Model averaging procedure for partially linear single-index models

DOI10.1016/J.JSPI.2013.05.002MaRDI QIDQ393639zbMATHOpenAlexWikidataFDO

Authors Yao Yu, Sally W. Thurston, Russ Hauser, Hua Liang

Publication date 23 January 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4021728

zbMATH Keywords

BICAICfocused information criterionFICFMAfrequentist model averagingprofile least squares procedures

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 720675 (Why is no real title available?)
• Adaptive Regression by Mixing
• Additive partial linear models with measurement errors
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• Bayesian Measures of Model Complexity and Fit
• Can one estimate the conditional distribution of post-model-selection estimators?
• Estimating the dimension of a model
• Estimation and testing for partially linear single-index models
• Focused information criterion and model averaging for generalized additive partial linear models
• Frequentist Model Average Estimators
• Generalized Partially Linear Single-Index Models
• Information Theory and Mixing Least-Squares Regressions
• Model Selection and Model Averaging
• Model Selection: An Integral Part of Inference
• On extended partially linear single-index models
• On the harm that ignoring pretesting can cause
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semi-parametric estimation of partially linear single-index models
• The EFM approach for single-index models

Cited in

(5)

• Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
• Focused information criterion and model averaging for generalized additive partial linear models
• A Mallows-type model averaging estimator for the varying-coefficient partially linear model
• Model averaging for semiparametric additive partial linear models
• Model averaging estimator in ridge regression and its large sample properties

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