Model Selection and Model Averaging

Name: Model Selection and Model Averaging
Brand: Cambridge University Press
SKU: 9780521852258
Price: 589.59 RON
Availability: InStock

Autor: Gerda Claeskens

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Legare: Copertă tare

Editura: Cambridge University Press

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589.59 lei

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the...

Informații despre carte

Autor

Gerda Claeskens

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2008

Pagini

332

EAN

9780521852258

ISBN

0521852250

Enbook ID

04378959

Editura

Cambridge University Press

Greutate

846

Dimensiuni

185 x 262 x 27

Descriere completă

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 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 frequentist 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.

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Model Selection and Model Averaging

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