Model Selection and Model Averaging

Name: Model Selection and Model Averaging
Brand: Cambridge University Press
SKU: 9780521852258
Price: 102.36 EUR
Availability: InStock

Autor: Gerda Claeskens

Jazyk:

Väzba: Pevná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

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102.36 €

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

Informácie o knihe

Autor

Gerda Claeskens

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2008

Stránok

332

EAN

9780521852258

ISBN

0521852250

Enbook ID

04378959

Vydavateľ

Cambridge University Press

Hmotnosť

846

Rozmery

185 x 262 x 27

Kompletný popis

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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