Model Selection and Model Averaging pdf epub mobi txt 电子书下载 2024

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Gerda Claeskens

Cambridge University Press

2008-10-9

332

GBP 64.99

Hardcover

Cambridge Series in Statistical and Probabilistic Mathematics

9780521852258

图书标签: model-selection 数据分析数学 econometrics

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发表于2024-11-23

Model Selection and Model Averaging epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Model Selection and Model Averaging pdf epub mobi txt 电子书下载 2024

图书描述

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.

Model Selection and Model Averaging 下载 mobi epub pdf txt 电子书