+612 9045 4394
 
CHECKOUT
On Model Uncertainty and Its Statistical Implications : Proceedings of a Workshop, Held in Groningen, the Netherlands, September 25-26, 1986 - Theo K. Dijkstra

On Model Uncertainty and Its Statistical Implications

Proceedings of a Workshop, Held in Groningen, the Netherlands, September 25-26, 1986

By: Theo K. Dijkstra (Editor)

Paperback Published: 25th May 1988
ISBN: 9783540193678
Number Of Pages: 138

Share This Book:

Paperback

$147.02
or 4 easy payments of $36.76 with Learn more
Ships in 5 to 9 business days

In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.

On the Impact of Variable Selection in Fitting Regression Equations
Data-driven Selection of Regressors and the Bootstrap
Autocorrelation Pre-testing in Linear Models with AR(1) Errors
On Cross-validation for Predictor Evaluation in Time Series
Modification of Factor Analysis Models in Covariance Structure Analysis
A Monte Carlo Study
Pitfalls for Forecasters
Model Selection in Multinomial Experiments
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9783540193678
ISBN-10: 3540193677
Series: Lecture Notes in Economic and Mathematical Systems
Audience: General
Format: Paperback
Language: English
Number Of Pages: 138
Published: 25th May 1988
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 0.84
Weight (kg): 0.22