Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy

DOI10.1016/J.STAMET.2005.05.002zbMATH Open1248.62110OpenAlexW2093725103MaRDI QIDQ713660FDOQ713660

Authors: Simon L. Davies, A. A. Neath, Joseph E. Cavanaugh 

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2005.05.002

Recommendations

• Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence
• Model selection criteria based on Kullback information measures for nonlinear regression
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
• A class of cross-validatory model selection criteria
• A note on the generalised cross-validation criterion in linear model selection

zbMATH Keywords

AICAkaike information criterionKullback-Leibler informationAICC

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05)

Cites Work

• Regression and time series model selection in small samples
• Title not available (Why is that?)
• A new look at the statistical model identification
• Robust Statistics
• Title not available (Why is that?)
• Linear Model Selection by Cross-Validation
• Title not available (Why is that?)
• How Biased is the Apparent Error Rate of a Prediction Rule?
• Further analysis of the data by Akaike's information criterion and the finite corrections
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Title not available (Why is that?)
• Unifying the derivations for the Akaike and corrected Akaike information criteria.
• Approximations for the Psi (Digamma) Function

Cited In (15)

• Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
• An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
• An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework
• Model selection criteria based on cross-validatory concordance statistics
• A note on the generalised cross-validation criterion in linear model selection
• Model selection criteria based on computationally intensive estimators of the expected optimism
• Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence
• The connection between cross-validation and Akaike information criterion in a semiparametric family
• A survey of cross-validation procedures for model selection
• A class of cross-validatory model selection criteria
• Selection criteria based on Monte Carlo simulation and cross validation in mixed models
• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
• Asymptotic biases of information and cross-validation criteria under canonical parametrization
• Bootstrap-based model selection criteria for beta regressions

This page was built for publication: Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q713660)