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Abstract Details
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Activity Number:
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659
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Type:
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Contributed
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Date/Time:
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Thursday, August 2, 2012 : 10:30 AM to 12:20 PM
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Sponsor:
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Biometrics Section
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| Abstract - #305825 |
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Title:
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A Resampling Approach to Degree-of-Freedom Estimation
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Author(s):
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Clayton Barker*+ and Leonard Stefanski and Jason Osborne
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Companies:
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SAS Institute and North Carolina State University and North Carolina State University
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Address:
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100 SAS Campus Dr., Cary, NC, 27513, United States
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Keywords:
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Degrees of Freedom ;
Constrained regression
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Abstract:
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The degrees of freedom value is often used to quantify the complexity of a statistical model. For many models, the degrees of freedom is directly related to the number of parameters being estimated. But for more complex models, like the additive main effects and multiplicative interactions model, degrees of freedom calculation is not straightforward. We present a resampling based method for estimating degrees of freedom and use simulation to investigate its performance in several nonstandard regression problems.
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