Model selection and model averaging after multiple imputation

DOI10.1016/j.csda.2013.02.017zbMath1471.62181DBLPjournals/csda/SchomakerH14OpenAlexW2065199005WikidataQ57992277 ScholiaQ57992277MaRDI QIDQ1621356

Christian Heumann, Michael Schomaker

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.02.017

zbMATH Keywords

bootstrapsurvival analysislinear regressionmissing dataAkaike's information criterionfrequentist model averaging

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Point estimation (62F10) Missing data (62D10)

Related Items (9)

Model averaging for generalized linear models with missing at random covariates ⋮ A model averaging approach for the ordered probit and nested logit models with applications ⋮ Estimation methods for multivariate Tobit confirmatory factor analysis ⋮ Bootstrapping some GLM and survival regression variable selection estimators ⋮ When and when not to use optimal model averaging ⋮ Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines ⋮ Variable selection models based on multiple imputation with an application for predicting median effective dose and maximum effect ⋮ Bootstrapping multiple linear regression after variable selection ⋮ The focused information criterion for varying-coefficient partially linear measurement error models

Uses Software

• Amelia
• copula
• BMA
• copula
• MAMI

Cites Work

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• Least Squares Model Averaging
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection

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