Resampling-based information criteria for best-subset regression

DOI10.1007/S10463-012-0353-1MaRDI QIDQ1925995zbMATH OpenOpenAlexWikidataFDO

Authors Philip T. Reiss, Lei Huang, Joseph E. Cavanaugh, Amy Krain Roy

Publication date 27 December 2012

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-012-0353-1

zbMATH Keywords

cross-validationfunctional connectivityadaptive model selectioncovariance inflation criterionextended information criterionoveroptimism

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Biomedical imaging and signal processing (92C55)

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Cites work

• scientific article; zbMATH DE number 5281111 (Why is no real title available?)
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• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Information criteria and statistical modeling.
• Monotonic Smoothing Splines Fitted by Cross Validation
• On Measuring and Correcting the Effects of Data Mining and Model Selection
• On the structure of partial least squares regression
• Regression and time series model selection in small samples
• Ridge Regression: Applications to Nonorthogonal Problems
• Statistical Models
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• The Estimation of Prediction Error
• The risk inflation criterion for multiple regression

Cited in

(3)

• Best-subset model selection based on multitudinal assessments of likelihood improvements
• Extending AIC to best subset regression
• Better subset regression

Describes a project that uses

Uses Software

• gamair
• subselect
• leaps
• R

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