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...
| Prif Awduron: | , |
|---|---|
| Fformat: | Journal article |
| Iaith: | English |
| Cyhoeddwyd: |
Blackwell Publishing
2005
|