Model selection and comparison
نویسنده
چکیده
This document describes a strategy to choose between various possible count models. The computation described in this document is done in R (R Core Team, 2016) using the contributed package Countr (Kharrat and Boshnakov, 2017) and the quine data shipped with the MASS package (Venables and Ripley, 2002). The ideas used here are inspired by the demand for medical care example detailed in Cameron and Trivedi (2013, Section 6.3). 1 Prerequisites We will do the analysis of the data with package Countr, so we load it: library(Countr) library("MASS") # for glm.nb() Packages dplyr (Wickham and Francois, 2016) and xtable (Dahl, 2016) provide usefull facilities for data manipulation and presentation: library(dplyr) library(xtable) 2 Data The dataset used in this example is the quine data shipped with package MASS (Venables and Ripley, 2002) and first analysed in Aitkin (1978). The data can be loaded in the usual way: data(quine, package = "MASS") The dataset gives the number of days absent from school (Days) of 146 children in a particular school year. A number of explanatory variables are available describing the children’s ethnic background (Eth), sex (Sex), age (Age) and learner status (Lrn). The count variable Days is characterised by large overdispersion — the variance is more than 16 times larger the mean, 264.2 versus 16.46. Table 1 gives an idea about its distribution. The entries in the table were calculated as follows: breaks_ <c(0, 1, 3, 5:7, 9, 12, 15, 17, 23, 27, 32) freqtable <count_table(count = quine$Days, breaks = breaks_, formatChar = TRUE)
منابع مشابه
A Comprehensive Fuzzy Multiobjective Supplier Selection Model under Price Brakes and Using Interval Comparison Matrices
The research on supplier selection is abundant and the works usually only consider the critical success factors in the buyer–supplier relationship. However, the negative aspects of the buyer–supplier relationship must also be considered simultaneously. In this paper we propose a comprehensive model for ranking an arbitrary number of suppliers, selecting a number of them and allocating a quota o...
متن کاملComparison of particle swarm optimization and tabu search algorithms for portfolio selection problem
Using Metaheuristics models and Evolutionary Algorithms for solving portfolio problem has been considered in recent years.In this study, by using particles swarm optimization and tabu search algorithms we optimized two-sided risk measures . A standard exact penalty function transforms the considered portfolio selection problem into an equivalent unconstrained minimization problem. And in final...
متن کاملSelection of Variables that Influence Drug Injection in Prison: Comparison of Methods with Multiple Imputed Data Sets
Background: Prisoners, compared to the general population, are at greater risk of infection. Drug injection is the main route of HIV transmission, in particular in Iran. What would be of interest is to determine variables that govern drug injection among prisoners. However, one of the issues that challenge model building is incomplete national data sets. In this paper, we addressed the process ...
متن کاملیک مدل بیزی برای استخراج باناظر گرامر زبان طبیعی
In this paper, we show that the problem of grammar induction could be modeled as a combination of several model selection problems. We use the infinite generalization of a Bayesian model of cognition to solve each model selection problem in our grammar induction model. This Bayesian model is capable of solving model selection problems, consistent with human cognition. We also show that using th...
متن کاملComparison of Simulated Annealing and Electromagnetic Algorithms for Solution of Extended Portfolio Model
This paper presents two meta-heuristic algorithms to solve an extended portfolio selection model. The extended model is based on the Markowitz's Model, aiming to minimize investment risk in a specified level of return. In order to get the Markowitz model close to the real conditions, different constraints were embedded on the model which resulted in a discrete and non-convex solution space. ...
متن کاملMulti-period and Multi-objective Stock Selection Optimization Model Based on Fuzzy Interval Approach
The optimization of investment portfolios is the most important topic in financial decision making, and many relevant models can be found in the literature. According to importance of portfolio optimization in this paper, deals with novel solution approaches to solve new developed portfolio optimization model. Contrary to previous work, the uncertainty of future retur...
متن کامل