Weighted-average least squares estimation of generalized linear models
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Cites work
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- A weight-relaxed model averaging approach for high-dimensional generalized linear models
- Approximate Bayes factors and accounting for model uncertainty in generalised linear models
- Asymptotic inference for eigenvectors
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- Bayesian variable selection and computation for generalized linear models with conjugate priors
- Can one estimate the conditional distribution of post-model-selection estimators?
- CHALLENGES FOR ECONOMETRIC MODEL SELECTION
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Distribution theory of the least squares averaging estimator
- Efficient shrinkage in parametric models
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
- Estimation of the mean of a univariate normal distribution with known variance
- Handbook of econometrics. Vol. 4
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 3533576 (Why is no real title available?)
- scientific article; zbMATH DE number 1932867 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Jackknife model averaging for quantile regressions
- Model averaging, asymptotic risk, and regressor groups
- Model Selection and Model Averaging
- Model Selection: An Integral Part of Inference
- Model uncertainty
- Nearly unbiased variable selection under minimax concave penalty
- On the harm that ignoring pretesting can cause
- Program evaluation and causal inference with high-dimensional data
- Quantile regression.
- The Bayesian Lasso
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The Focused Information Criterion
- The Stochastic Difference Between Econometric Statistics
- Valid post-selection inference
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(22)- Weighted generalized least squares estimation for complex survey data
- Weighted least squares estimates in partly linear regression models
- Efficient closed-form estimation of large spatial autoregressions
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation
- General model-free weighted envelope estimation
- scientific article; zbMATH DE number 6101265 (Why is no real title available?)
- Assessing the validity of weighted generalized estimating equations
- scientific article; zbMATH DE number 18868 (Why is no real title available?)
- Optimal Model Averaging Based on Generalized Method of Moments
- scientific article; zbMATH DE number 7156074 (Why is no real title available?)
- Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes
- scientific article; zbMATH DE number 6775495 (Why is no real title available?)
- Model averaging and weight choice in linear mixed-effects models
- Weighted-average least squares prediction
- Generalized Least Squares Model Averaging
- Optimal model averaging for divergent-dimensional Poisson regressions
- WALS
- Optimal model averaging based on forward-validation
- Model averaging for generalized linear models in diverging model spaces with effective model size
- Model Averaging for Nonlinear Regression Models
- Focused weighted-average least squares estimator
- Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model
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