Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Model Selection and Model Averaging

Model Selection and Model Averaging

Claeskens, Gerda
Hjort, Nils Lid

Hardcover

Series: Cambridge Statistical and Probabilistic Mathematics, Book 27

Probability & Statistics

ISBN10: 0521852250
ISBN13: 9780521852258
Publisher: Cambridge
Published: Jul 28 2008
Pages: 332
Weight: 1.90
Height: 1.00 Width: 6.90 Depth: 10.10
Language: English
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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