6 citations · 6 across the 1 of their papers we have counts for
2 papers
stat.ME2015★ 6 cited
Calibrated Percentile Double Bootstrap For Robust Linear Regression Inference
Daniel McCarthy, Kai Zhang, Lawrence Brown +4
We consider inference for the parameters of a linear model when the covariates are random and the relationship between response and covariates is possibly non-linear. Conventional…
stat.ME2014
Models as Approximations I: Consequences Illustrated with Linear Regression
Andreas Buja, Richard Berk, Lawrence Brown +5
In the early 1980s Halbert White inaugurated a "model-robust'' form of statistical inference based on the "sandwich estimator'' of standard error. This estimator is known to be "he…