Averaging estimators for discrete choice by M-fold cross-validation
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Publication:2328516
DOI10.1016/J.ECONLET.2018.10.014zbMATH Open1429.62193OpenAlexW2899472681MaRDI QIDQ2328516FDOQ2328516
Authors: Jianhong Zhou, Guangren Yang, Shangwei Zhao 
Publication date: 10 October 2019
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2018.10.014
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Cites Work
- Maximum Likelihood Estimation of Misspecified Models
- Frequentist Model Average Estimators
- Combining Linear Regression Models
- Focused information criterion and model averaging for generalized additive partial linear models
- Jackknife model averaging
- Econometrics of Qualitative Dependent Variables
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
- Model averaging by jackknife criterion in models with dependent data
- Adaptively combined forecasting for discrete response time series
- A model-averaging approach for high-dimensional regression
Cited In (8)
- Frequentist model averaging in the generalized multinomial logit model
- Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models
- A model averaging approach for the ordered probit and nested logit models with applications
- Optimal model averaging estimator for multinomial logit models
- A model‐averaging treatment of multiple instruments in Poisson models with errors
- Model averaging based on leave-subject-out cross-validation
- Averaging estimators for kernel regressions
- A tutorial on estimator averaging in spatial point process models
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