Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion

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A new look at the statistical model identification
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Combining Pattern Classifiers
Estimating the dimension of a model
Frequentist Model Average Estimators
Model Selection and Multimodel Inference
The elements of statistical learning. Data mining, inference, and prediction
The Focused Information Criterion
The Variable Selection Problem

Cited in

(62)

An improved model averaging scheme for logistic regression
Linear instrumental variables model averaging estimation
Model selection criteria based on cross-validatory concordance statistics
On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics
Weighted-average least squares estimation of generalized linear models
Model averaging estimator in ridge regression and its large sample properties
An effective procedure for feature subset selection in logistic regression based on information criteria
Model averaging estimation for varying-coefficient single-index models
Frequentist model averaging under inequality constraints
The focused information criterion for logistic time series regression models under locally biased estimating functions
Averaging estimators for discrete choice by \(M\)-fold cross-validation
Focused information criterion and model averaging in censored quantile regression
Focused information criterion and model averaging for generalized additive partial linear models
Adaptively combined forecasting for discrete response time series
Model averaging with covariates that are missing completely at random
Selection Consistency of Generalized Information Criterion for Sparse Logistic Model
Focused information criterion and model averaging in quantile regression
Variable Selection in Logistic Regression Models
Using invalid instruments on purpose: focused moment selection and averaging for GMM
PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
Choice of weights in FMA estimators under general parametric models
MINIMIZING AVERAGE RISK IN REGRESSION MODELS
scientific article; zbMATH DE number 27267 (Why is no real title available?)
Model averaging for M-estimation
Frequentist model averaging estimation: a review
Model averaging based on James-Stein estimators
A cluster tree based model selection approach for logistic regression classifier
A new study on asymptotic optimality of least squares model averaging
Model averaging based on rank
A model averaging approach for the ordered probit and nested logit models with applications
Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
Parsimonious Model Averaging With a Diverging Number of Parameters
Regularized receiver operating characteristic-based logistic regression for grouped variable selection with composite criterion
Focused information criterion on predictive models in personalized medicine
On model selection and model misspecification in causal inference
Focused information criterion and model averaging based on weighted composite quantile regression
A semiparametric generalized ridge estimator and link with model averaging
Optimal model averaging for divergent-dimensional Poisson regressions
Model averaging based on leave-subject-out cross-validation
Complete subset averaging approach for high-dimensional generalized linear models
Frequentist model averaging for envelope models
Extremely randomized neural networks for constructing prediction intervals
Jackknife model averaging for high‐dimensional quantile regression
A model‐averaging treatment of multiple instruments in Poisson models with errors
The focussed information criterion for generalised linear regression models for time series
Optimal model averaging based on forward-validation
Penalized time-varying model averaging
Model averaging for support vector classifier by cross-validation
Sensitivity analysis to select the most influential risk factors in a logistic regression model
Variable selection strategies in survival models with multiple imputations
Accurate bias estimation with applications to focused model selection
Kernel Averaging Estimators
Instrumental variable model average with applications in Mendelian randomization
Jackknife model averaging for linear regression models with missing responses
Focused estimation and model averaging with penalization methods: an overview
Relative error model average for multiplicative models
A Subsampling Strategy for AIC-based Model Averaging with Generalized Linear Models
A synthetic estimator for the efficacy of clinical trials with all-or-nothing compliance
Optimal model averaging for single-index models with divergent dimensions
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
Model averaging for semiparametric additive partial linear models

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