Post-averaging inference for optimal model averaging estimator in generalized linear models
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DOI: 10.1080/07474938.2023.2292377
Abstract: Abstract. This article considers the problem of post-averaging inference for optimal model averaging estimators in a generalized linear model (GLM). We establish the asymptotic distributions of optimal model averaging estimators for GLMs. The asymptotic distributions… read more here.
Keywords: model averaging; post averaging; averaging inference; inference optimal ... See more keywords