Interval estimation by frequentist model averaging
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Cites work
- A comparison of two model averaging techniques with an application to growth empirics
- Adaptive Regression by Mixing
- An asymptotic theory for model selection inference in general semiparametric problems
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Combining Linear Regression Models
- Estimating the dimension of a model
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- Focused information criterion and model averaging for generalized additive partial linear models
- Frequentist Model Average Estimators
- Frequentist model averaging estimation: a review
- Frequentist model averaging with missing observations
- Information Theory and Mixing Least-Squares Regressions
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Least-squares forecast averaging
- Local polynomial fitting in semivarying coefficient model
- Model Selection and Model Averaging
- Model Selection: An Integral Part of Inference
- Model uncertainty
- On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
- On the harm that ignoring pretesting can cause
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
- Optimal weight choice for frequentist model average estimators
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- The Focused Information Criterion
- The risk inflation criterion for multiple regression
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
Cited in
(18)- Bootstrap for inference after model selection and model averaging for likelihood models
- Model averaging based on rank
- Model selection and model averaging after multiple imputation
- Interval estimation for a simple bilinear model
- Model averaging for interval-valued data
- On the least-squares model averaging interval estimator
- Frequentist model average estimation for linear errors-in-variables models
- Bootstrapping some GLM and survival regression variable selection estimators
- Frequentist model averaging with missing observations
- scientific article; zbMATH DE number 6612020 (Why is no real title available?)
- Model-averaged confidence intervals
- Bootstrapping multiple linear regression after variable selection
- When and when not to use optimal model averaging
- Frequentist model averaging for linear mixed-effects models
- Finite sample properties of confidence intervals centered on a model averaged estimator
- Frequentist model averaging in structure equation model with ordinal data
- Focused and model average estimation for regression analysis of panel count data
- Frequentist model averaging in structural equation modelling
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