Assessing the simulation performances of multiple model selection algorithm
The Autometrics is an algorithm for single equation model selection.It is a hybrid method which combines expanding and contracting search techniques.In this study, the algorithm is extended for multiple equations modelling known as SURE-Autometrics.The aim of this paper is to assess the performance...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/15487/1/PID199.pdf |
| _version_ | 1825803543653646336 |
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| author | Yusof, Norhayati Ismail, Suzilah Tuan Muda, Tuan Zalizam |
| author_facet | Yusof, Norhayati Ismail, Suzilah Tuan Muda, Tuan Zalizam |
| author_sort | Yusof, Norhayati |
| collection | UUM |
| description | The Autometrics is an algorithm for single equation model selection.It is a hybrid method which combines expanding and contracting search techniques.In this study, the algorithm is extended for multiple equations modelling known as SURE-Autometrics.The aim of this paper is to assess the performance of the extended algorithm using various simulation experiment conditions. The capability of the algorithm in finding the true specification of multiple models is measured by the percentage of simulation outcomes.Overall results show that the algorithm has performed well for a model with two equations.The findings also indicated that the number of variables in the true models affect the algorithm performances. Hence, this study suggests improvement on the algorithm development for future research. |
| first_indexed | 2024-07-04T05:58:50Z |
| format | Conference or Workshop Item |
| id | uum-15487 |
| institution | Universiti Utara Malaysia |
| language | English |
| last_indexed | 2024-07-04T05:58:50Z |
| publishDate | 2015 |
| record_format | eprints |
| spelling | uum-154872016-04-28T01:38:56Z https://repo.uum.edu.my/id/eprint/15487/ Assessing the simulation performances of multiple model selection algorithm Yusof, Norhayati Ismail, Suzilah Tuan Muda, Tuan Zalizam QA Mathematics The Autometrics is an algorithm for single equation model selection.It is a hybrid method which combines expanding and contracting search techniques.In this study, the algorithm is extended for multiple equations modelling known as SURE-Autometrics.The aim of this paper is to assess the performance of the extended algorithm using various simulation experiment conditions. The capability of the algorithm in finding the true specification of multiple models is measured by the percentage of simulation outcomes.Overall results show that the algorithm has performed well for a model with two equations.The findings also indicated that the number of variables in the true models affect the algorithm performances. Hence, this study suggests improvement on the algorithm development for future research. 2015-08-11 Conference or Workshop Item PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/15487/1/PID199.pdf Yusof, Norhayati and Ismail, Suzilah and Tuan Muda, Tuan Zalizam (2015) Assessing the simulation performances of multiple model selection algorithm. In: 5th International Conference on Computing and Informatics (ICOCI) 2015, 11-13 August 2015, Istanbul, Turkey. http://www.icoci.cms.net.my/proceedings/2015/TOC.html |
| spellingShingle | QA Mathematics Yusof, Norhayati Ismail, Suzilah Tuan Muda, Tuan Zalizam Assessing the simulation performances of multiple model selection algorithm |
| title | Assessing the simulation performances of multiple model selection algorithm |
| title_full | Assessing the simulation performances of multiple model selection algorithm |
| title_fullStr | Assessing the simulation performances of multiple model selection algorithm |
| title_full_unstemmed | Assessing the simulation performances of multiple model selection algorithm |
| title_short | Assessing the simulation performances of multiple model selection algorithm |
| title_sort | assessing the simulation performances of multiple model selection algorithm |
| topic | QA Mathematics |
| url | https://repo.uum.edu.my/id/eprint/15487/1/PID199.pdf |
| work_keys_str_mv | AT yusofnorhayati assessingthesimulationperformancesofmultiplemodelselectionalgorithm AT ismailsuzilah assessingthesimulationperformancesofmultiplemodelselectionalgorithm AT tuanmudatuanzalizam assessingthesimulationperformancesofmultiplemodelselectionalgorithm |