Model selection and model averaging are two important techniques to obtain practical and useful models in applied research. However, it is now well-known that many complex issues arise, especially in the context of model selection, when the stochastic nature of the selection process is ignored...

Large-scale complex surveys typically contain a large number of variables measured on an even larger number of respondents. Missing data is a common problem in such surveys. Since usually most of the variables in a survey are categorical, multiple imputation requires robust methods for modelling...