Weighted-average least squares estimation of generalized linear models (Q1745611): Difference between revisions

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+W2592993205
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+A Model-Averaging Approach for High-Dimensional Regression
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+A weight-relaxed model averaging approach for high-dimensional generalized linear models
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+Program Evaluation and Causal Inference With High-Dimensional Data
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+Valid post-selection inference
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+Model Selection: An Integral Part of Inference
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+Bayesian variable selection and computation for generalized linear models with conjugate priors
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+Q4709782
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+Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
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+The Focused Information Criterion
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+Model Selection and Model Averaging
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+Model uncertainty
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+On the harm that ignoring pretesting can cause
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+CHALLENGES FOR ECONOMETRIC MODEL SELECTION
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+Model averaging, asymptotic risk, and regressor groups
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+Efficient shrinkage in parametric models
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+Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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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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+Can one estimate the conditional distribution of post-model-selection estimators?
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+Distribution theory of the least squares averaging estimator
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+Jackknife model averaging for quantile regressions
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+Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
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+Nearly unbiased variable selection under minimax concave penalty
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+Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
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+Publication:1745611