials (QRCT)

Choi, Eun Chul - 2019

In deﬁning selection bias, we have considered only the parallel universe of the treated group or the untreated group … paper, we redeﬁned selection bias by considering all four existing universes in the real and hypothetical worlds, and we …

Persistent link: https://www.econbiz.de/10012890976

Covariate measurement error : bias reduction under response-based sampling

Ramalho, Esmeralda A. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10009515141

The maximum asymptotic bias of outlier identifiers

Becker, Claudia; Gather, Ursula - 1998

performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to … identifiers with bounded maximum asymptotic bias. …

Persistent link: https://www.econbiz.de/10010467696

On the robustness of balance statistics with respect to nonresponse

Seiler, Christian - In: Journal of business cycle measurement and analysis : a … (2014) 2, pp. 45-62

Persistent link: https://www.econbiz.de/10011922958

A comparison of robust methods for Mendelian randomization using multiple genetic variants

Bao, Yanchun; Clarke, Paul; Smart, Melissa C; Kumari, Meena - 2018

. Mendelian randomization studies are known to be affected by both weak instrument bias and the pleiotropic bias that arises when … Understanding Society, we find no evidence for pleiotropic bias, and the negative effect of body mass index on income to be around …

Persistent link: https://www.econbiz.de/10011867491

Non-stationary A/B Tests : Optimal Variance Reduction, Bias Correction, and Valid Inference

Wu, Yuhang; Zhang, Guangyu; Zheng, Zeyu; Zhang, Zuohua; … - 2022

-optimal variance and non-vanishing bias, therefore leading to loss of statistical efficiency and accuracy. We provide a new estimator …

Persistent link: https://www.econbiz.de/10013291086