Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random

DOI10.1016/J.CSDA.2021.107224MaRDI QIDQ2242002zbMATH OpenOpenAlexFDO

Authors Yuting Wei, Xiaogang Duan, Jing Qin, Qihua Wang

Publication date 9 November 2021

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

Full work available at URL https://doi.org/10.1016/j.csda.2021.107224

zbMATH Keywords

bias correctionmissing covariatespseudo empirical likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Variable Selection with Incomplete Covariate Data
• A criterion for model selection in the presence of incomplete data based on Kullback's symmetric divergence
• Performances of Bayesian model selection criteria for generalized linear models with non-ignorably missing covariates
• Variable selection in a partial linear model with covariate data missing at random

Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1321822 (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?)
• scientific article; zbMATH DE number 857931 (Why is no real title available?)
• A mean score method for missing and auxiliary covariate data in regression models
• A unifying approach to the estimation of the conditional Akaike information in generalized linear mixed models
• Asymptotic Statistics
• Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
• Conditional Akaike information for mixed-effects models
• Conditional Akaike information under generalized linear and proportional hazards mixed models
• Empirical Likelihood-based Inference in Linear Models with Missing Data
• Estimating the dimension of a model
• Generalized cross validation for wavelet thresholding
• Information criteria and statistical modeling.
• Information criteria for selecting possibly misspecified parametric models
• Information criteria for variable selection under sparsity
• Joint variable selection for fixed and random effects in linear mixed-effects models
• Maximum Likelihood Estimation of Misspecified Models
• Model Selection and Model Averaging
• Model selection criteria for missing-data problems using the EM algorithm
• Some Comments on C P
• The E-MS algorithm: model selection with incomplete data
• The Focused Information Criterion

Cited in

(2)

• Model selection based on KL divergence with censoring indicators missing at random
• Robust model selection with covariables missing at random

Describes a project that uses

Uses Software

• ThreshLab

This page was built for publication: Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2242002)