Using model selection algorithms to obtain reliable coefficient estimates
This review surveys a number of common model selection algorithms (MSAs), discusses how they relate to each other and identifies factors that explain their relative performances. At the heart of MSA performance is the trade‐off between type I and type II errors. Some relevant variables will be mista...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
Wiley
2013
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