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stat.ME2024
Sandwich regression for accurate and robust estimation in generalized linear multilevel and longitudinal models
Elliot H. Young, Rajen D. Shah
Generalized linear models are a popular tool in applied statistics, with their maximum likelihood estimators enjoying asymptotic Gaussianity and efficiency. As all models are wrong…
math.ST2024
ROSE Random Forests for Robust Semiparametric Efficient Estimation
Elliot H. Young, Rajen D. Shah
It is widely recognised that semiparametric efficient estimation can be hard to achieve in practice: estimators that are in theory efficient may require unattainable levels of accu…