Model selection in estimating equations
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Recommendations
- Model selection criterion based on the prediction mean squared error in generalized estimating equations
- Model selection criterion based on the multivariate quasi-likelihood for generalized estimating equations
- Akaike's information criterion in generalized estimating equations
- Consistent model selection based on parameter estimates.
- Generalised linear model selection by the predictive least quasi-deviance criterion
Cites work
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 46873 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- 394: The Analysis of Binary Responses from Toxicological Experiments Involving Reproduction and Teratogenicity
- Akaike's information criterion in generalized estimating equations
- Analysis of Embryonic Development with a Model for Under-or Overdispersion Relative to Binomial Variation
- Bagging predictors
- Bootstrap methods: another look at the jackknife
- Estimating the dimension of a model
- Heuristics of instability and stabilization in model selection
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Longitudinal data analysis using generalized linear models
- Model Selection for Extended Quasi-Likelihood Models in Small Samples
- Saddlepoint approximations in resampling methods
- Some Comments on C P
- The Predictive Sample Reuse Method with Applications
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
Cited in
(17)- The Choice of Model in the Construction of Input-Output Coefficients Matrices
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
- Power and type I error rates of goodness-of-fit statistics for binomial generalized estimating equations (GEE) models
- Model selection criterion based on the prediction mean squared error in generalized estimating equations
- Model selection in regression based on pre-smoothing
- Model selection for the trend vector model
- Model Selection and Shrinkage: An Overview
- Consistent model selection based on parameter estimates.
- Generalized additive selection models for the analysis of studies with potentially nonignorable missing outcome data
- Model selection in the weighted generalized estimating equations for longitudinal data with dropout
- Model selection criterion based on the multivariate quasi-likelihood for generalized estimating equations
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
- Model selection using PRESS statistic
- Model Selection for Estimating Treatment Effects
- Statistical estimation with model selection
- Bootstrap-adjusted quasi-likelihood information criteria for mixed model selection
- On model selection for standard curve in assay development
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