Best-subset model selection based on multitudinal assessments of likelihood improvements

DOI10.1080/02664763.2019.1645097MaRDI QIDQ5861422zbMATH OpenOpenAlexFDO

Authors Knute D. Carter, Joseph E. Cavanaugh

Publication date 1 March 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2019.1645097

zbMATH Keywords

Akaike information criterionBayesian information criterionlikelihood ratiolinear modelsregressionvariable selection

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Applications of statistics (62Pxx)

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Cites work

• A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
• A new look at the statistical model identification
• All Possible Regressions with Less Computation
• An optimal selection of regression variables
• Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
• Best subset selection via a modern optimization lens
• Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
• Estimating the dimension of a model
• Extending AIC to best subset regression
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Maximum Likelihood Estimation of Misspecified Models
• More Comments on C P
• On Information and Sufficiency
• Regressions by Leaps and Bounds
• Resampling-based information criteria for best-subset regression
• Selecting the best linear regression model. A classical approach
• Some Comments on C P
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

Cited in

(2)

• Editorial to special issue V WCDANM 2018
• Controlling the error probabilities of model selection information criteria using bootstrapping

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