Linear Model Selection by Cross-Validation

DOI10.2307/2290328zbMATH Open0773.62051OpenAlexW4234107176MaRDI QIDQ5288906FDOQ5288906

Authors: Jun Shao 

Publication date: 28 October 1993

Full work available at URL: https://doi.org/10.2307/2290328

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zbMATH Keywords

algorithmsmodel selectionconsistencyMonte Carlolinear modelsmodel assessmentprediction errordata splittingsimulation studyinconsistencybalanced incomplete methodbest predictive abilityCV(n)-methodsleave-one-out cross-validation method

Mathematics Subject Classification ID

Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Cited In (only showing first 100 items - show all)

• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
• Partially linear model selection by the bootstrap
• A robust coefficient of determination for regression
• An empirical study of PLAD regression using the bootstrap
• Fast cross-validation of high-breakdown resampling methods for PCA
• Data science, big data and statistics
• LOCALIZED MODEL SELECTION FOR REGRESSION
• Some connections between Bayesian and non-Bayesian methods for regression model selection
• Model selection via standard error adjusted adaptive Lasso
• Efficient algorithms for block downdating of least squares solutions
• Analysis of presence-only data via semi-supervised learning approaches
• The leave-worst-\(k\)-out criterion for cross validation
• Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
• Cross validation in Lasso and its acceleration
• Oracle inequalities for cross-validation type procedures
• Consistent model selection based on parameter estimates.
• Identifiability of additive noise models using conditional variances
• Cross-validation with confidence
• Modeling uncertainty of expert elicitation for use in risk-based optimization
• A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
• Cross-validation for comparing multiple density estimation procedures
• Model selection criteria based on cross-validatory concordance statistics
• Linear model selection by cross-validation
• A GIC rule for assessing data transformation in regression
• Certifiably optimal sparse inverse covariance estimation
• Leave-one-out cross-validation is risk consistent for Lasso
• Tuning parameter calibration for \(\ell_1\)-regularized logistic regression
• A note on the generalised cross-validation criterion in linear model selection
• Fast robust estimation of prediction error based on resampling
• Penalized regression for interval-censored times of disease progression: selection of HLA markers in psoriatic arthritis
• Variable selection and parameter estimation with the Atan regularization method
• Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
• Efficient, adaptive cross-validation for tuning and comparing models, with application to drug discovery
• Moderate projection pursuit regression for multivariate response data
• Efficient approximate \(k\)-fold and leave-one-out cross-validation for ridge regression
• Generalized linear model selection using \(R^2\)
• PRESS model selection in repeated measures data.
• Robust model selection in regression via weighted likelihood methodology
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
• Influential subsets on the variable selection
• Quantile regression metamodeling: toward improved responsiveness in the high-tech electronics manufacturing industry
• Variable selection and estimation using a continuous approximation to the \(L_0\) penalty
• Variable selection and prediction in biased samples with censored outcomes
• Tuning-parameter selection in regularized estimations of large covariance matrices
• Deviance matrix factorization
• Rough-fuzzy rule interpolation
• Optimality of training/test size and resampling effectiveness in cross-validation
• Convergence rates of the generalized information criterion
• Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression
• The GIC for model selection: A hypothesis testing approach
• A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond
• Least angle regression. (With discussion)
• Model selection in factor-augmented regressions with estimated factors
• A study on tuning parameter selection for the high-dimensional lasso
• A note on bootstrap model selection criterion
• A cross-validation based estimation of the proportion of true null hypotheses
• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Partial Orders of Similarity Differences Invariant Between EEG-Recorded Brain and Perceptual Representations of Language
• Regression on manifolds: estimation of the exterior derivative
• Analyzing establishment nonresponse using an interpretable regression tree model with linked administrative data
• Informational complexity criteria for regression models.
• Cross-Validation of Regression Models
• Model selection in nonparametric regression
• Estimation of prediction error by using \(K\)-fold cross-validation
• Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
• A new variable selection approach using random forests
• Maximizing proportions of correct classifications in binary logistic regression
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
• High-dimensional graphs and variable selection with the Lasso
• Fast computation of cross-validated properties in full linear leave-many-out procedures
• Resampling methods for variable selection in robust regression
• Robust variable selection using least angle regression and elemental set sampling
• Robust model selection using fast and robust bootstrap
• Consistency of cross validation for comparing regression procedures
• Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
• Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA)
• Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
• Estimating the Kullback–Liebler risk based on multifold cross‐validation
• Application of a least absolute shrinkage and selection operator to aeroelastic flight test data
• Model selection with data-oriented penalty
• Boosting multi-state models
• Spike and slab variable selection: frequentist and Bayesian strategies
• Validation of linear regression models
• Asymptotic bootstrap corrections of AIC for linear regression models
• Nonlinear GCV and quasi-GCV for shrinkage models
• Home-purchase restriction, property tax and housing price in China: a counterfactual analysis
• Consistent variable selection in high dimensional regression via multiple testing
• Penalized cluster analysis with applications to family data
• Comparison of Model Selection for Regression
• Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
• Comparison of PLS algorithms when number of objects is much larger than number of variables
• Asymptotically optimal model selection method with right censored outcomes
• Selecting mixed-effects models based on a generalized information criterion
• Determining the number of factors in approximate factor models by twice K-fold cross validation
• AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
• Using simulated annealing to optimize the feature selection problem in marketing applications
• Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
• Multi-step virtual metrology for semiconductor manufacturing: a multilevel and regularization methods-based approach
• Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data
• Model averaging based on James-Stein estimators

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