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Science/Engineering Model Selection and Model Averaging

Posted on 2010-03-15




Name:Science/Engineering Model Selection and Model Averaging
ASIN/ISBN:0521852250
Language:English
File size:2 Mb
Publisher: Cambridge University Press
Pages: 320
Publish Date: 2008-07-28
ISBN: 0521852250
File Type: PDF
File Size: 2 MB
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Model Selection and Model Averaging

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.

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