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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
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
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
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
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
Using a model selection approach, this thesis proposes a constructive data-and-theory-combined procedure to identify …
Persistent link: https://www.econbiz.de/10009452617
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
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
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
Transition economies in Central and Eastern Europe have already completed the initial stabilization reforms and initiated the process of accession to European political and economic structures. Nonetheless, consensus exists that transition reforms are not complete. The state continues to exhibit...
Persistent link: https://www.econbiz.de/10009430002