Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models

Estimation and Variable Selection for Generalized Additive Partial Linear Models.

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components. The procedure avoids solving large systems of equations as in kernel-based procedures and thus ...

Bayesian Model Averaging for Generalized Linear Models with Missing Covariates

We address the problem of estimating generalized linear models (GLMs) when the outcome of interest is always observed, the values of some covariates are missing for some observations, but imputations are available to fill-in the missing values. Under certain conditions on the missing-data mechanism and the imputation model, this situation generates a trade-off between bias and precision in the ...

Computations for Linear and Generalized Additive Models

Model averaging estimation of generalized linear models with imputed covariates

We address the problem of estimating generalized linear models when some covariate values aremissing but imputations are available to fill-in the missing values. This situation generates a bias-precision tradeoff in the estimation of the model parameters. Extending the generalized missing-indicator method proposed by Dardanoni et al. (2011) for linear regression, we handle this trade-off as a p...

Bayesian Model Averaging for Linear Regression Models

We consider the problem of accounting for model uncertainty in linear regression models. Conditioning on a single selected model ignores model uncertainty, and thus leads to the underestimation of uncertainty when making inferences about quantities of interest. A Bayesian solution to this problem involves averaging over all possible models (i.e., combinations of predictors) when making inferenc...