Model selection and model averaging after multiple imputation
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Cites work
- scientific article; zbMATH DE number 1799345 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 720675 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 802824 (Why is no real title available?)
- A comparison of two model averaging techniques with an application to growth empirics
- An Akaike information criterion for model selection in the presence of incomplete data.
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
- Can one estimate the conditional distribution of post-model-selection estimators?
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- Frequentist Model Average Estimators
- Frequentist model averaging estimation: a review
- Frequentist model averaging with missing observations
- Interval estimation by frequentist model averaging
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Model Selection: An Integral Part of Inference
- Model averaging for varying-coefficient partially linear measurement error models
- Model-averaged Wald confidence intervals
- Multiple Imputation for Interval Estimation From Simple Random Samples With Ignorable Nonresponse
- On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
- Optimal weight choice for frequentist model average estimators
- Shrinkage averaging estimation
- The Focused Information Criterion
- The distribution of model averaging estimators and an impossibility result regarding its estima\-tion
- Variable Selection with Incomplete Covariate Data
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
Cited in
(12)- The focused information criterion for varying-coefficient partially linear measurement error models
- Variable selection models based on multiple imputation with an application for predicting median effective dose and maximum effect
- A model averaging approach for the ordered probit and nested logit models with applications
- Estimation methods for multivariate Tobit confirmatory factor analysis
- Model averaging for generalized linear models with missing at random covariates
- Estimation and evaluation of individualized treatment rules following multiple imputation
- Selecting the model for multiple imputation of missing data: just use an IC!
- Bootstrapping some GLM and survival regression variable selection estimators
- Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines
- Bootstrapping multiple linear regression after variable selection
- When and when not to use optimal model averaging
- Mallows model averaging based on kernel regression imputation with responses missing at random
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