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Cade BS (2015) Model averaging and muddled multimodel inferences. Ecology, 96: 2370-2382

Quantile regressionのCadeさん。結論のところを眺めただけですが，

The simple averaging of regression coefficients recommended by Burnham and Anderson (2002, 2004) that ignores the multicollinear covariance structures should be discontinued immediately.

とのことです。