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Models as Approximations I: Consequences Illustrated with Linear Regression

Buja, A; Brown, L; Berk, R; George, E; Pitkin, E; Traskin, M; Zhang, K; Zhao, LD

Zhao, LD (reprint author), Univ Penn, Wharton Sch, 400 Jon M Huntsman Hall,3730 Walnut St, Philadelphia, PA 19104 USA.

STATISTICAL SCIENCE, 2019; 34 (4): 523

Abstract

In the early 1980s, Halbert White inaugurated a "model-robust" form of statistical inference based on the "sandwich estimator" of standard error. This......

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