parametric and nonparametric frequentist model selection and model averaging

Clicks: 283
ID: 253205
2013
Free PDF
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This article has not been analysed, so there is no overall score — reader engagement is measured and shown alongside.
AI Quality Assessment
Not analyzed
Readership in this journal
Star

Ranked #12 of 36 articles by views in developmental cognitive neuroscience

Most read Least read

Bar heights use a square-root scale.

Mint this article as an NFT
Not yet minted

Create a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.

5 SUSD one-off · no wallet required
Sign in to mint
Abstract
This paper presents recent developments in model selection and model averaging for parametric and nonparametric models. While there is extensive literature on model selection under parametric settings, we present recently developed results in the context of nonparametric models. In applications, estimation and inference are often conducted under the selected model without considering the uncertainty from the selection process. This often leads to inefficiency in results and misleading confidence intervals. Thus an alternative to model selection is model averaging where the estimated model is the weighted sum of all the submodels. This reduces model uncertainty. In recent years, there has been significant interest in model averaging and some important developments have taken place in this area. We present results for both the parametric and nonparametric cases. Some possible topics for future research are also indicated.
Reference Key
ullah2013econometricsparametric Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Aman Ullah;Huansha Wang
Journal developmental cognitive neuroscience
Year 2013
DOI
10.3390/econometrics1020157
URL
http://www.mdpi.com/2225-1146/1/2/157
Keywords
model selection nonparametric model averagingeconomics as a science

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

Comments

No comments yet. Be the first to comment on this article.