Wa-Lui Yiu

Robustness of Regularized Regression Methods Under Compound Model Misspecification: A Simulation Benchmarking Study

Regularized regressions are widely used in psychological research where the fitted model is assumed to be correctly specified. Yet, psychological data routinely violates assumptions of linearity, homoscedasticity and additivity which raises questions about estimator robustness when models are misspecified. The present sim...