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Activity Number: 431
Type: Roundtables
Date/Time: Wednesday, August 1, 2007 : 12:30 PM to 1:50 PM
Sponsor: Business and Economics Statistics Section
Abstract - #308283
Title: Model Selection
Author(s): David Findley*+
Companies: U.S. Census Bureau
Address: DIR, Room 5K152B, Washington, DC, 20233,
Keywords: CP ; AIC ; BIC ; GIC ; MDL ; Bootstrap
Abstract:

Since Mallows, Akaike, Schwarz, and Rissanen introduced their model selection criteria, there has been steady growth in the related literature, developing variants of their now classical criteria, as well as alternative criteria, for situations involving small samples, robust or suboptimal estimation methods, semiparametric models, mis-specified models, etc. We can talk about practical model selection problems and these newer criteria.

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Revised September, 2007