Model Selection: An Integral Part of Inference
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Publication:4349974
DOI10.2307/2533961zbMATH Open0885.62118OpenAlexW1994672023MaRDI QIDQ4349974FDOQ4349974
Kenneth P. Burnham, Stephen T. Buckland, Nicole H. Augustin
Publication date: 1997
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0c88444cf4be49515b9d80b263b5fbeb62866899
Cited In (only showing first 100 items - show all)
- The quantile probability model
- A semiparametric generalized ridge estimator and link with model averaging
- An accelerated EM algorithm for mixture models with uncertainty for rating data
- A general framework for frequentist model averaging
- Resource-Constrained Model Selection for Uncertainty Propagation and Data Assimilation
- Impact of Data Assimilation on Cost-Accuracy Tradeoff in Multifidelity Models
- Focused Information Criterion for Capture–Recapture Models for Closed Populations
- Model averaging for multivariate multiple regression models
- Semiparametric model average prediction in panel data analysis
- Optimal model averaging estimator for semi-functional partially linear models
- A model averaging approach for the ordered probit and nested logit models with applications
- Confidence intervals centred on bootstrap smoothed estimators
- Capture-recapture: Before and after EURING 2000
- Sparsity Oriented Importance Learning for High-Dimensional Linear Regression
- Popoulation size estimation based on estimating functions for closed capture-recapture models
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
- Optimal model averaging estimator for multinomial logit models
- Model averaging for generalized linear models with missing at random covariates
- Shrinkage for categorical regressors
- Conditional Akaike information criterion in the Fay-Herriot model
- When Should Epidemiologic Regressions Use Random Coefficients?
- Unimodal regression using Bernstein–Schoenberg splines and penalties
- Model averaging in a multiplicative heteroscedastic model
- Two sources of poor coverage of confidence intervals after model selection
- Model averaging estimator in ridge regression and its large sample properties
- Model averaging based on leave-subject-out cross-validation
- Interval Estimation by Frequentist Model Averaging
- Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- On the use of repeated measurement errors in linear regression models
- Optimal model averaging estimation for correlation structure in generalized estimating equations
- A note on misspecification in joint modeling of correlated data with informative cluster sizes
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator
- Model averaging for linear models with responses missing at random
- Optimal designs for model averaging in non-nested models
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
- Frequentist model averaging for threshold models
- Model averaging with high-dimensional dependent data
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model
- Model-averaged confidence intervals
- Toward an objective and reproducible model choice via variable selection deviation
- Transformation-based model averaged tail area inference
- Optimal model averaging estimator for expectile regressions
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- Bootstrapping multiple linear regression after variable selection
- When and when not to use optimal model averaging
- Model averaging with covariates that are missing completely at random
- Model averaging prediction for time series models with a diverging number of parameters
- Time-varying model averaging
- Optimal model averaging for multivariate regression models
- Weighted-average least squares estimation of generalized linear models
- Pitfalls of hypothesis tests and model selection on bootstrap samples: causes and consequences in biometrical applications
- Modeling association between DNA copy number and gene expression with constrained piecewise linear regression splines
- Model averaging multistep prediction in an infinite order autoregressive process
- Corrected Mallows criterion for model averaging
- The practical utility of incorporating model selection uncertainty into prognostic models for survival data
- Frequentist model averaging in structural equation modelling
- Model averaging procedure for partially linear single-index models
- Model averaging for M-estimation
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Double-Observer Line Transect Methods: Levels of Independence
- The focused information criterion for varying-coefficient partially linear measurement error models
- Adaptively combined forecasting for discrete response time series
- Model averaging assisted sufficient dimension reduction
- Model averaging, asymptotic risk, and regressor groups
- Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
- Model averaging by jackknife criterion in models with dependent data
- Comparison of forecasting methods with an application to predicting excess equity premium
- Unified Maximum Likelihood Estimates for Closed Capture–Recapture Models Using Mixtures
- Jackknife model averaging for quantile regressions
- Linear instrumental variables model averaging estimation
- On stability issues in deriving multivariable regression models
- Least squares model averaging by Mallows criterion
- Model averaging for semiparametric additive partial linear models
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
- Jackknife model averaging
- Model averaging based on rank
- Quantile regression under local misspecification
- Model selection and model averaging after multiple imputation
- A procedure for variable selection in double generalized linear models
- Combining Multiple Comparisons and Modeling Techniques in Dose‐Response Studies
- The use of vector bootstrapping to improve variable selection precision in Lasso models
- Model combining in factorial data analysis
- Shrinkage averaging estimation
- Model averaging for linear mixed models via augmented Lagrangian
- A general procedure to combine estimators
- Model averaging for varying-coefficient partially linear measurement error models
- Robust forecast combinations
- Model uncertainty and model averaging in regression discontinuity designs
- Decomposing posterior variance
- Estimating average treatment effect by model averaging
- Wildlife Population Assessment: Past Developments and Future Directions
- Random survival forests models for SME credit risk measurement
- Model Selection for Integrated Recovery/Recapture Data
- Focused information criterion and model averaging for generalized additive partial linear models
- Frequentist model averaging with missing observations
- An introduction to model selection
- Capture-Recapture Estimation Using Finite Mixtures of Arbitrary Dimension
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