The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
From MaRDI portal
Publication:4773166
DOI10.2307/1267500zbMath0286.62044OpenAlexW4238463311MaRDI QIDQ4773166
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/1267500
Related Items
Some connections between Bayesian and non-Bayesian methods for regression model selection ⋮ Combining regression diagnostics with simulation metamodels ⋮ Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term ⋮ Diagnostics for penalized least-squares estimators ⋮ Local \(M\)-estimation for conditional variance function with dependent data ⋮ Variations on Ridge Traces in Regression ⋮ A priori,de novomathematical exploration of gene expression mechanism via regression viewpoint with briefly cataloged modeling antiquity ⋮ Anomalies in the Foundations of Ridge Regression ⋮ Model selection criteria based on cross-validatory concordance statistics ⋮ A unified approach on residuals, leverages and outliers in the linear mixed model ⋮ Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing ⋮ On improvability of model selection by model averaging ⋮ Model selection: a Lagrange optimization approach ⋮ Hold-out strategy for selecting learning models: application to categorization subjected to presentation orders ⋮ Online sequential prediction for nonstationary time series with new weight-setting strategy using extreme learning machine ⋮ Unnamed Item ⋮ Stability ⋮ Modeling service-time distributions for queueing network simulation ⋮ Effects of skewness and kurtosis on model selection criteria ⋮ Consistent model selection criteria and goodness-of-fit test for common time series models ⋮ Interactive multiobjective optimization approach to the input-output design of opening new branches ⋮ A new look at the statistical identification of nonstationary systems ⋮ A novel hybrid trust region algorithm based on nonmonotone and LOOCV techniques ⋮ Best subset selection via cross-validation criterion ⋮ Sparse conjugate directions pursuit with application to fixed-size kernel models ⋮ PTSVRs: regression models via projection twin support vector machine ⋮ A note on collinearity, bootstrapping, and cross-validation ⋮ Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions ⋮ Bootstrap-based model selection criteria for beta regressions ⋮ Selecting estimators and variables in the seemingly unrelated regression model ⋮ Prediction error criterion for selecting variables in a linear regression model ⋮ Optimal selection of local approximants in RBF-PU interpolation ⋮ Order-based error for managing ensembles of surrogates in mesh adaptive direct search ⋮ Segmentation of the mean of heteroscedastic data via cross-validation ⋮ Model selection by resampling penalization ⋮ Near optimal thresholding estimation of a Poisson intensity on the real line ⋮ Kernel methods in system identification, machine learning and function estimation: a survey ⋮ Efficient leave-one-out cross-validation of kernel Fisher discriminant classifiers. ⋮ Long-term time series prediction using OP-ELM ⋮ Implied and realized volatility: empirical model selection ⋮ An adaptive orthogonal search algorithm for model subset selection and non-linear system identification ⋮ Model robust regression: combining parametric, nonparametric, and semiparametric methods ⋮ Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions ⋮ Estimating generalized state density of near-extreme events and its applications in analyzing stock data ⋮ Cross-validation for selecting a model selection procedure ⋮ Model selection approaches for non-linear system identification: a review ⋮ Invariance of estimation methods for the linear model ⋮ Selection of components in principal component analysis: A comparison of methods ⋮ On ensembles, I-optimality, and active learning ⋮ Modeling frailty as a function of observed covariates ⋮ Subspace Information Criterion for Model Selection ⋮ Consistency of cross validation for comparing regression procedures ⋮ A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations ⋮ Model selection with the loss rank principle ⋮ Evolutionary machine learning for multi-objective class solutions in medical deformable image registration ⋮ Bootstrap prediction intervals in beta regressions ⋮ Selecting mixed-effects models based on a generalized information criterion ⋮ Fast exact leave-one-out cross-validation of sparse least-squares support vector machines ⋮ A GIC rule for assessing data transformation in regression ⋮ A survey of cross-validation procedures for model selection ⋮ Spatially adaptive sparse grids for high-dimensional data-driven problems ⋮ Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns ⋮ Constructive Cross-Validation