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Journal of the American Statistical Association Volume 111, 2016 - Issue 516
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Theory and Methods

Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models

Xinyu ZhangAcademy of Mathematics and Systems Science, Chinese Academy of Sciences, and School of Mathematical Science, Beijing, China
,
Dalei YuStatistics and Mathematics College, Yunnan University of Finance and Economics, Kunming, China
,
Guohua ZouAcademy of Mathematics and Systems Science, Chinese Academy of Sciences, and School of Mathematical Science, Beijing, China
&
Hua LiangDepartment of Statistics, Geoge Washington University, Washington, DC, USACorrespondence[email protected]
Pages 1775-1790 | Received 01 Aug 2014, Published online: 04 Jan 2017

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Dalei Yu, Heng Lian, Yuying Sun, Xinyu Zhang & Yongmiao Hong. (2024) Post-averaging inference for optimal model averaging estimator in generalized linear models. Econometric Reviews 43:2-4, pages 98-122.
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Fang Fang, Wei Lan, Jingjing Tong & Jun Shao. (2019) Model Averaging for Prediction With Fragmentary Data. Journal of Business & Economic Statistics 37:3, pages 517-527.
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Giuseppe De Luca, Jan R. Magnus & Franco Peracchi. (2019) Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”. Journal of Business & Economic Statistics 37:2, pages 217-222.
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