Frequentist model averaging with missing observations (Q2445787): Difference between revisions

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+https://doi.org/10.1016/j.csda.2009.07.023
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+Q57992327
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+Q4769776
@@ Property / cites work: Q4769776 / rank @@
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+Data. A collection of problems from many fields for the student and research worker
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+On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model
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+Model Selection: An Integral Part of Inference
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+An Akaike information criterion for model selection in the presence of incomplete data.
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+Variable Selection with Incomplete Covariate Data
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+The Focused Information Criterion
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+MINIMIZING AVERAGE RISK IN REGRESSION MODELS
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+Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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+Least Squares Model Averaging
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+Least-squares forecast averaging
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+Frequentist Model Average Estimators
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+Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+Can one estimate the conditional distribution of post-model-selection estimators?
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+CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
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+Information Theory and Mixing Least-Squares Regressions
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+Q4779059
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+Missing at random, likelihood ignorability and model completeness.
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+Adaptive Regression by Mixing
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+Combining Linear Regression Models
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+Estimating Equations Inference With Missing Data
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