A model averaging approach for the ordered probit and nested logit models with applications

DOI10.1080/02664763.2018.1450367OpenAlexW2791170469MaRDI QIDQ5036545

Xinyu Zhang, Longmei Chen, Geoffrey K. F. Tso, Alan T. K. Wan

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2018.1450367

zbMATH Keywords

Monte Carlomodel selectionscreeningnested logitmodel averagingordered probithit rate

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (2)

AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories ⋮ Optimal designs for model averaging in non-nested models

Uses Software

• MAMI

Cites Work

• Combining models in longitudinal data analysis
• Least squares model averaging by Mallows criterion
• Jackknife model averaging
• Model selection and model averaging after multiple imputation
• Distribution theory of the least squares averaging estimator
• Focused information criterion and model averaging for generalized additive partial linear models
• On the harm that ignoring pretesting can cause
• Model averaging by jackknife criterion in models with dependent data
• Frequentist model averaging with missing observations
• Optimal Weight Choice for Frequentist Model Average Estimators
• Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
• Model averaging based on Kullback-Leibler distance
• Model Selection and Model Averaging
• Specification Tests for the Multinomial Logit Model
• Model Selection: An Integral Part of Inference
• Frequentist Model Average Estimators
• The Focused Information Criterion
• Model averaging, asymptotic risk, and regressor groups
• Stability Selection
• A Model-Averaging Approach for High-Dimensional Regression
• Variable Selection with Error Control: Another Look at Stability Selection
• Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
• Model averaging and weight choice in linear mixed-effects models
• Least Squares Model Averaging
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Combining Linear Regression Models
• Maximum Likelihood Estimation of Misspecified Models

This page was built for publication: A model averaging approach for the ordered probit and nested logit models with applications