Related papers: Optimized Inference in Regression Kink Designs
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The current standard for confidence interval construction in the context of a possibly misspecified model is to use an interval based on the sandwich estimate of variance. These intervals provide asymptotically correct coverage, but…
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Kink model is developed to analyze the data where the regression function is twostage linear but intersects at an unknown threshold. In quantile regression with longitudinal data, previous work assumed that the unknown threshold parameters…
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