Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold

By Xinyu Zhang, Alan T. K. Wan, Sherry Zhefang Zhou. 2012

84 citations recorded by the source corpus.

Subfields: Demography, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4dd48edcccbc9f95364517e0e4444731cf9e6944

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Guohua Zou
2. J. R. Magnus
3. Giuseppe De Luca
4. Xinyu Zhang
5. Hua Liang
6. Alan T. K. Wan

In Statistics and Probability

1. Giuseppe De Luca
2. Xinyu Zhang
3. Guohua Zou
4. J. R. Magnus
5. Alan T. K. Wan
6. Hua Liang
7. Yan Gao
8. Shouyang Wang

Citations in the corpus

• Model averaging by jackknife criterion in models with dependent data (2013, background): “…frequentist standpoint were made by Buckland et al. (1997), Yang (2001), Hjort and Claeskens (2003, 2006), Yuan and Yang (2005), Hansen (2007, 2008), Goldenshluger (2009), Schomaker et al. (2010), Wan et al. (2010), Liang et al. (2011), Zhang and Liang (2011), Zhang et al. (2012), among others.”
• Model averaging based on leave-subject-out cross-validation (2016, methodology): “Recent years have also witnessed a booming development of frequentist model averaging methods such as weighting strategy based on the scores of information criteria (Buckland et al., 1997; Hjort and Claeskens, 2003, 2006; Zhang and Liang, 2011; Zhang et al., 2012; Xu et al., 2014), the adaptive regr”
• Weighted‐Average Least Squares (WALS): A Survey (2016, methodology): “…(Claeskens et al., 2006); models for survival analysis (Hjort and Claeskens, 2006); generalized additive partial linear models (Zhang and Liang, 2011); Tobit models (Zhang et al., 2012); multinomial and ordered logit models (Wan et al., 2014); and linear mixed-effects models (Zhang et al., 2014).”
• Generalized Least Squares Model Averaging (2016, unknown): “Yuan and Yang (2005) and Zhang et al. (2012) discuss the circumstances under which model selection can obtain more accurate estimates than model averaging.”
• Model averaging and weight choice in linear mixed-effects models (2014, methodology): “Screening using AIC and BIC has been advocated by Yuan & Yang (2005), and stepwise screening has been used in Claeskens et al. (2006) and Zhang et al. (2012).”
• INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (2018, unknown): “…averaging, including information criterion weighting (Buckland, Burnham, and Augustin, 1997; Hjort and Claeskens, 2003a; Zhang and Liang, 2011; Zhang, Wan, and Zhou, 2012), adaptive regression by mixing models (Yang, 2000, 2001; Yuan and Yang, 2005), Mallows’ Cp-type averaging (Hansen, 2007;…”
• A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (2018, methodology): “2) is analogous to Condition (8) of Wan, Zhang, and Zou (2010), which is widely used in studies of model averaging.”