Frequentist model averaging for multinomial and ordered logit models
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zhao, Shangwei & Zhou, Jianhong & Yang, Guangren, 2019. "Averaging estimators for discrete choice by M-fold cross-validation," Economics Letters, Elsevier, vol. 174(C), pages 65-69.
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More about this item
KeywordsAsymptotic squared error risk; Local mis-specification; Model screening; Monte Carlo; Plug-in estimator;
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