Pages that link to "Item:Q4349974"

The following pages link to Model Selection: An Integral Part of Inference (Q4349974):

Displaying 50 items.

• Models for Estimating Abundance from Repeated Counts of an Open Metapopulation (Q112786) (← links)
• Model-averaged Wald confidence intervals (Q128490) (← links)
• Is there an optimal forecast combination? (Q134084) (← links)
• The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
• Least-squares forecast averaging (Q299227) (← links)
• The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
• Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
• The value of information for correlated GLMs (Q338400) (← links)
• Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
• Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
• Model averaging procedure for partially linear single-index models (Q393639) (← links)
• Random survival forests models for SME credit risk measurement (Q398807) (← links)
• Combining models in longitudinal data analysis (Q421419) (← links)
• Frequentist model averaging estimation: a review (Q473054) (← links)
• Model averaging based on James-Stein estimators (Q479501) (← links)
• Model-averaged profile likelihood intervals (Q484502) (← links)
• Bayesian methods for hierarchical distance sampling models (Q486183) (← links)
• An idiographic approach to estimating models of dyadic interactions with differential equations (Q487606) (← links)
• Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
• Consistency of model averaging estimators (Q500555) (← links)
• Least squares model averaging by Mallows criterion (Q530944) (← links)
• Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
• Robust forecast combinations (Q738116) (← links)
• Jackknife model averaging (Q738132) (← links)
• Model averaging assisted sufficient dimension reduction (Q830525) (← links)
• A note on misspecification in joint modeling of correlated data with informative cluster sizes (Q899352) (← links)
• Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
• Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
• Model selection bias and Freedman's paradox (Q904076) (← links)
• Model averaging for semiparametric additive partial linear models (Q989767) (← links)
• On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609) (← links)
• Decomposing posterior variance (Q1417812) (← links)
• Bayesian model averaging: A tutorial. (with comments and a rejoinder). (Q1431179) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• Model selection and model averaging after multiple imputation (Q1621356) (← links)
• Two sources of poor coverage of confidence intervals after model selection (Q1644205) (← links)
• Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
• Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals (Q1657884) (← links)
• Detection of influential points as a byproduct of resampling-based variable selection procedures (Q1658400) (← links)
• A general procedure to combine estimators (Q1660150) (← links)
• Estimating average treatment effect by model averaging (Q1663952) (← links)
• On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
• Model averaging with high-dimensional dependent data (Q1672723) (← links)
• The quantile probability model (Q1727855) (← links)
• A general framework for frequentist model averaging (Q1729944) (← links)
• Temporal variation and scale in movement-based resource selection functions (Q1731181) (← links)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• Shrinkage averaging estimation (Q1928360) (← links)
• Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
• An introduction to model selection (Q1977904) (← links)