Complete subset averaging approach for high-dimensional generalized linear models

DOI10.1016/J.ECONLET.2023.111084zbMath1522.62066MaRDI QIDQ6047329

Jing Zhang, Haiqi Li, Xingyi Chen

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

asymptotic optimalitygeneralized linear modelsKullback-Leibler losscomplete subset averaging

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Related Items (1)

Model averaging for generalized linear models in diverging model spaces with effective model size

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