Frequentist model averaging with missing observations
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Publication:2445787
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Cited in
(32)- Model selection and model averaging after multiple imputation
- Multiple imputation in practice -- a case study using a complex German establishment survey
- Model averaging with high-dimensional dependent data
- Shrinkage averaging estimation
- Model averaging estimator in ridge regression and its large sample properties
- Model averaging for linear models with responses missing at random
- Mallows model averaging with effective model size in fragmentary data prediction
- Model averaging by jackknife criterion in models with dependent data
- Order selection tests with multiply imputed data
- Special issue on variable selection and robust procedures
- Model averaging with covariates that are missing completely at random
- The focused information criterion for varying-coefficient partially linear measurement error models
- Average estimation of semiparametric models for high-dimensional longitudinal data
- Empirical likelihood inference of the partial linear isotonic errors-in-variables regression models with missing data
- Interval estimation by frequentist model averaging
- Model averaging for multiple quantile regression with covariates missing at random
- Frequentist model averaging for linear mixed-effects models
- Model averaging for M-estimation
- Focused vector information criterion model selection and model averaging regression with missing response
- Frequentist model averaging estimation: a review
- A model-averaging method for high-dimensional regression with missing responses at random
- A model averaging approach for the ordered probit and nested logit models with applications
- A Distribution-free Approach in Statistical Modelling with Repeated Measurements and Missing Values
- Model averaging for generalized linear models in fragmentary data prediction
- Model averaging for generalized linear models with missing at random covariates
- Semiparametric model averaging method for survival probability predictions of patients
- Mallows model averaging based on kernel regression imputation with responses missing at random
- Model Averaging for Prediction With Fragmentary Data
- Jackknife model averaging for linear regression models with missing responses
- Non-ignorable loss to follow-up: correcting mortality estimates based on additional outcome ascertainment
- A Mallows-type model averaging estimator for de-noise linear models
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
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