To “ Parametric or Nonparametric ? a Parametricness Index for Model Selection ”
نویسندگان
چکیده
BIC is used to select the order of polynomial regression between 1 and 30. The estimated σ from the selected model is used to calculate the PI. Representative scatterplots at n = 200 with σ1 = 3, σ2 = 7 can be found in Figure 1. Note that the function estimate based on the selected model by BIC is visually more different from that based on the smaller model with one fewer term for the parametric scenario than the nonparametric one. Quantiles for the PIs in both scenarios based on 300 replications are presented in Table 1.
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Parametric or Nonparametric? a Parametricness Index for Model Selection
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