Add to ORKGThe problem of statistical model selection in econometrics and statistics is reviewed. Model selection is interpreted as a decision problem through which a statistical model is selected in order to perform statistical analysis, such as estimation, testing, confidence set construction, forecasting, simulation, policy analysis, and so on. Broad approaches to model selection are described: (1) hypothesis testing procedures, including specification and diagnostic tests; (2) penalized goodness-of-fit methods, such as information criteria; (3) Bayesian approaches; (4) forecast evaluation methods. The effect of model selection on subsequent statistical inference is also discussed
We argue that model selection uncertainty should be fully incorporated into statistical inference wh...
Table of Contents: Background of Papers, by George C. Davis Econometric Methodologies for the Mo...
Table of Contents: Background of Papers, by George C. Davis Econometric Methodologies for the Mo...
In the era of big data, analysts usually explore various statistical models or machine-learning meth...
In the era of big data, analysts usually explore various statistical models or machine-learning meth...
Variable selection methods and model selection approaches are valuable statistical tools, which are ...
Variable selection methods and model selection approaches are valuable statistical tools, which are ...
Variable selection methods and model selection approaches are valuable statistical tools, which are ...
Model selection methods provide a way to select one model among a set of models in a statistically v...
Model selection is an important part of any statistical analysis, and indeed is central to the pursu...
The use of in Model Selection is a common practice in econometrics. The rationale is that the statis...
We outline a range of criteria for evaluating model selection approaches that have been used in the ...
Bayesian model selection is a fundamental part of the Bayesian statistical modeling process. The qua...
Model selection is an important part of any statistical analysis, and indeed is cen-tral to the purs...
Model selection is a complicated matter in science, and psychology is no exception. In particular, t...
We argue that model selection uncertainty should be fully incorporated into statistical inference wh...
Table of Contents: Background of Papers, by George C. Davis Econometric Methodologies for the Mo...
Table of Contents: Background of Papers, by George C. Davis Econometric Methodologies for the Mo...
In the era of big data, analysts usually explore various statistical models or machine-learning meth...
In the era of big data, analysts usually explore various statistical models or machine-learning meth...
Variable selection methods and model selection approaches are valuable statistical tools, which are ...
Variable selection methods and model selection approaches are valuable statistical tools, which are ...
Variable selection methods and model selection approaches are valuable statistical tools, which are ...
Model selection methods provide a way to select one model among a set of models in a statistically v...
Model selection is an important part of any statistical analysis, and indeed is central to the pursu...
The use of in Model Selection is a common practice in econometrics. The rationale is that the statis...
We outline a range of criteria for evaluating model selection approaches that have been used in the ...
Bayesian model selection is a fundamental part of the Bayesian statistical modeling process. The qua...
Model selection is an important part of any statistical analysis, and indeed is cen-tral to the purs...
Model selection is a complicated matter in science, and psychology is no exception. In particular, t...
We argue that model selection uncertainty should be fully incorporated into statistical inference wh...
Table of Contents: Background of Papers, by George C. Davis Econometric Methodologies for the Mo...
Table of Contents: Background of Papers, by George C. Davis Econometric Methodologies for the Mo...