MINIMIZING AVERAGE RISK IN REGRESSION MODELS

Keywords

Covariate, Selection (genetic algorithm), Model selection, Information Criteria, Inference

References

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• The Focused Information CriterionGerda Claeskens, Nils Lid Hjort — 2003
• Frequentist Model Average EstimatorsNils Lid Hjort, Gerda Claeskens — 2003
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• Applied Linear RegressionJamie DeCoster — 2004
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Cited by

• On focussed and less focussed model selectionGerda Claeskens — 2006
• Choice is Suffering: A Focused Information Criterion for Model Selection Activation Program for Disadvantaged YouthsPeter Behl, Holger Dette, Manuel Frondel — 2010
• Model Uncertainty and Robustness Tests: Towards a New Logic of Statistical InferenceThomas Plümper, Eric Neumayer — 2012
• Structure learning using a focused information criterion in graphical modelsEugen Pircalabelu, Gerda Claeskens, Lourens Waldorp — 2012
• A General Family of Penalties for Combining Differing Types of Penalties in Generalized Structured ModelsMargret‐Ruth Oelker, Gerhard Tutz — 2013
• Model Averaging in Predictive RegressionsChu-An Liu, Biing‐Shen Kuo — 2016
• ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERIONNeelabh Rohan, T. V. Ramanathan — 2011
• Model selection for estimating treatment effectsCraig A. Rolling, Yuhong Yang — 2014
• Energy substitution: When model selection depends on the focusPeter Behl, Holger Dette, Manuel Frondel — 2013
• Frequentist Model Averaging with missing observationsMichael Schomaker, Alan T. K. Wan, Christian Heumann — 2010
• A focused information criterion for graphical modelsEugen Pircalabelu, Gerda Claeskens, Lourens Waldorp — 2014
• Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero ThresholdXinyu Zhang, Alan T. K. Wan, Sherry Zhou — 2012
• A uniform framework for the combination of penalties in generalized structured modelsMargret‐Ruth Oelker, Gerhard Tutz — 2015
• Focused estimation and model averaging with penalization methods: an overviewGerda Claeskens — 2012
• Focused model selection in quantile regressionPeter Behl, Gerda Claeskens, Holger Dette — 2014
• Generalized Empirical Likelihood-Based Focused Information Criterion and Model AveragingNaoya Sueishi — 2013
• Focused Estimation and Model Averaging for High-Dimensional Data, An OverviewGerda Claeskens — 2010
• An Akaike-type information criterion for model selection under inequality constraintsRebecca M. Kuiper, Herbert Hoijtink, Mervyn J. Silvapulle — 2011
• Regularization and model selection with categorical predictors and effect modifiers in generalized linear modelsMargret‐Ruth Oelker, Jan Gertheiss, Gerhard Tutz — 2014
• Model Uncertainty & Model Averaging TechniquesShahram Amini Moghadam — 2012

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