An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure

DOI10.1016/J.JSPI.2010.05.002zbMATH Open1204.62111OpenAlexW2071356278MaRDI QIDQ989266FDOQ989266

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

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.002

Recommendations

• Model selection criteria based on cross-validatory concordance statistics
• Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
• Model selection criteria based on computationally intensive estimators of the expected optimism
• Conditional conceptual predictive statistic for mixed model selection
• Mean Square Error of Prediction as a Criterion for Selecting Variables

zbMATH Keywords

model selectiondiscrepancy functionlinear models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

• Estimating the dimension of a model
• Regression and time series model selection in small samples
• Title not available (Why is that?)
• Some Comments on C P
• A new look at the statistical model identification
• Title not available (Why is that?)
• Fitting autoregressive models for prediction
• Title not available (Why is that?)
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Title not available (Why is that?)
• Modified AIC and Cp in multivariate linear regression
• A large-sample model selection criterion based on Kullback's symmetric divergence
• Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence
• Model selection criteria based on Kullback information measures for nonlinear regression

Cited In (4)

• Marginal ridge conceptual predictive model selection criterion in linear mixed models
• Model selection criteria based on cross-validatory concordance statistics
• Model selection via conditional conceptual predictive statistic under ridge regression in linear mixed models
• Conditional conceptual predictive statistic for mixed model selection

This page was built for publication: An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q989266)