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Dec 5, 2022 · We develop a computationally feasible model averaging (MA) procedure. The model weights are data-driven and selected based on multifold cross-validation (CV).
We develop a computationally feasible Model Averaging (MA) procedure. The model weights are data-driven and selected based on multifold Cross-Validation (CV).
Dec 5, 2022 · It is shown to be able to asymptotically identify the variables in the true model. Moreover, when the number of candidate models is very large, ...
, Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models ·; Chen, Ze; Liao, Jun; Xu, Wangli; Yang, Yuhong ·, ISSN: 1061-8600 ...
Dec 6, 2022 · Abstract. Generalized additive partial linear models (GAPLMs) are appealing for model interpretation and prediction.
Jun 9, 2023 · Abstract. In this paper, we propose a model averaging approach for addressing model uncer- tainty in the context of partial linear ...
Mar 7, 2023 · Generalized Additive Partial Linear Models (GAPLMs) are appealing for model interpretation and prediction.
Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models · xml · Ze Chen, Jun Liao, Wangli Xu & Yuhong Yang. Pages: 1649-1659.
Jun 9, 2023 · Description Produce an averaging estimate/prediction by combining all candidate models for par- tial linear functional additive models, using ...
Missing: Generalized | Show results with:Generalized
In this article, we propose a model averaging method to estimate probability of discrete choice under multinomial and ordered logit models.