JSM 2004 Online Program

Abstract #302086

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Activity Number:	190
Type:	Contributed
Date/Time:	Tuesday, August 10, 2004 : 8:30 AM to 10:20 AM
Sponsor:	General Methodology
Abstract - #302086
Title:	Model Combining in Factorial Data Analysis
Author(s):	Lihua Chen*+ and Yuhong Yang
Companies:	Iowa State University and Iowa State University
Address:	15 D Schilletter Village, Ames, IA, 50010,
Keywords:	ANOVA ; model selection instability ; model combining
Abstract:	Evaluating factor effects in the ANOVA framework by model selection based on hypothesis testing or other model selection criteria such as AIC or BIC often leads to unstable estimotors that have correspondingly poor performance. Measures of model selection instability are studied. As an alternative to model selection, we investigate an algorithm, ARM, which convexly combines the candidate models to estimate the cell means. Simulation and data examples demonstrate the advantage of combining over selection in many cases. A theoretical risk bound on the combined estimator is also obtained.

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