Jump to ContentJump to Main Navigation

You are looking at 1-20 of 52 items

  • Keywords: model selection x
Clear All Modify Search

View:

Inference from Multiple Models

N. Thompson Hobbs and Mevin B. Hooten

in Bayesian Models: A Statistical Primer for Ecologists

Published in print:
2015
Published Online:
October 2017
ISBN:
9780691159287
eISBN:
9781400866557
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691159287.003.0009
Subject:
Biology, Ecology

This chapter describes how to evaluate alternative models with data. There are two broad ways to formally use multiple models: model selection and model averaging. In model selection, models are ... More


Bayesian Statistical Inference

Željko Ivezi, Andrew J. Connolly, Jacob T. VanderPlas, Alexander Gray, Željko Ivezi, Andrew J. Connolly, Jacob T. VanderPlas, and Alexander Gray

in Statistics, Data Mining, and Machine Learning in Astronomy: A Practical Python Guide for the Analysis of Survey Data

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691151687
eISBN:
9781400848911
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691151687.003.0005
Subject:
Physics, Particle Physics / Astrophysics / Cosmology

This chapter introduces the most important aspects of Bayesian statistical inference and techniques for performing such calculations in practice. It first reviews the basic steps in Bayesian ... More


Epilogue: The Success of General‐To‐Specific Model Selection

David F. Hendry

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0021
Subject:
Economics and Finance, Econometrics

The essential roles of methodology in the development of sound econometric models and of computers in making econometrics operational are noted. The former has led to the theory of reduction as a ... More


Econometrics: Alchemy or Science?: Essays in Econometric Methodology

David F. Hendry

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.001.0001
Subject:
Economics and Finance, Econometrics

This collection of published papers records the development of an approach to econometric modelling that has reached a highly successful stage. The methodology of modelling ‘observational data’, as ... More


Why Red?: The Evolution of Color Display

Geoffrey E. Hill

in A Red Bird in a Brown Bag: The Function and Evolution of Colorful Plumage in the House Finch

Published in print:
2002
Published Online:
April 2010
ISBN:
9780195148480
eISBN:
9780199893683
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195148480.003.0011
Subject:
Biology, Ornithology, Evolutionary Biology / Genetics

There are a number primary models for why males in bird species like the House Finch evolved bright feather coloration: the Fisherian model of sexual selection, the honest advertisement model, the ... More


Viewing the Discrimination as a Model Selection Problem Including Deterministic Trends

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0008
Subject:
Economics and Finance, Econometrics

The discrimination between trend stationarity (TS) and difference stationarity (DS) depends on the valid selection of models for deterministic trends. This chapter introduces polynomial trends and ... More


BCI Signal Processing: Feature Translation

Dennis J. McFarland and Dean J. Krusienski

in Brain–Computer Interfaces: Principles and Practice

Published in print:
2012
Published Online:
May 2012
ISBN:
9780195388855
eISBN:
9780199932689
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195388855.003.0008
Subject:
Neuroscience, Techniques

This chapter discusses the kinds of translation algorithms most frequently used in brain-computer interfaces (BCIs). It is organized into four sections. The first section considers the factors ... More


The Theory of Reduction

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0009
Subject:
Economics and Finance, Econometrics

Twelve stages of reduction are delineated from the actions of agents in an economy to an econometric model. The actual measurement process induces the DGP, followed by data transformations and ... More


Selecting International Judges: Principle, Process, and Politics

Ruth Mackenzie, Kate Malleson, Penny Martin, and Philippe Sands QC

Published in print:
2010
Published Online:
September 2010
ISBN:
9780199580569
eISBN:
9780191594489
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199580569.001.0001
Subject:
Law, Public International Law, Legal Profession and Ethics

This book examines the way international court judges are chosen. Focusing principally on the judicial selection procedures of the International Court of Justice and International Criminal Court, it ... More


Autometrics *

Jurgen A. Doornik

in The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199237197
eISBN:
9780191717314
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199237197.003.0004
Subject:
Economics and Finance, Econometrics

