메뉴 건너뛰기




Volumn 62, Issue 1, 2010, Pages 117-125

Model selection bias and Freedman's paradox

Author keywords

Akaike's information criterion; Confidence interval coverage; Freedman's paradox; Model averaging; Model selection bias; Model selection uncertainty; Multimodel inference; Stepwise selection

Indexed keywords

AKAIKE'S INFORMATION CRITERIONS; CONFIDENCE INTERVAL; MODEL AVERAGING; MODEL SELECTION; MULTI-MODEL INFERENCE;

EID: 77950691265     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-009-0234-4     Document Type: Article
Times cited : (255)

References (23)
  • 1
    • 0000501656 scopus 로고
    • Information theory as an extension of themaximum likelihood principle
    • B. N. Petrov, F. Csaki (Eds.) Budapest: Akademiai Kiado
    • Akaike, H. (1973). Information theory as an extension of themaximum likelihood principle. In B. N. Petrov, F. Csaki (Eds.), Second international symposium on information theory (pp. 267-281). Budapest: Akademiai Kiado.
    • (1973) Second international symposium on information theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 0042817453 scopus 로고
    • On the likelihood of a time series model
    • Akaike, H. (1978). On the likelihood of a time series model. The Statistician, 27, 217-235.
    • (1978) The Statistician , vol.27 , pp. 217-235
    • Akaike, H.1
  • 3
    • 85033517914 scopus 로고
    • A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
    • Akaike, H. (1979). A Bayesian extension of the minimum AIC procedure of autoregressive model fitting. Biometrika, 66, 237-242.
    • (1979) Biometrika , vol.66 , pp. 237-242
    • Akaike, H.1
  • 5
    • 0030613470 scopus 로고    scopus 로고
    • Model selection: An integral part of inference
    • Buckland, S. T., Burnham, K. P., Augustin, N. H. (1997). Model selection: An integral part of inference. Biometrics, 53, 603-618.
    • (1997) Biometrics , vol.53 , pp. 603-618
    • Buckland, S.T.1    Burnham, K.P.2    Augustin, N.H.3
  • 7
    • 8744307994 scopus 로고    scopus 로고
    • Multimodel inference: Understanding AIC and BIC in model selection
    • Burnham, K. P., Anderson, D. R. (2004). Multimodel inference: understanding AIC and BIC in model selection. Sociological Methods and Research, 33, 261-304.
    • (2004) Sociological Methods and Research , vol.33 , pp. 261-304
    • Burnham, K.P.1    Anderson, D.R.2
  • 9
    • 84905002632 scopus 로고
    • A note on screening regression equations
    • Freedman, D. A. (1983). A note on screening regression equations. The American Statistician, 37, 152-155.
    • (1983) The American Statistician , vol.37 , pp. 152-155
    • Freedman, D.A.1
  • 12
    • 70349119250 scopus 로고
    • Regression and time series model selection in small samples
    • Hurvich, C. M., Tsai, C.-L. (1989). Regression and time series model selection in small samples. Biometrika, 76, 297-307.
    • (1989) Biometrika , vol.76 , pp. 297-307
    • Hurvich, C.M.1    Tsai, C.-L.2
  • 13
    • 0001159321 scopus 로고
    • The impact of model selection on inference in linear regression
    • Hurvich, C. M., Tsai, C.-L. (1990). The impact of model selection on inference in linear regression. The American Statistician, 44, 214-217.
    • (1990) The American Statistician , vol.44 , pp. 214-217
    • Hurvich, C.M.1    Tsai, C.-L.2
  • 18
    • 0018983267 scopus 로고
    • Inflation of R2 in best subset regression
    • Rencher, A. C., Pun, F. C. (1980). Inflation of R2 in best subset regression. Technometrics, 22, 49-53
    • (1980) Technometrics , vol.22 , pp. 49-53
    • Rencher, A.C.1    Pun, F.C.2
  • 19
    • 77950691501 scopus 로고    scopus 로고
    • SAS Institute, Inc. (2001). SAS version 8.02, Cary, NC
    • SAS Institute, Inc. (2001). SAS version 8.02, Cary, NC.
  • 20
    • 84963178774 scopus 로고
    • Further analysis of the data by Akaike's information criterion and the finite corrections
    • Sugiura, N. (1978). Further analysis of the data by Akaike's information criterion and the finite corrections. Communications in Statistics, Theory and Methods, A7, 13-26.
    • (1978) Communications in Statistics, Theory and Methods, A7 , pp. 13-26
    • Sugiura, N.1
  • 21
    • 34447318014 scopus 로고    scopus 로고
    • Comparing model averaging with other model selection strategies for benchmark dose estimation
    • Wheeler, M. W. (2009). Comparing model averaging with other model selection strategies for benchmark dose estimation. Environmetrics and Ecological Statistics, 16, 37-51.
    • (2009) Environmetrics and Ecological Statistics , vol.16 , pp. 37-51
    • Wheeler, M.W.1
  • 22
    • 34447341769 scopus 로고    scopus 로고
    • Properties of model-averaged BMDLs: A study of model averaging in dichotomous response risk estimation
    • Wheeler,M.W., Bailer, A. J. (2007). Properties of model-averaged BMDLs: a study of model averaging in dichotomous response risk estimation. Risk Analysis, 27, 659-670.
    • (2007) Risk Analysis , vol.27 , pp. 659-670
    • Wheeler, M.W.1    Bailer, A.J.2
  • 23
    • 33947417700 scopus 로고    scopus 로고
    • Prediction/estimation with simple linear models: Is it really simple?
    • Yang, Y. (2007). Prediction/estimation with simple linear models: is it really simple? Econometric Theory, 23, 1-36.
    • (2007) Econometric Theory , vol.23 , pp. 1-36
    • Yang, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.