Frequentist model averaging in structural equation modelling

DOI10.1007/S11336-018-9624-YMaRDI QIDQ2331145zbMATH OpenOpenAlexWikidataFDO

Authors Shaobo Jin, Sebastian Ankargren

Publication date 25 October 2019

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11336-018-9624-y

zbMATH Keywords

coverage probabilitygoodness-of-fitlocal asymptoticmodel selectionpost-selection inference

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Applications of statistics to psychology (62P15)

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Cites work

• A reliability coefficient for maximum likelihood factor analysis
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Asymptotics for Lasso-type estimators.
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Contributions to factor analysis of dichotomous variables
• Cube root asymptotics
• Distribution theory of the least squares averaging estimator
• Estimating the dimension of a model
• Frequentist Model Average Estimators
• Heteroscedasticity-robust \(C_p\) model averaging
• scientific article; zbMATH DE number 3441501 (Why is no real title available?)
• Interval estimation by frequentist model averaging
• Jackknife model averaging
• Least Squares Model Averaging
• LOQO:an interior point code for quadratic programming
• Minimum mean squared error model averaging in likelihood models
• Model averaging in predictive regressions
• Model averaging, asymptotic risk, and regressor groups
• Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Model Selection: An Integral Part of Inference
• Model-averaged confidence intervals
• Model-averaged profile likelihood intervals
• Model-averaged Wald confidence intervals
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
• On the least-squares model averaging interval estimator
• Robustness of statistical inference in factor analysis and related models
• Valid post-selection inference

Cited in

(5)

• A general framework for frequentist model averaging
• Frequentist model averaging in structure equation model with ordinal data
• scientific article; zbMATH DE number 6612020 (Why is no real title available?)
• Frequentist Model Average Estimators
• Frequentist model averaging estimation: a review

Describes a project that uses

Uses Software

• quadprog
• Kernlab
• LOQO

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