This is a very quick post as a comment to the statement
“For linear models, predicting from a parameter-averaged model is mathematically identical to averaging predictions, but this is not the case for non-linear models…For non-linear models, such as GLMs with log or logit link functions g(x)1, such coefficient averaging is not equivalent to prediction averaging.”
from the supplement of Dormann et al. Model averaging in ecology: a review of Bayesian, information‐theoretic and tactical approaches for predictive inference.
