Frequentist Model Averaging with missing observations
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References listed on IDEAS
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- Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013. "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, vol. 174(2), pages 82-94.
- Zhang, Xinyu, 2013. "Model averaging with covariates that are missing completely at random," Economics Letters, Elsevier, vol. 121(3), pages 360-363.
- Schomaker Michael & Heumann Christian, 2011. "Model Averaging in Factor Analysis: An Analysis of Olympic Decathlon Data," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 7(1), pages 1-15, January.
- Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.
- Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
- Zhao, Shangwei & Zhou, Jianhong & Li, Hongjun, 2016. "Model averaging with high-dimensional dependent data," Economics Letters, Elsevier, vol. 148(C), pages 68-71.
- Michael Schomaker, 2012. "Shrinkage averaging estimation," Statistical Papers, Springer, vol. 53(4), pages 1015-1034, November.
- Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou, 2011. "Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 132-142, June.
- Hai Ying Wang & Xinjie Chen & Nancy Flournoy, 2016. "The focused information criterion for varying-coefficient partially linear measurement error models," Statistical Papers, Springer, vol. 57(1), pages 99-113, March.
- Zhimeng Sun & Zhi Su & Jingyi Ma, 2014. "Focused vector information criterion model selection and model averaging regression with missing response," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(3), pages 415-432, April.
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