An alternative to model selection in ordinary regression

NICHOLAS T. LONGFORD

首页> 外文期刊>Statistics and computing >An alternative to model selection in ordinary regression

【24h】

An alternative to model selection in ordinary regression

机译：普通回归中模型选择的替代方法

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

The weaknesses of established model selection procedures based on hypothesis testing and similar criteria are discussed and an alternative based on synthetic (composite) estimation is proposed. It is developed for the problem of prediction in ordinary regression and its properties are explored by simulations for the simple regression. Extensions to a general setting are described and an example with multiple regression is analysed. Arguments are presented against using a selected model for any inferences.

机译：讨论了基于假设检验和相似标准建立的模型选择程序的弱点，并提出了基于综合（复合）估计的替代方案。它是针对普通回归中的预测问题而开发的，并通过模拟来探索其属性以进行简单回归。描述了对一般设置的扩展，并分析了具有多元回归的示例。提出了反对将所选模型用于任何推论的论点。

著录项

来源
《Statistics and computing》 |2003年第1期|p.67-80|共14页
作者
NICHOLAS T. LONGFORD;
展开▼
作者单位

De Montfort University, Leicester, UK;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
hypothesis testing; mean squared error; model selection; single-model based estimator; synthetic estimator; two-stage procedure;

机译：假设检验;均方误差;模型选择;基于单模型的估计器;综合估计器;两阶段程序;

相似文献

外文文献
中文文献
专利

1. USING THE PENALIZED LIKELIHOOD METHOD FOR MODEL SELECTION WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE: AN APPLICATION TO SWITCHING REGRESSION MODELS [J] . ARIE PREMINGER, DAVID WETTSTEIN Journal of Time Series Analysis . 2005,第5期

机译：在替代条件下使用偏似线性方法进行带扰动参数选择的模型选择：在切换回归模型中的应用
2. Analysis of quantile regression as alternative to ordinary least squares [J] . Ibrahim Abdullahi, Abubakar Yahaya International Journal of Advanced Statistics and Probability . 2015,第2期

机译：分位数回归分析作为普通最小二乘法的替代方法
3. Is There A Viable Alternative To Ordinary Least Squares Regression When Security Abnormal Returns Are The Dependent Variable? [J] . Imre Karafiath Review of quantitative finance and accounting . 2009,第1期

机译：当安全异常收益是因变量时，是否可以替代普通最小二乘回归？
4. Massively-parallel best subset selection for ordinary least-squares regression [C] . Fabian Gieseke, Kai Lars Polsterer, Ashish Mahabal, IEEE Symposium Series on Computational Intelligence . 2017

机译：大规模并行的最佳子集选择，用于普通最小二乘回归
5. STATISTICAL MODELS OF EDUCATIONAL PLACEMENT DECISIONS: A COMPARISON OF DISCRIMINANT ANALYSIS, LOGISTIC REGRESSION, AND ORDINARY LEAST SQUARES REGRESSION MODELS [D] . LEARY, LINDA FERRUGGIA. 1982

机译：教育安置决策的统计模型：判别分析，逻辑回归和普通最小二乘回归模型的比较
6. Genomic selection using regularized linear regression models: ridge regression lasso elastic net and their extensions [O] . Joseph O Ogutu, Torben Schulz-Streeck, Hans-Peter Piepho 2012

机译：使用正则线性回归模型进行基因组选择：岭回归套索弹性网及其扩展
7. Genetic parameters for milk production by using random regression models with different alternatives of fixed regression modeling Parâmetros genéticos para produção de leite usando modelos de regressão aleatória com diferentes alternativas de modelagem da regressão fixa [O] . Jaime Araújo Cobuci, Claudio Napolis Costa, José Braccini Neto, 2011

机译：利用固定回归模型的不同选择的随机回归模型进行产奶的遗传参数使用具有不同固定回归模型的随机回归模型的产奶基因参数

An alternative to model selection in ordinary regression

摘要

著录项

相似文献

相关主题

期刊订阅