Autometrics is a new algorithm for automatic model selection within the general-to-specific framework (also known as the ‘Hendry’ or ‘LSE’ methodology). It improves on previous implementations ... More


The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Jennifer Castle and Neil Shephard (eds)

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199237197
eISBN:
9780191717314
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199237197.001.0001
Subject:
Economics and Finance, Econometrics

David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is extensive. This book is a collection of original research in ... More


Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money

David F. Hendry

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0012
Subject:
Economics and Finance, Econometrics

This tests the DHSY approach in another subject‐matter area (money demand) to investigate its ability to produce improved models and to encompass previous findings. ‘Simple‐to‐general’ modelling ... More


VISUAL SEARCH

John M. Findlay

in Active Vision: The Psychology of Looking and Seeing

Published in print:
2003
Published Online:
January 2008
ISBN:
9780198524793
eISBN:
9780191711817
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198524793.003.0006
Subject:
Psychology, Cognitive Psychology

This chapter is concerned with the process of finding a visual target amongst other distractor items. It starts with a discussion of traditional theories of visual search, including Feature ... More


An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

David F. Hendry and Grayham E. Mizon

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0008
Subject:
Economics and Finance, Econometrics

COMFAC is employed as a sequential simplification device in empirical analysis. Analysis of the finite‐sample statistical properties checked the power when a COMFAC representation of economic agents’ ... More


Guidelines for Optimal and Enhanced Treatment

Larry E. Beutler, John F. Clarkin, and Bruce Bongar

in Guidelines for the Systematic Treatment of the Depressed Patient

Published in print:
2000
Published Online:
March 2012
ISBN:
9780195105308
eISBN:
9780199848522
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195105308.003.0007
Subject:
Psychology, Clinical Psychology

Optimal and enhanced treatment attends to parameters that distinguish individual patients beyond the nature of the depression itself. They ... More


Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics

David F. Hendry and Jurgen A. Doornik

Published in print:
2014
Published Online:
January 2015
ISBN:
9780262028356
eISBN:
9780262324410
Item type:
book
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028356.001.0001
Subject:
Economics and Finance, Econometrics

Part I introduces the notion of empirical model discovery and the role of model selection therein, discusses criteria to evaluate the success of methods for selecting empirical models, and introduces ... More


Bayesian Model Averaging, Learning, and Model Selection *

George W. Evans, Seppo Honkapohja, Thomas J. Sargent, and Noah Williams

in Macroeconomics at the Service of Public Policy

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199666126
eISBN:
9780191749278
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199666126.003.0007
Subject:
Economics and Finance, Macro- and Monetary Economics

Agents have two forecasting models, one consistent with the unique rational expectations equilibrium, another that assumes a time‐varying parameter structure. When agents use Bayesian updating to ... More


A Conditional Expectation Approach to Model Selection and Active Learning under Covariate Shift

Sugiyama Masashi, Rubens Neil, and Müller Klaus-Robert

in Dataset Shift in Machine Learning

Published in print:
2008
Published Online:
August 2013
ISBN:
9780262170055
eISBN:
9780262255103
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262170055.003.0007
Subject:
Computer Science, Machine Learning

This chapter, which addresses the problems of model selection and active learning in the conditional expectation framework, is organized as follows. Section 7.2 formulates a linear regression problem ... More


Active Learning with Model Selection

Masashi Sugiyama and Motoaki Kawanabe

in Machine Learning in Non-Stationary Environments: Introduction to Covariate Shift Adaptation

Published in print:
2012
Published Online:
September 2013
ISBN:
9780262017091
eISBN:
9780262301220
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262017091.003.0009
Subject:
Computer Science, Machine Learning

This chapter examines the problem of active learning with model selection. Model selection and active learning are two important challenges for successful learning. A natural desire is to perform ... More


The 2-variable DGP

David F. Hendry

in Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics

Published in print:
2014
Published Online:
January 2015
ISBN:
9780262028356
eISBN:
9780262324410
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028356.003.0009
Subject:
Economics and Finance, Econometrics

One of the few settings where analytical distributions are available is 1-cut selection in a 2-variable, constant parameter, linear regression model that coincides with the DGP. Leeb and Pötscher ... More


View: