Model selection and model averaging
Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer?" "Choosing a suitable model is central to all statistical work with...
| Otros Autores: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press
2008.
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| Colección: | CUP ebooks.
Cambridge series in statistical and probabilistic mathematics. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b39738140*spi |
| Sumario: | Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer?" "Choosing a suitable model is central to all statistical work with data. Selecting the variables for use in a regression model is one important example. The past two decades have seen rapid advances both in our ability to fit models and in the theoretical understanding of model selection needed to harness this ability, yet this book is the first to provide a synthesis of research from this active field, and it contains much material previously difficult or impossible to find. In addition, it gives practical advice to the researcher confronted with conflicting results." "Model choice criteria are explained, discussed and compared, including Akaike's information criterion AIC, the Bayesian information criterion BIC and the focused information criterion FIC. Importantly, the uncertainties involved with model selection are addressed, with discussions of frequentist and Bayesian methods. Finally, model averaging schemes, which combine the strengths of several candidate models, are presented."--Jacket. |
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| Descripción Física: | 1 recurso electrónico |
| Formato: | Forma de acceso: World Wide Web. |
| Bibliografía: | Incluye referencias bibliográficas (p. 293-305) e índices. |
| ISBN: | 9780511424106 9780511423628 9780511422430 9780511790485 9780511421235 9780511423093 |
