Prediction/estimation with simple linear models: is it really that simple?
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Cites work
- A strongly consistent procedure for model selection in a regression problem
- A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
- A user's guide to measure theoretic probability
- Adaptive Model Selection
- Adaptive Regression by Mixing
- Aggregating regression procedures to improve performance
- An asymptotic property of model selection criteria
- Asymptotic mean efficiency of a selection of regression variables
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic Optimality of the C_p-Test for the Orthogonal Series Estimation of Regression
- Asymptotic properties of criteria for selection of variables in multiple regression
- Bagging predictors
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Calibration and empirical Bayes variable selection
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Combining Linear Regression Models
- Estimating Regression Models of Finite but Unknown Order
- Estimating the dimension of a model
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Estimation of the mean of a univariate normal distribution with known variance
- Gaussian model selection
- scientific article; zbMATH DE number 4076418 (Why is no real title available?)
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 1321826 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 2015216 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- Minimum complexity density estimation
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Model Selection and Multimodel Inference
- Model selection and prediction: Normal regression
- Model selection under nonstationarity: Autoregressive models and stochastic linear regression models
- Model Selection: An Integral Part of Inference
- Modeling by shortest data description
- On Biases in Estimation Due to the Use of Preliminary Tests of Significance
- On the harm that ignoring pretesting can cause
- ON VARIABLE SELECTION IN LINEAR REGRESSION
- Risk bounds for model selection via penalization
- Stochastic complexity and modeling
- Superefficiency in nonparametric function estimation
- The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The risk inflation criterion for multiple regression
- The traditional pretest estimator
- Weaker Criteria and Tests for Linear Restrictions in Regression
Cited in
(15)- Model selection for high-dimensional linear regression with dependent observations
- Non-monotonic penalizing for the number of structural breaks
- On Hodges' superefficiency and merits of oracle property in model selection
- Model selection: a Lagrange optimization approach
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Population forecasting: Do simple models outperform complex models?
- Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Cross-validation for selecting a model selection procedure
- Multistep forecast selection for panel data
- Model averaging for semiparametric varying coefficient quantile regression models
- Information criteria for model selection
- On model selection from a finite family of possibly misspecified time series models
- MoST: model specification test by variable selection stability
- Toward optimal model averaging in regression models with time series errors
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