A model-averaging treatment of multiple instruments in Poisson models with errors
文献类型：期刊论文
| 作者 | Zhang, Xiaomeng1,2; Zhang, Xinyu1,3; Ma, Yanyuan4 |
| 刊名 | CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
 |
| 出版日期 | 2021-12-15 |
| 页码 | 26 |
| 关键词 | Count response error in variable instrumental variable measurement error minimum risk model averaging Poisson regression prediction optimality |
| ISSN号 | 0319-5724 |
| DOI | 10.1002/cjs.11678 |
| 英文摘要 | We analyze Poisson regression when covariates contain measurement errors and when multiple potential instrumental variables are available. Without empirical knowledge to select the most suitable variable as an instrument, we propose a novel model-averaging approach to resolve this issue. We prescribe an implementation and establish its optimality in terms of minimizing prediction risk. We further show that, as long as one model is correctly specified among all potential instrumental variable models, our method will lead to consistent prediction. The performance of our method is illustrated through simulations and a movie sales example. |
| 资助项目 | Beijing Natural Science Foundation[Z210003] ; National Key R&D Program of China[2020AAA0105200] ; National Natural Science Foundation of China[72091212] ; National Natural Science Foundation of China[71925007] ; National Natural Science Foundation of China[11688101] ; Academy for Multidisciplinary Studies, Capital Normal University ; National Science Foundation ; National Institutes of Health |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000730249800001 |
| 出版者 | WILEY |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/59664]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhang, Xiaomeng |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 3.Beijing Acad Artificial Intelligence, Beijing 100084, Peoples R China 4.Penn State Univ, Dept Stat, University Pk, PA 16802 USA |
| 推荐引用方式 GB/T 7714 | Zhang, Xiaomeng,Zhang, Xinyu,Ma, Yanyuan. A model-averaging treatment of multiple instruments in Poisson models with errors[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2021:26. |
| APA | Zhang, Xiaomeng,Zhang, Xinyu,&Ma, Yanyuan.(2021).A model-averaging treatment of multiple instruments in Poisson models with errors.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,26. |
| MLA | Zhang, Xiaomeng,et al."A model-averaging treatment of multiple instruments in Poisson models with errors".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE (2021):26. |
入库方式： OAI收割
来源：数学与系统科学研究院
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