A note on the choice of the best selection criterion for the optimal regression model

被引：0

作者：

Herzberg, AM

Tsukanov, AV

机构：

[1] Queens Univ, Kingston, ON K7L 3N6, Canada

[2] Sevastopol State Tech Univ, UA-335053 Sevastopol, Ukraine

来源：

UTILITAS MATHEMATICA | 1999年 / 55卷

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A method for choosing the best selection criterion for the choice of regression model in the case of a small number of observations is discussed. A new integrated criterion, i.e. the regret of the minimum of possible average mean-squared errors of prediction, is used. This criterion uses simulation techniques and prior information about the experimental error variance and the limits of the independent variables.

引用

页码：243 / 254

页数：12

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