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Abstract This paper is focused on detailed aspects of the loss function rho and its derivative psi for an optimal bias … robust regression method that minimizes the maximum asymptotic bias subject to a constraint on normal distribution efficiency … the following aspects the optimal bias robust regression estimator: (1) The analytic form for the rho function; (2) A …
Persistent link: https://www.econbiz.de/10013216274
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
In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...
Persistent link: https://www.econbiz.de/10010467718
model. All three estimators have the same breakdown point, but their explosion bias curves are different. It is shown that … under a gross error model the explosion bias curve of the new estimator performs better than the bias curves of the other …
Persistent link: https://www.econbiz.de/10010467734
Binscatter is very popular in applied microeconomics. It provides a flexible, yet parsimonious way of visualizing and summarizing "big data" in regression settings, and it is often used for informal testing of substantive hypotheses such as linearity or monotonicity of the regression function....
Persistent link: https://www.econbiz.de/10011986776
. 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
sheds light on the connection between both approaches. I provide alternative formulas (approximations) for the bias and …-robust standard errors in RD settings. Bias mitigation approaches are discussed and a novel, bootstrap higher-order bias correction …
Persistent link: https://www.econbiz.de/10011869057
to hold. In this paper we propose a crude analytical approach to study the large sample bias of estimators when all … normalized weights leads to a smaller bias compared to a simple IPW estimator. To analyze the question of when the use of two … misspecified models are better than one we derive necessary and sufficient conditions for when the DR estimator has a smaller bias …
Persistent link: https://www.econbiz.de/10011796394
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Persistent link: https://www.econbiz.de/10013199106