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research article
Comment: Models Are Approximations!
November 1, 2019
This discussion focuses on areas of disagreement with the papers, particularly the target of inference and the case for using the robust 'sandwich' variance estimator in the presence of moderate mis-specification. We also suggest that existing procedures may be appreciably more powerful for detecting mis-specification than the authors' RAV statistic, and comment on the use of the pairs bootstrap in balanced situations.
Type
research article
Web of Science ID
WOS:000509945700008
Authors
Publication date
2019-11-01
Publisher
Published in
Volume
34
Issue
4
Start page
584
End page
590
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
February 13, 2020
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