Model averaging for varying-coefficient partially linear measurement error models
From MaRDI portal
Publication:1950848
DOI10.1214/12-EJS704zbMath1281.62054MaRDI QIDQ1950848
Alan T. K. Wan, Hai Ying Wang, Guo Hua Zou
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1339373538
model selection; semi-parametric models; measurement errors; model averaging; asymptotic equivalence
62F12: Asymptotic properties of parametric estimators
62F25: Parametric tolerance and confidence regions
62E20: Asymptotic distribution theory in statistics
62P10: Applications of statistics to biology and medical sciences; meta analysis
62F10: Point estimation
Related Items
Model averaging for multivariate multiple regression models, Model selection and model averaging for semiparametric partially linear models with missing data, Model averaging based on rank, A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model, Model estimation and selection for partial linear varying coefficient EV models with longitudinal data, The focused information criterion for varying-coefficient partially linear measurement error models, Effective identification and estimation for the semiparametric measurement error model, Model selection and model averaging after multiple imputation, Model averaging procedure for varying-coefficient partially linear models with missing responses, Frequentist model averaging in structure equation model with ordinal data, Online updating method to correct for measurement error in big data streams, Focused and Model Average Estimation for Regression Analysis of Panel Count Data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Least-squares forecast averaging
- Inferential methods for elasticity estimates
- Frequentist model averaging estimation: a review
- Least squares model averaging by Mallows criterion
- Local polynomial fitting in semivarying coefficient model
- Averaging estimators for autoregressions with a near unit root
- Jackknife model averaging
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Estimating the dimension of a model
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Model uncertainty
- The risk inflation criterion for multiple regression
- Focused information criterion and model averaging for generalized additive partial linear models
- On the harm that ignoring pretesting can cause
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Optimal Weight Choice for Frequentist Model Average Estimators
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- Model Selection and Model Averaging
- Information Theory and Mixing Least-Squares Regressions
- Model Selection: An Integral Part of Inference
- Bayesian Model Averaging for Linear Regression Models
- Frequentist Model Average Estimators
- The Focused Information Criterion
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Variable Selection for Partially Linear Models With Measurement Errors
- Least Squares Model Averaging
- An asymptotic theory for model selection inference in general semiparametric problems
- Measurement Error in Nonlinear Models
- Some Comments on C P
- Combining Linear Regression Models
- On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection