Legend: Palais des congrès de Montréal = CC, Le Westin Montréal = W, Intercontinental Montréal = I
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
Activity Details
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| CE_30T | Wed, 8/7/2013, 10:00 AM - 11:45 AM | W-Fortifications | |
| Model Selection with SAS/STAT® Software — Continuing Education CTW | |||
| ASA , SAS | |||
| Instructor(s): Funda Gunes, SAS Institute | |||
| "When you are faced with a predictive modeling problem that has many possible predictor effects - dozens, hundreds or even thousands - a natural question is, ""What subset of the effects provides the best model for the data?"" This workshop explains how you can address this question with model selection methods in SAS/STAT software. The workshop also explores the practical pitfalls of model selection, including issues which have led experts to criticize the validity of some methods. The workshop focuses on the GLMSELECT procedure and shows how it can be used to mitigate the intrinsic difficulties of model selection. You will learn how to use the following approaches: - model selection diagnostics, including graphics, for detecting problems - use of validation data to detect and prevent under-fitting and over-fitting - modern penalty-based methods, including LASSO and adaptive LASSO, as alternatives to traditional methods such as stepwise selection - bootstrap-based model averaging to reduce selection bias and improve predictive performance This workshop requires an understanding of basic regression techniques. " | |||
2013 JSM Online Program Home
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