Resampling-based information criteria for best-subset regression

DOI10.1007/S10463-012-0353-1zbMATH Open1253.62050OpenAlexW1988949010WikidataQ57830807 ScholiaQ57830807MaRDI QIDQ1925995FDOQ1925995

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

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)

Cites Work

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• Monotonic Smoothing Splines Fitted by Cross Validation
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• The Estimation of Prediction Error
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• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Generalised information criteria in model selection
• The Covariance Inflation Criterion for Adaptive Model Selection
• Bootstrapping log likelihood and EIC, an extension of AIC
• Bootstrap Model Selection
• Adaptive Model Selection

Cited In (1)

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

Uses Software

• R
• leaps
• subselect
• gamair

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