On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model

DOI10.1016/j.csda.2007.10.007zbMath1452.62038OpenAlexW1963908676MaRDI QIDQ1023609

Anika Buchholz, Norbert Holländer, Willi Sauerbrei

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.007

zbMATH Keywords

bootstraplinear regressionmodel averagingvariable screeningmodel selection uncertainty

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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Uses Software

• BMA

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