Constrained regression model selection

被引：0

作者：

Li, Lexin ^{[1
]}

Tsai, Chih-Ling ^{[2
]}

机构：

[1] N Carolina State Univ, Dept Stat, Raleigh, NC 27695 USA

[2] Univ Calif Davis, Grad Sch Management, Davis, CA 95616 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2008年 / 138卷 / 12期

关键词：

model selection; parameter constraint; single-index model;

D O I：

10.1016/j.jspi.2008.02.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose two improved versions of the Akaike information criterion, AIC(C) and AIC(C)*, for the constrained linear and sin le-index models, respectively. These enhanced versions have corresponding unconstrained selection criteria as their special cases. Our Monte Carlo simulations demonstrate that AIC(C) and AIC(C)* are superior to the Akaike information criterion. Additionally, we illustrate the use of AIC(C)* in an empirical example and generalize AIC(C)* to the constrained partially linear model. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：3939 / 3949

页数：11

共 50 条

[11] THE GEOMETRY OF MODEL SELECTION IN REGRESSION
VERBEEK, A
LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, 1984, 237 : 20 - 36
[12] Model selection in nonparametric regression
Wegkamp, M
ANNALS OF STATISTICS, 2003, 31 (01): : 252 - 273
[13] Model selection for nonparametric regression
Yang, YH
STATISTICA SINICA, 1999, 9 (02) : 475 - 499
[14] Model selection in orthogonal regression
McQuarrie, A
Tsai, CL
STATISTICS & PROBABILITY LETTERS, 1999, 45 (04) : 341 - 349
[15] On model selection in Bayesian regression
Amin Ghalamfarsa Mostofi
Javad Behboodian
Metrika, 2007, 66 : 259 - 268
[16] On model selection in Bayesian regression
Mostofi, Amin Ghalamfarsa
Behboodian, Javad
METRIKA, 2007, 66 (03) : 259 - 268
[17] Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models
Roberto Di Mari
Roberto Rocci
Stefano Antonio Gattone
Statistical Methods & Applications, 2020, 29 : 49 - 78
[18] Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models
Di Mari, Roberto
Rocci, Roberto
Gattone, Stefano Antonio
STATISTICAL METHODS AND APPLICATIONS, 2020, 29 (01): : 49 - 78
[19] ESTIMATION AND MODEL SELECTION IN CONSTRAINED DECONVOLUTION
VEROTTA, D
ANNALS OF BIOMEDICAL ENGINEERING, 1993, 21 (06) : 605 - 620
[20] A constrained minimum method for model selection
Tsao, Min
STAT, 2021, 10 (01):

← 1 2 3 4 5 →