The Properties of Automatic Gets Modelling.
After reviewing the simulation performance of general-to-specific automatic regression-model selection, as embodied in PcGets, we show how model selection can be non-distortionary: approximately unbiased "selection estimates" are derived, with reported standard errors close to the sampling...
| Huvudupphovsmän: | , |
|---|---|
| Materialtyp: | Journal article |
| Språk: | English |
| Publicerad: |
Blackwell Publishing
2005
|