Selection of weights for weighted model averaging

DOI10.1111/J.1467-842X.2010.00589.XMaRDI QIDQ5357567zbMATH OpenOpenAlexFDO

Authors Paul H. Garthwaite, Emmanuel Mubwandarikwa

Publication date 11 September 2017

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.2010.00589.x

zbMATH Keywords

Bayesian model averagingdilution priorsmodel uncertaintyprior weights

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Bayesian inference (62F15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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(13)

• Weighted averaging of species indicator values: Its efficiency in environmental calibration
• Weighted distributions viewed in the context of model selection: A Bayesian perspective
• The Self-Weighting Model
• Weight choice by minimizing MSE for general likelihood averaging
• Effects of Intraclass Correlation on Weighted Averages
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• Model averaging and weight choice in linear mixed-effects models
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• Identifying the most important set of weights when modelling bad outputs with the weak disposability approach
• Motor insurance claim modelling with factor collapsing and Bayesian model averaging
• Efficient estimation and correction of selection-induced bias with order statistics
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