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

By Xinyu Zhang, Dalei Yu, Guohua Zou, Hua Liang. 2016

177 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/6bfd85b67dcc2b7a321d9d84dc08fc10e8b314ca

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Citations in the corpus

• Model Averaging and Its Use in Economics (2017, methodology): “of the MSE. They compare their methods with those of Magnus et al. (2011), who also average feasible GLS estimators. Most asymptotically optimal FMA methods have been developed for linear models, but Zhang et al. (2016) specifically consider GLMs (see Section 3.9.1) and generalized linear mixedeffect”