A special feature of Probability and Statistics Day at UMBC 2015 is that the conference, including the workshop, is open to all statistics graduate students from UMBC and local universites free of charge; however, REGISTRATION IS REQUIRED! The deadline to register is Friday, April 3, 2015. // REGISTER NOW
For more information, contact any member of the organizing committee:
Bimal Sinha
Conference Chair
443.538.3012
Kofi Adragni
410.455.2406
Yvonne Huang
410.455.2422
Yaakov Malinovsky
410.455.2968
Thomas Mathew
410.455.2418
Nagaraj Neerchal
410.455.2437
DoHwan Park
410.455.2408
Junyong Park
410.455.2407
Anindya Roy
410.455.2435
Elizabeth Stanwyck
410.455.5731
Participant Information
Daniel McCarthy
Paper: Bootstrap Inference For Linear Regression Under a Misspecified Mean Function
Literature concerning bootstrap-based inference has primarily considered scenarios where the true relationship between a response variable Y and covariates X is linear. While Goncalves and White (hereafter referred to as 'GW') provided theoretical justification for a bootstrap-based sandwich procedure, they did not consider the more general case of a mis-specified mean function. We show that in the presence of a mis-specified mean function, empirical coverage deteriorates considerably for all traditional methods, including the methods proposed in GW. We show that a double bootstrap-based calibrated percentile method outperforms these methods, Efron's BCa, and all other Sandwich-based estimators. We show that this method is a reliable inferential tool.