Automatic model selection: a new instrument for social science
The properties of automatic model selection are discussed, focusing on PcGets. We explain the background concepts and why automatic methods can perform well. Criticisms of model selection procedures are noted and rebutted. The algorithm is sketched, distinguishing between costs of search and costs o...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
2004
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| Subjects: |