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Econometric Reviews Volume 33, 2014 - Issue 1-4: Bayesian Inference and Information: In Memory of Arnold Zellner
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Original Articles

I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?

Xiao-Li Meng Department of Statistics, Harvard University, Cambridge, Massachusetts, USACorrespondence[email protected]
&
Xianchao Xie Department of Statistics, Harvard University, Cambridge, Massachusetts, USA
Pages 218-250 | Published online: 25 Sep 2013

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Read on this site (4)

Nikolay Iskrev. (2022) On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models. Journal of Business & Economic Statistics 40:1, pages 272-284.
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Jianjun Wang & Dallas E. Johnson. (2019) An Examination of Discrepancies in Multiple Imputation Procedures Between SAS® and SPSS®. The American Statistician 73:1, pages 80-88.
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Thaddeus Tarpey, R. Todd Ogden, Eva Petkova & Ronald Christensen. (2015) Reply. The American Statistician 69:3, pages 254-255.
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Peng Ding. (2014) Tarpey, T., Ogden, R. T., Petkova, E., and Christensen R. (2014), “A Paradoxical Result in Estimating Regression Coefficients,” , 68, 271–276 (this issue): Comment by Peng Ding. The American Statistician 68:4, pages 316-316.
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Articles from other publishers (12)

Tom Viering & Marco Loog. (2023) The Shape of Learning Curves: A Review. IEEE Transactions on Pattern Analysis and Machine Intelligence 45:6, pages 7799-7819.
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Du Nguyen. (2023) Out-of-Sample Performance of Factor Return Predictors. SSRN Electronic Journal.
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Sarah Friedrich, Gerd Antes, Sigrid Behr, Harald Binder, Werner Brannath, Florian Dumpert, Katja Ickstadt, Hans A. Kestler, Johannes Lederer, Heinz Leitgöb, Markus Pauly, Ansgar Steland, Adalbert Wilhelm & Tim Friede. (2021) Is there a role for statistics in artificial intelligence?. Advances in Data Analysis and Classification 16:4, pages 823-846.
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Valerie C. Bradley, Shiro Kuriwaki, Michael Isakov, Dino Sejdinovic, Xiao-Li Meng & Seth Flaxman. (2021) Unrepresentative big surveys significantly overestimated US vaccine uptake. Nature 600:7890, pages 695-700.
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Matthew Reimherr, Xiao-Li Meng & Dan L. Nicolae. (2021) Prior Sample Size Extensions for Assessing Prior Impact and Prior-Likelihood Discordance. Journal of the Royal Statistical Society Series B: Statistical Methodology 83:3, pages 413-437.
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Ruobin Gong & Xiao-Li Meng. (2021) Judicious Judgment Meets Unsettling Updating: Dilation, Sure Loss and Simpson’s Paradox. Statistical Science 36:2.
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Dale L. ZimmermanDale L. Zimmerman. 2020. Linear Model Theory. Linear Model Theory 171 184 .
Dale L. ZimmermanDale L. Zimmerman. 2020. Linear Model Theory. Linear Model Theory 279 300 .
Nikolay Iskrev. (2019) On the sources of information about latent variables in DSGE models. European Economic Review 119, pages 318-332.
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Guy P. Nason, Ben Powell, Duncan Elliott & Paul A. Smith. (2017) Should we Sample a time Series more Frequently?: Decision Support via Multirate Spectrum Estimation. Journal of the Royal Statistical Society Series A: Statistics in Society 180:2, pages 353-407.
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Xiao-Li Meng. (2016) Discussion: The Q-q Dynamic for Deeper Learning and Research. International Statistical Review 84:2, pages 181-189.
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Josef Ditrich. (2015) Data representativeness problem in credit scoring. Acta Oeconomica Pragensia 23:3, pages 3-17.
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