A model averaging approach for the ordered probit and nested logit models with applications

DOI10.1080/02664763.2018.1450367OpenAlexW2791170469WikidataQ130086268 ScholiaQ130086268MaRDI QIDQ5036545

Xinyu Zhang, Longmei Chen, Geoffrey K. F. Tso, Alan T. K. Wan

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2018.1450367

zbMATH Keywords

Monte Carlomodel selectionscreeningnested logitmodel averagingordered probithit rate

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (2)

AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories ⋮ Optimal designs for model averaging in non-nested models

Uses Software

• MAMI

Cites Work

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• Least Squares Model Averaging
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Combining Linear Regression Models
• Maximum Likelihood Estimation of Misspecified Models

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