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Model Selection and Model Averaging

£35.00

Product description

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesise research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods and model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.

Wear to cover, including sticker residue and shelf wear. Pages are clean and bright.

Item details

Author(s):
Claeskens, Gerda & Hjort, Nils Lid
Condition:
Used: good
Edition:
2008
Format:
Hardback
ISBN-10:
0521852250
ISBN-13:
9780521852258
Number of pages:
312
Publisher:
Cambridge University Press
Title:
Model Selection and Model Averaging

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About this item

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesise research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods and model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.

Wear to cover, including sticker residue and shelf wear. Pages are clean and bright.

Author(s):
Claeskens, Gerda & Hjort, Nils Lid
Condition:
Used: good
Edition:
2008
Format:
Hardback
ISBN-10:
0521852250
ISBN-13:
9780521852258
Number of pages:
312
Publisher:
Cambridge University Press
Title:
Model Selection and Model Averaging

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