Pages that link to "Item:Q5295350"

The following pages link to Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion (Q5295350):

Displaying 33 items.

• Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
• Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
• Frequentist model averaging estimation: a review (Q473054) (← links)
• Model averaging based on James-Stein estimators (Q479501) (← links)
• Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
• Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
• Model averaging for semiparametric additive partial linear models (Q989767) (← links)
• An improved model averaging scheme for logistic regression (Q1026355) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
• Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics (Q1672808) (← links)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• Model averaging estimator in ridge regression and its large sample properties (Q2029204) (← links)
• Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
• Frequentist model averaging under inequality constraints (Q2156811) (← links)
• The focused information criterion for logistic time series regression models under locally biased estimating functions (Q2241530) (← links)
• Averaging estimators for discrete choice by \(M\)-fold cross-validation (Q2328516) (← links)
• Focused information criterion and model averaging in censored quantile regression (Q2412759) (← links)
• Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
• Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
• Model averaging with covariates that are missing completely at random (Q2453030) (← links)
• Focused Information Criterion and Model Averaging in Quantile Regression (Q2864688) (← links)
• Focused information criterion on predictive models in personalized medicine (Q5257931) (← links)
• Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630) (← links)
• Complete subset averaging approach for high-dimensional generalized linear models (Q6047329) (← links)
• Frequentist model averaging for envelope models (Q6049798) (← links)
• Extremely randomized neural networks for constructing prediction intervals (Q6055139) (← links)
• Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
• A model‐averaging treatment of multiple instruments in Poisson models with errors (Q6059437) (← links)
• The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)
• Optimal model averaging based on forward-validation (Q6090575) (← links)
• Penalized time-varying model averaging (Q6108303) (← links)
• Model averaging for support vector classifier by cross-validation (Q6117027) (← links)