Best Regression Model Using Information Criteria

Best Regression Model Using Information Criteria

JMASM21: PCIC_SAS: Best Subsets Using Information Criteria

SUBSET: Best Subsets using Information Criteria

SUBSET, written in the matrix language Gauss, is a program that identifies optimal subsets of means or proportions based on independent groups. All possible configurations of ordered subsets of groups are identified and the best model is selected using either the AIC or BIC information criterion. For means, both homogeneous and heterogeneous variance cases are considered. SUBSET offers an alter...

Estimation of B-spline Nonparametric Regression Models using Information Criteria

Nonparametric regression modelling has received considerable attention and many methods have been proposed to draw information from data with complex structure. We consider the use of B-spline nonparametric regression models estimated by penalized likelihood methods. A crucial point in constructing the models is in the choice of a smoothing parameter and the number of knots, for which several a...

Model Selection via Information Criteria

This is a survey of the information criterion approach to model selection problems. New results about context tree estimation and the estimation of the basic neighborhood of Markov random fields are also mentioned. 1. The model selection problem Let a stochastic process {Xt, t ∈ T } be given, where each Xt is a random variable with values a ∈ A, and T is an index set. The joint distribution of ...