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BestsellerE-book
Author Claeskens, Gerda, 1973- author.

Title Model selection and model averaging / Gerda Claeskens, K.U. Leuven, Nils Lid Hjort, University of Oslo.

Publication Info. Cambridge ; New York : Cambridge University Press, 2008.
©2008

Item Status

Description 1 online resource (xvii, 312 pages) : illustrations.
Physical Medium polychrome
Description text file
Series Cambridge series in statistical and probabilistic mathematics
Cambridge series on statistical and probabilistic mathematics.
Summary 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.
Bibliography Includes bibliographical references (pages 293-305) and indexes.
Contents Model selection : data examples and introduction -- Akaike's information criterion -- The Bayesian information criterion -- A comparison of some selection methods -- Bigger is not always better -- The focussed information criterion -- Frequentist and Bayesian model averaging -- Lack-of-fit and goodness-of-fit tests -- Model selection and averaging schemes in action -- Further topics.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Mathematical models -- Research.
Mathematical models -- Research.
Mathematical models.
Mathematical statistics -- Research.
Mathematical statistics -- Research.
Mathematical statistics.
Bayesian statistical decision theory.
Bayesian statistical decision theory.
Genre/Form Electronic books.
Added Author Hjort, Nils Lid, author.
Other Form: Print version: Claeskens, Gerda, 1973- Model selection and model averaging. Cambridge ; New York : Cambridge University Press, 2008 9780521852258 0521852250 (DLC) 2008006507 (OCoLC)199455609
ISBN 9780511424106 (electronic book)
0511424108 (electronic book)
0511423624 (electronic book)
9780511423628 (electronic book)
9780511422430 (ebook)
0511422431 (ebook)
9780511790485 (electronic book)
0511790481 (electronic book)
9780511421235 (ebook)
0511421230 (ebook)
0511423098
9780511423093
9780521852258 (hardback)
0521852250 (hardback)
Standard No. 9786611791186