Weba new model selection criterion, FIC, which is an unbiased estimate of the limiting risk for the limit distribution of an estimator of the focus parameter, and systematically developed … WebApr 21, 2006 · We propose new versions of the focused information criterion (FIC) for variable selection in logistic regression. The FIC gives, depending on the quantity to be …
Focused information criterion and model averaging …
WebFeb 24, 2024 · Chang M, DiTraglia FJ (2024) A generalized focused information criterion for gmm. J Appl Econ 33(3):378–397. Article MathSciNet Google Scholar Claeskens G, Croux C, Van Kerckhoven J (2006) Variable selection for logistic regression using a prediction-focused information criterion. Biometrics 62(4):972–979 WebJul 22, 2024 · Abstract:Claeskens and Hjort (2003) constructed the focused information criterion (FIC) and developed frequentist model averaging methods using maximum likelihood estimators assuming the observations to be independent and identically distributed. Towards the immediate extensions and generalizations china real estate downgrading
Variable Selection for Logistic Regression Using a …
Webmeters are shown to be asymptotically normal. We then develop a focused information criterion (FIC) and a frequentist model average (FMA) estimator on the basis of the quasi-likelihood principle and examine theoretical proper-ties of the FIC and FMA. The major advantages of the proposed procedures WebWe study the focused information criterion and frequentist model averaging and their application to post-model-selection inference for weighted composite quantile regression … WebJan 11, 2024 · To illustrate how our criterion can be used in practice, we specialize the GFIC to the problem of selecting over exogeneity assumptions and lag lengths in a dynamic panel model, and show that it performs well in simulations. We conclude by applying the GFIC to a dynamic panel data model for the price elasticity of cigarette demand. Open … grammar in use advanced دانلود