A model‐averaging treatment of multiple instruments in Poisson models with errors
From MaRDI portal
Publication:6059437
DOI10.1002/cjs.11678OpenAlexW4200410514MaRDI QIDQ6059437
Yanyuan Ma, Xinyu Zhang, Xiaomeng Zhang
Publication date: 2 November 2023
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11678
instrumental variablemeasurement errorPoisson regressionmodel averagingminimum riskcount responseerror in variableprediction optimality
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Least-squares forecast averaging
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- A flexible semiparametric forecasting model for time series
- Prediction model averaging estimator
- A weight-relaxed model averaging approach for high-dimensional generalized linear models
- Jackknife model averaging
- Covariate measurement error in logistic regression
- Poisson approximation for dependent trials
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Multimodel inference based on smoothed information criteria
- Averaging estimators for discrete choice by \(M\)-fold cross-validation
- Distribution theory of the least squares averaging estimator
- Frequentist model averaging for threshold models
- A flexible model for generalized linear regression with measurement error
- Choosing instrumental variables in conditional moment restriction models
- Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
- Semiparametric Maximum Likelihood for Measurement Error Model Regression
- Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
- Constructing Optimal Instruments by First-Stage Prediction Averaging
- Instrumental Variable Estimation in Generalized Linear Measurement Error Models
- Adaptive Regression by Mixing
- Frequentist Model Average Estimators
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- A Model-Averaging Approach for High-Dimensional Regression
- Heteroscedasticity‐robustCpmodel averaging
- Locally efficient semiparametric estimators for a class of Poisson models with measurement error
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Instrument Assisted Regression for Errors in Variables Models with Binary Response
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
- Consistent Estimation with a Large Number of Weak Instruments
- Least Squares Model Averaging
- Measurement Error in Nonlinear Models
- Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation
- Combining Linear Regression Models
- Generalized Least Squares Model Averaging
