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Methods and criteria for model selection
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DOI：10.1198/016214504000000269.png)
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Abstract
En 中文
Model selection is an important part of any statistical analysis and, indeed, is central to the pursuit of science in general. Many authors have examined the question of model selection from both frequentist and Bayesian perspectives, and many tools for selecting the best model have been suggested in the literature. This paper considers the various proposals from a Bayesian decision-theoretic perspective.
Keywords:
AIC
Bayes factors
BIC
Mallow's C-p
model averaging
subset selection
variable selection
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