Model-averaged confidence intervals for factorial experiments
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Paul Lukacs & Kenneth Burnham & David Anderson, 2010. "Model selection bias and Freedman’s paradox," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 117-125, February.
- Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258.
- Chris Chatfield, 1995. "Model Uncertainty, Data Mining and Statistical Inference," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 158(3), pages 419-444, May.
- Hjort N.L. & Claeskens G., 2003. "Frequentist Model Average Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 879-899, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
- Paul Kabaila & A. H. Welsh & Waruni Abeysekera, 2016. "Model-Averaged Confidence Intervals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 35-48, March.
- Michael Schomaker & Christian Heumann, 2020. "When and when not to use optimal model averaging," Statistical Papers, Springer, vol. 61(5), pages 2221-2240, October.
- Turek, Daniel & Fletcher, David, 2012. "Model-averaged Wald confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2809-2815.
- Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.
- Jiaxu Zeng & David Fletcher & Peter W Dillingham & Christopher E Cornwall, 2019. "Studentized bootstrap model-averaged tail area intervals," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-16, March.
- Shaobo Jin, 2022. "Frequentist Model Averaging in Structure Equation Model With Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1130-1145, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper 88754, University Library of Munich, Germany, revised Feb 2018.
- Jing Zhou & Gerda Claeskens & Jelena Bradic, 2020. "Detangling robustness in high dimensions: composite versus model-averaged estimation," Papers 2006.07457, arXiv.org.
- Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
- John Copas & Shinto Eguchi, 2020. "Strong model dependence in statistical analysis: goodness of fit is not enough for model choice," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(2), pages 329-352, April.
- Yuting Wei & Qihua Wang & Wei Liu, 2021. "Model averaging for linear models with responses missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 535-553, June.
- Katrin Wölfel & Christoph S. Weber, 2017.
"Searching for the Fed’s reaction function,"
Empirical Economics, Springer, vol. 52(1), pages 191-227, February.
- Katrin Woelfel & Christoph S. Weber, 2014. "Searching for the FED's Reaction Function," Working Papers 154, Bavarian Graduate Program in Economics (BGPE).
- Kira Alhorn & Holger Dette & Kirsten Schorning, 2021. "Optimal Designs for Model Averaging in non-nested Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 745-778, August.
- Hjort, Nils Lid & McKeague, Ian W. & Van Keilegom, Ingrid, 2017. "Hybrid combinations of parametric and empirical likelihoods," LIDAM Discussion Papers ISBA 2017021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Paul Kabaila & A. H. Welsh & Waruni Abeysekera, 2016. "Model-Averaged Confidence Intervals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 35-48, March.
- Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022.
"Asymptotic properties of the weighted average least squares (WALS) estimator,"
Tinbergen Institute Discussion Papers
22-022/III, Tinbergen Institute.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
- Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
- 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.
- Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023.
"Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals,"
Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1637-1664, April.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers 21-038/III, Tinbergen Institute.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022.
"Uncertain identification,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jiaxu Zeng & David Fletcher & Peter W Dillingham & Christopher E Cornwall, 2019. "Studentized bootstrap model-averaged tail area intervals," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-16, March.
- Romain Duval & Davide Furceri & Jakob Miethe, 2021.
"Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 98-124, January.
- Duval, Romain & Furceri, Davide & Miethe, Jakob, 2020. "Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models," Munich Reprints in Economics 84714, University of Munich, Department of Economics.
- DiTraglia, Francis J., 2016.
"Using invalid instruments on purpose: Focused moment selection and averaging for GMM,"
Journal of Econometrics, Elsevier, vol. 195(2), pages 187-208.
- Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM," PIER Working Paper Archive 14-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Aug 2014.
- 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.
- Faguang Wen & Jiming Jiang & Yihui Luan, 2024. "Model Selection Path and Construction of Model Confidence Set under High-Dimensional Variables," Mathematics, MDPI, vol. 12(5), pages 1-21, February.
- Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
More about this item
Keywords
Coverage rate Information criterion Model uncertainty Model weight;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:55:y:2011:i:11:p:3041-3048. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.