Pages that link to "Item:Q1023609"
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The following pages link to On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609):
Displaying 10 items.
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Shrinkage averaging estimation (Q1928360) (← links)
- Exploration of the variability of variable selection based on distances between bootstrap sample results (Q2303056) (← links)
- Frequentist model averaging with missing observations (Q2445787) (← links)
- Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data (Q2686063) (← links)
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression (Q2805220) (← links)
- On stability issues in deriving multivariable regression models (Q3451367) (← links)
- Variable selection – A review and recommendations for the practicing statistician (Q4563248) (← links)
- Handling co-dependence issues in resampling-based variable selection procedures: a simulation study (Q4960525) (← links)
- Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed (Q5087926) (← links)
