Concepedia

Model Averaged Regression

Model Averaged Regression is a Bayesian regression framework that distinguishes itself by integrating parameter estimates across multiple models, weighted by their posterior probabilities, to produce a single predictive distribution that accounts for model uncertainty.

36

Publications

3.4K

Citations

112

Authors

85

Institutions

Publications per year

2017–2026

14

Parents

Publications

36

Model uncertainty in cross‐country growth regressions

Carmen Fernández, Eduardo Ley, Mark F. J. Steel · Journal of Applied Econometrics · 2001 · 895 citations · Full text

, , +16

Least Squares Model Averaging

Bruce E. Hansen · Econometrica · 2007 · 843 citations

, , +16

Model averaging and muddled multimodel inferences

Brian S. Cade · Ecology · 2015 · 626 citations

, , +14

A Model-Averaging Approach for High-Dimensional Regression

Tomohiro Ando, Ker-Chau Li · Journal of the American Statistical Association · 2013 · 211 citations

, , +13

Considerations for assessing model averaging of regression coefficients

Katharine M. Banner, Megan D. Higgs · Ecological Applications · 2016 · 119 citations

, , +14

1–5 of 36

Authors

112

  1. XZ
    Xinyu Zhang

    Chinese Academy of Sciences, China

    3 publications · 93 citations

    3

    h-index

  2. MF
    Mark F. J. Steel

    University of Warwick, United Kingdom

    3 publications · 933 citations

    3

    h-index

  3. EL
    Eduardo Ley

    International Monetary Fund, United States

    2 publications · 906 citations

    2

    h-index

  4. JK
    Jesper Kjær Nielsen

    Aalborg University, Denmark

    1 publications · 18 citations

    1

    h-index

  5. NC
    N.M.J. Crout

    University of Nottingham, United Kingdom

    1 publications · 42 citations

    1

    h-index

1–5 of 112

Institutions

85

  1. University of California, Los Angeles

    Los Angeles, United States

    2 h-index

    2 publications

    226 citations

  2. University of Wisconsin–Madison

    Madison, United States

    2 h-index

    9 publications

    931 citations

  3. Academia Sinica

    Taipei, Taiwan

    2 h-index

    2 publications

    104 citations

  4. Chinese Academy of Sciences

    Beijing, China

    2 h-index

    2 publications

    82 citations

  5. Academy of Mathematics and Systems Science

    Beijing, China

    2 h-index

    2 publications

    32 citations

  6. Qingdao University

    Qingdao, China

    1 h-index

    1 publications

    61 citations

  7. University of Chicago

    Chicago, United States

    1 h-index

    1 publications

    31 citations

  8. University of Edinburgh

    Edinburgh, United Kingdom

    1 h-index

    1 publications

    11 citations

1–8 of 85

Venues

  1. SSRN Electronic Journal

    Repository · 2 publications · 22 citations

    2

    h-index

  2. Econometric Theory

    2 publications · 82 citations

    2

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 2 publications · 48 citations

    2

    h-index

  4. Journal of Econometrics

    2 publications · 58 citations

    2

    h-index

  5. Ecological Applications

    1 publications · 119 citations

    1

    h-index

1–5