in Linear Prediction ⋮ Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy ⋮ An \(R\)-square coefficient based on final prediction error ⋮ Time-varying model averaging ⋮ An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure ⋮ Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach ⋮ TSVR: an efficient twin support vector machine for regression ⋮ Bayesian nonparametric model selection and model testing ⋮ Lazy lasso for local regression ⋮ Simultaneous variable selection and parametric estimation for quantile regression ⋮ Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates ⋮ Model evaluation, discrepancy function estimation, and social choice theory ⋮ Jackknife model averaging ⋮ Improved Liu estimator in a linear regression model ⋮ Determining individual or time effects in panel data models ⋮ Efficient approximate leave-one-out cross-validation for kernel logistic regression ⋮ Model Selection in Estimating Equations ⋮ Model Selection for Linear Mixed Models Using Predictive Criteria ⋮ LOCALIZED MODEL SELECTION FOR REGRESSION ⋮ Dimension reduction for nonelliptically distributed predictors ⋮ Statistical inference on uncertain nonparametric regression model ⋮ Maximizing the predictivity of smooth deformable image warps through cross-validation ⋮ Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models ⋮ Concentration reversals in ridge regression ⋮ Feature selection for data integration with mixed multiview data ⋮ Cross-validation using the t statistic ⋮ Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics ⋮ The GIC for model selection: A hypothesis testing approach ⋮ On the predictive risk in misspecified quantile regression ⋮ Semiparametric regression model selections. ⋮ Consistent cross-validatory model-selection for dependent data: hv-block cross-validation ⋮ Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients ⋮ Backward elimination model construction for regression and classification using leave-one-out criteria ⋮ Local logisitic regression an application to army penetration data ⋮ Targeted cross-validation ⋮ Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors ⋮ PRESS model selection in repeated measures data. ⋮ An iterative approach to minimize the mean squared error in ridge regression ⋮ Model Selection and Regression t-Statistics ⋮ On PRESS and deletion bootstraps in linear regression ⋮ Consistent model selection procedure for general integer-valued time series ⋮ Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models ⋮ Auto-adaptive Tikhonov regularization of water vapor profiles: application to FORUM measurements ⋮ Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study ⋮ Estimating the Kullback–Liebler risk based on multifold cross‐validation ⋮ Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study ⋮ Computationally and statistically efficient model fitting techniques ⋮ Tuning parameter selection for penalized estimation via \(R^2\) ⋮ Model averaging prediction by \(K\)-fold cross-validation ⋮ Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria ⋮ A review of radial basis function with applications explored ⋮ Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model ⋮ General linear estimators under the prediction error sum of squares criterion in a linear regression model ⋮ Improved ridge estimators in a linear regression model ⋮ Cross-Validation With Confidence ⋮ Unnamed Item ⋮ A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing ⋮ Linearized Restricted Ridge Regression Estimator in Linear Regression ⋮ A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation ⋮ Improvement over bayes prediction in small samples in the presence of model uncertainty ⋮ Local linear regression for estimating time series data. ⋮ Manufacturing start-up problem solved by mixed-integer quadratic programming and multivariate statistical modelling ⋮ Bootstrap re-sampling for unbalanced data in supervised learning ⋮ Positive False Discovery Rate Estimate in Step-Wise Variable Selection ⋮ Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation ⋮ Residuals and leverages in the linear mixed measurement error models ⋮ Several nonparametric and semiparametric approaches to linear mixed model regression ⋮ Cross validation of ridge regression estimator in autocorrelated linear regression models ⋮ Veridical data science ⋮ Determination of different types of fixed effects in three-dimensional panels* ⋮ Feasibility as a mechanism for model identification and validation ⋮ An overview of model-robust regression ⋮ Reproducing Kernel Hilbert Spaces for Penalized Regression: A Tutorial ⋮ Prediction errors for penalized regressions based on generalized approximate message passing