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Performance of the Kenward-Project when the Covariance Structure is Selected Using AIC and BIC
Gomez, Elisa Valderas 1975- - 2004
to such analyses requires choosing a covariance structure. Information criteria, such as AIC and BIC, are often used by … KR adjustment method, incorporating the selection of the covariance structure using AIC and BIC. Performance of the AIC … analyze each simulated data set. Type I error rates from the best AIC and BIC models were always higher than target values …
Persistent link: https://www.econbiz.de/10009456836
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A Monte Carlo Study of Fit Indices in Hierarchical Linear Models
McMurray, Kelly - 2010
Information Criterion (AIC), Bayesian Information Criterion (BIC) , or Deviance Information Criterion (DIC) which corrects for … bias induced by sample size and number of random effects. AIC, BIC, and DIC are information criteria that measure the …
Persistent link: https://www.econbiz.de/10009463369
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Model selection criteria in the presence of missing data based on the Kullback-Leibler discrepancy
Sparks, JonDavid - 2009
An important challenge in statistical modeling involves determining an appropriate structural form for a model to be used in making inferences and predictions. Missing data is a very common occurrence in most research settings and can easily complicate the model selection problem. Many useful...
Persistent link: https://www.econbiz.de/10009466074
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Semiparametric regression analysis of zero-inflated data
Liu, Hai - 2009
Zero-inflated data abound in ecological studies as well as in other scientific and quantitative fields. Nonparametric regression with zero-inflated response may be studied via the zero-inflated generalized additive model (ZIGAM). ZIGAM assumes that the conditional distribution of the response...
Persistent link: https://www.econbiz.de/10009466022
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Nonparametric estimation for Levy processes with a view towards mathematical finance
Figueroa-Lopez, Enrique; Houdré, Christian - 2004
Nonparametric methods for the estimation of the Levy density of a Levy process X are developed. Estimators that can be writtenin terms of the "jumps" of X are introduced, and so are discrete-data based approximations. A model selection approach made up oftwo steps is investigated. The first step...
Persistent link: https://www.econbiz.de/10009475806
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Combining Multiple Biomarker Models in Logistic Regression
Yuan, Zheng; Ghosh, Debashis - 2008
are considered in the article. The weights and algorithm are justified using decision theory and risk-bound results …
Persistent link: https://www.econbiz.de/10009476710
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Econometric structural models : a model selection approach
Chen, Pu - 2002
Using a model selection approach, this thesis proposes a constructive data-and-theory-combined procedure to identify …
Persistent link: https://www.econbiz.de/10009452617
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Noise Ratio As a Non-Nested Model Selection Tool.
Kurmanj, Agir - 2009
In this dissertation, we analyze whether the noise ratio statistic of Durlauf and Hall (1989), NRT, can be used as a non-nested model selection tool in a similar fashion to the Rivers and Vuong (2002) framework. For this purpose, we first show that, when scaled by the sample size T, NRT is...
Persistent link: https://www.econbiz.de/10009431155
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Model Selection for Solving Kinematics Problems
Goh, Choon P. - 1990
There has been much interest in the area of model-based reasoning within the Artificial Intelligence community, particularly in its application to diagnosis and troubleshooting. The core issue in this thesis, simply put, is, model-based reasoning is fine, but whence the model? Where do the...
Persistent link: https://www.econbiz.de/10009432937
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Shared Versus Separate Networks - The Impact of Reprovisioning
Sen, Soumya; Guérin, Roch A; Hosanagar, Kartik - 2009
As networks improve and new services emerge, questions arise that affect service deployments and network choices. The Internet is arguably a successful example of a network shared by many services. However, combining heterogeneous services on the same network need not always be the right answer,...
Persistent link: https://www.econbiz.de/10009438861