Inference for Health Econometrics: Inference, Model Tests, Diagnostics, Multiple Tests, and Bootstrap
نویسنده
چکیده
This paper presents a brief summary of classical statistical inference for many commonly-used regression model estimators that are asymptotically normally distributed. The paper covers Wald con dence intervals and hypothesis tests based on robust standard errors; tests of model adequacy and model diagnostics; family-wise error rates and false discovery rates that control for multiple testing; and bootstrap and other resampling methods. Keywords: inference, m-estimators, robust standard errors, cluster-robust standard errors, diagnostics, multiple tests, multiple comparisons, family-wise error rate, false discovery rate, bootstrap, asymptotic re nement, jackknife, permutation tests. JEL Classi cation: C12, C21, C23. Prepared for J. Mullahy and A. Basu (eds.), Health Econometrics, in A.J. Culyer ed., Encyclopedia of Health Economics. Email address: [email protected]
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