Model choice for prediction in generalized linear models

DOI10.1080/02331888808802110MaRDI QIDQ3492677zbMATH OpenOpenAlexFDO

Authors M. Bonneu

Publication date 1988

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888808802110

zbMATH Keywords

AICAkaike's information criterionAtkinson's constructed variablesestimated pseudo-densityexpectation of the Kullback-Leibler information measureexplanatory variablesGaussian linear modelgeneralized linear modelsGLIM computer programlogistic modelmodel choicemodels of quantal responseNelder's link functionprediction criterionprediction errorpseudo prediction modelsimulated bootstrap estimatetrue densityvariable selection

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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Cites work

• Bootstrap and cross-validation estimates of the prediction error for linear regression models
• Goodness of Link Tests for Generalized Linear Models
• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• Logistic regression diagnostics
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• Two errors in statistical model fitting

Cited in

(8)

• Missing link in generalized linear problems
• Model selection for generalized linear models with factor-augmented predictors
• Maximum likelihood estimation in misspecified generalized linear models
• scientific article; zbMATH DE number 4178452 (Why is no real title available?)
• Model on a population and prediction on another one: a generalized discriminant rule
• Generalised linear model selection by the predictive least quasi-deviance criterion
• A Modified Akaike Criterion for Model Choice in Generalized Linear Models
• Use generalized linear models or generalized partially linear models?

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