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- Title
Andreas Buja, Richard A. Berk, Arun K. Kuchibhotla, Linda Zhao and Ed George's contribution to the Discussion of 'Assumption‐lean inference for generalised linear model parameters' by Vansteelandt and Dukes.
- Authors
Buja, Andreas; Berk, Richard A.; Kuchibhotla, Arun K.; Zhao, Linda; George, Ed
- Abstract
However, the estimands are not covariances but slopes, HT <math altimg="urn:x-wiley:13697412:media:rssb12521:rssb12521-math-0008" display="block" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mrow><mi> </mi><mo>|</mo><mi>L</mi><mo>=</mo></mrow><mfrac><mrow><mtext>Cov</mtext><mfenced close=")" open="(" separators=""><mrow><mi>g</mi><mspace width="-.155em" /><mfenced close=")" open="(" separators=""><mrow><mi mathvariant="bold-italic">E</mi><mo>[</mo><mi>Y</mi><mo>|</mo><mi>A</mi><mo>,</mo><mi>L</mi><mo>]</mo></mrow></mfenced><mrow><mspace width="-.155em" /><mo>,</mo><mi>A</mi><mo>|</mo><mi>L</mi></mrow></mrow></mfenced></mrow><mrow><mtext>Var</mtext><mfenced close=")" open="(" separators=""><mrow><mi>A</mi><mo>|</mo><mi>L</mi></mrow></mfenced></mrow></mfrac><mo>,</mo></mrow></math> ht for which averaging over I L i -strata is incorrect. When the model is 1 I SP st sp i order correct, HT <math altimg="urn:x-wiley:13697412:media:rssb12521:rssb12521-math-0011" xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mi>g</mi><mfenced close=")" open="(" separators=""><mrow><mi mathvariant="bold-italic">E</mi><mo>[</mo><mi>Y</mi><mo>|</mo><mi>A</mi><mo>,</mo><mi>L</mi><mo>]</mo></mrow></mfenced><mo>=</mo><mi> </mi><mi>A</mi><mo>+</mo><mi> </mi><mfenced close=")" open="("><mi>L</mi></mfenced></mrow></math> ht , it holds that I SB w sb i is the same for all weight functions I w i ( I L i ): I SB w sb i I i .
- Subjects
LOGITS; STATISTICS; SIX Sigma
- Publication
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2022, Vol 84, Issue 3, p703
- ISSN
1369-7412
- Publication type
Article
- DOI
10.1111/rssb.12521