Model Selection and Model Averaging
Gerda Claeskens, Nils Lid Hjort
Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled with discussions of frequent and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R-code.
Categorie:
Anno:
2008
Edizione:
1
Casa editrice:
Cambridge University Press
Lingua:
english
Pagine:
320
ISBN 10:
0511424108
ISBN 13:
9780521852258
Collana:
Cambridge Series in Statistical and Probabilistic Mathematics
File:
PDF, 2.69 MB
IPFS:
,
english, 2008
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