Call Boomerang Books 1300 36 33 32

Description - Model Selection and Model Averaging by Gerda Claeskens

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.

Buy Model Selection and Model Averaging by Gerda Claeskens from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521852258
ISBN-10: 0521852250
Format: Hardback
(253mm x 177mm x 25mm)
Pages: 332
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 1-Jul-2008
Country of Publication: United Kingdom

Book Reviews - Model Selection and Model Averaging by Gerda Claeskens

» Have you read this book? We'd like to know what you think about it - write a review about Model Selection and Model Averaging book by Gerda Claeskens and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review

Author Biography - Gerda Claeskens

Gerda Claeskens is Professor in the OR & Business Statistics and Leuven Statistics Research Center at the Catholic University of Leuven, Belgium. Nils Lid Hjort is Professor of Mathematical Statistics in the Department of Mathematics at the University of Oslo.