Measuring Bias and Uncertainty in Ideal Point Estimates via the Parametric Bootstrap

Political Analysis - United Kingdom
doi 10.1093/pan/mph015
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

Uncertainty in Value-At-Risk Estimates Under Parametric and Non-Parametric Modeling

SSRN Electronic Journal
2006English

Measuring the Impacts of Teachers I: Evaluating Bias in Teacher Value-Added Estimates

American Economic Review
EconomicsEconometrics
2014English

Starting Point Bias and Respondent Uncertainty in Dichotomous Choice Contingent Valuation Surveys

Resources and Energy Economics
EconomicsEconometrics
2007English

Accounting for Uncertainty in Systematic Bias in Exposure Estimates Used in Relative Risk Regression

1995English

Investigating Mortality Uncertainty Using the Block Bootstrap

Journal of Probability and Statistics
StatisticsProbability
2010English

Efficient Bootstrap Estimates for Tail Statistics

2016English

Measuring and Managing Bias

Science
MultidisciplinaryPhilosophy of ScienceHistory
2017English

Measuring Uncertainty

2013English

On Least-Squares Bias in the AR(p) Models: Bias Correction Using the Bootstrap Methods

Statistical Papers
UncertaintyStatisticsProbability
2006English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy