INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS

DOI10.1017/S0266466618000269zbMath1420.62300WikidataQ129280989 ScholiaQ129280989MaRDI QIDQ4967794

Xinyu Zhang, Chu-An Liu

Publication date: 11 July 2019

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

confidence intervalslinear regressionMallows modelnested least squares averaging estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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