This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 532
Type: Contributed
Date/Time: Wednesday, August 4, 2010 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Learning and Data Mining
Abstract - #306732
Title: Properties of Linear Model Selection
Author(s): Changjiang Xu*+ and A. Ian McLeod
Companies: The University of Western Ontario and The University of Western Ontario
Address: , London, ON, ,
Keywords: Linear model ; Model selection ; Variable selection ; Final prediction error ; Generalized information criteria
Abstract:

We examine properties of linear model selection by generalized information criteria (GIC). A necessary and sufficient condition for the consistency of the GIC is derived. The finite-sample and asymptotic probability distributions of the selected model are obtained and methods are given for their numerical evaluation. These distributions are useful in model selection and their application is illustrated with simulation results as well as in examples with actual data.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2010 program




2010 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.