Pages that link to "Item:Q2439088"

The following pages link to On the harm that ignoring pretesting can cause (Q2439088):

Displaying 40 items.

• The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
• Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
• Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
• Model averaging procedure for partially linear single-index models (Q393639) (← links)
• Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances (Q394450) (← links)
• Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (Q451246) (← links)
• Frequentist model averaging estimation: a review (Q473054) (← links)
• Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
• On the sensitivity of pre-test estimators to covariance misspecification (Q710783) (← links)
• Regression with imputed covariates: a generalized missing-indicator approach (Q737915) (← links)
• Can one estimate the conditional distribution of post-model-selection estimators? (Q869984) (← links)
• Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
• Model averaging for semiparametric additive partial linear models (Q989767) (← links)
• Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors (Q997251) (← links)
• An improved model averaging scheme for logistic regression (Q1026355) (← links)
• Best subset binary prediction (Q1668571) (← links)
• The generalized preliminary test estimator when different sets of stochastic restrictions are available (Q1685213) (← links)
• Human life is unlimited -- but short (Q1693604) (← links)
• Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
• A general framework for frequentist model averaging (Q1729944) (← links)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• On weighted estimation in linear regression in the presence of parameter uncertainty (Q1934824) (← links)
• Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
• Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
• Model averaging estimation of generalized linear models with imputed covariates (Q2343756) (← links)
• Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
• A characterization of Bayesian robustness for a normal location parameter (Q2439269) (← links)
• Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
• A comparison of two model averaging techniques with an application to growth empirics (Q2630157) (← links)
• Interval Estimation by Frequentist Model Averaging (Q2873929) (← links)
• CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? (Q3632382) (← links)
• Inference after variable selection using restricted permutation methods (Q3651433) (← links)
• PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
• Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
• A model averaging approach for the ordered probit and nested logit models with applications (Q5036545) (← links)
• Further results on optimal critical values of pre‐test when estimating the regression error variance (Q5469923) (← links)
• AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
• Weighted-Average Least Squares Prediction (Q5863646) (← links)
• Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)