scientific article; zbMATH DE number 6612020

MaRDI QIDQ2993364zbMATH OpenFDO

Authors Xinjie Chen, Peng Lin

Publication date 10 August 2016

zbMATH Keywords

instrumental variableasymptotic distributionmodel averaging

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25)

Recommendations

• Linear instrumental variables model averaging estimation
• Frequentist model average estimation for linear errors-in-variables models
• Bayesian model averaging in the instrumental variable regression model
• Frequentist model averaging in structural equation modelling
• Frequentist model averaging for linear mixed-effects models
• Instrumental variable estimation in functional linear models
• Frequentist model averaging estimation: a review
• Interval estimation by frequentist model averaging
• Inference after model averaging in linear regression models
• On averaging methods for identification of linear regression models

Cited in

(6)

• Constructing optimal instruments by first-stage prediction averaging
• Frequentist model average estimation for linear errors-in-variables models
• Frequentist model averaging in structural equation modelling
• Frequentist model averaging for linear mixed-effects models
• Linear instrumental variables model averaging estimation
• Interval estimation by frequentist model averaging

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2993364)