MALMEM: model averaging in linear measurement error models

DOI10.1111/RSSB.12317MaRDI QIDQ5204363zbMATH OpenOpenAlexWikidataFDO

Authors Xinyu Zhang, Yanyuan Ma, Raymond J. Carroll

Publication date 4 December 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7450939

zbMATH Keywords

linear regressionmeasurement errormodel averagingmodel selectionoptimalityweight

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(16)

• Model averaging for heteroscedastic linear models with measurement errors
• Frequentist model average estimation for linear errors-in-variables models
• Weighted multiple blockwise imputation method for high-dimensional regression with blockwise missing data
• Economic variable selection
• Effect of measurement error size in linear heteroscedastic measurement error models
• Optimal model averaging for semiparametric partially linear models with measurement errors
• Model averaging for right censored data with measurement error
• Prediction in measurement error models
• A Mallows-type model averaging estimator for ridge regression with randomly right censored data
• Optimal model averaging for partially linear models with missing response variables and error-prone covariates
• Transfer learning for error-contaminated Poisson regression models
• Kriging model averaging based on leave-one-out cross-validation method
• A Mallows-type model averaging estimator for de-noise linear models
• A scalable model averaging based on Kullback-Leibler distance for multivariate regression models
• Model averaging estimator for semiparametric mixed effects models with measurement errors
• Bias-corrected weighted least squares model averaging in linear measurement error models with randomly right-censored data

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