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MALMEM: model averaging in linear measurement error models
We develop model averaging estimation in the linear regression model where some covariates are subject to measurement error. The absence of the true covariates in this framework makes the calculation of the standard residual-based loss function impossible. We take advantage of the explicit form of t...
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| Publicado no: | J R Stat Soc Series B Stat Methodol |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2019
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7450939/ https://ncbi.nlm.nih.gov/pubmed/32863735 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/rssb.12317 |
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