Model Averaging for Nonlinear Regression Models

Related Items (5)

Model averaging for generalized linear models in diverging model spaces with effective model size ⋮ Post-averaging inference for optimal model averaging estimator in generalized linear models ⋮ Optimal model average prediction in orthogonal kriging models ⋮ Model-averaging-based semiparametric modeling for conditional quantile prediction ⋮ Optimal model averaging for partially linear models with missing response variables and error-prone covariates

Cites Work

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Forecasting with factor-augmented regression: a frequentist model averaging approach
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Jackknife model averaging
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Model uncertainty
The risk inflation criterion for multiple regression
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Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
Model averaging based on Kullback-Leibler distance
Model Selection and Model Averaging
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Consequences and Detection of Misspecified Nonlinear Regression Models
Adaptive Regression by Mixing
Model Selection and Multimodel Inference
Model averaging, asymptotic risk, and regressor groups
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
A Model-Averaging Approach for High-Dimensional Regression
Heteroscedasticity‐robustCpmodel averaging
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Least Squares Model Averaging
Asymptotic Properties of Non-Linear Least Squares Estimators
Some Comments on C P
Generalized Least Squares Model Averaging
Model averaging based on leave-subject-out cross-validation

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