Generalized linear model selection using R^2

DOI10.1016/J.JSPI.2007.12.009MaRDI QIDQ951026zbMATH OpenOpenAlexFDO

Authors Bo Hu, Jun Shao

Publication date 29 October 2008

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2007.12.009

zbMATH Keywords

consistencyoptimal model

Mathematics Subject Classification ID

Parametric inference (62F99) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 1219611 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3254517 (Why is no real title available?)
• A new look at the statistical model identification
• Bootstrap Model Selection
• Consistent Variable Selection in Linear Models
• Estimating the dimension of a model
• Explained variation for logistic regression -- small sample adjustments, confidence intervals and predictive precision
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Generalised information criteria in model selection
• Generalised linear model selection by the predictive least quasi-deviance criterion
• Goodness of Link Tests for Generalized Linear Models
• Linear Model Selection by Cross-Validation
• Maximum Likelihood Estimation of Misspecified Models
• Model Selection and Multimodel Inference
• Model selection with data-oriented penalty
• Noncanonical links in generalized linear models -- when is the effort justified?
• On selecting parametric link transformation families in generalized linear models
• On the Distributional Properties of Model Selection Criteria
• Some Comments on C P

Cited in

(13)

• A coefficient of determination (R²) for generalized linear mixed models
• On variable selection in joint modeling of mean and dispersion
• Specification tests for the response distribution in generalized linear models
• Model selection criteria in beta regression with varying dispersion
• Use generalized linear models or generalized partially linear models?
• Generalizing R² for deming regressions
• High leverage points and vertical outliers resistant model selection in regression
• A deviance-based criterion for model selection in GLM
• Model selection for generalized linear models with factor-augmented predictors
• scientific article; zbMATH DE number 3844843 (Why is no real title available?)
• Fixed-effect variable selection in linear mixed models using \(R^2\) statistics
• \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
• Bootstrap-based model selection criteria for beta regressions

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