Model averaging has long been proposed as a powerful alternative to model selection in regression analysis. However, how well it performs in high-dimensional regression is still poorly understood.

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 4 (2018), pp. 817-836 (20 pages) The problem of misspecification poses challenges in model selection. The ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...