| Abstract: | In situations where limited knowledge of a system exists and the ratio of data points to variables is small, variable selection methods can often be misleading. Freedman (Am Stat 37:152-155, 1983) demonstrated how common it is to select completely unrelated variables as highly "significant" when the number of data points is similar in magnitude to the number of variables. A new type of model averaging estimator based on model selection with Akaike‘s AIC is used with linear regression to investigate the problems of likely inclusion of spurious effects and model selection bias, the bias introduced while using the data to select a single seemingly "best" model from a (often large) set of models employing many predictor variables. The new model averaging estimator helps reduce these problems and provides confidence interval coverage at the nominal level while traditional stepwise selection has poor inferential properties. ?? The Institute of Statistical Mathematics, Tokyo 2009. |
| Genre: | Article |
| ProdID: | 70033915 |
| Citation Author: | Lukacs, P. M.; Burnham, K. P.; Anderson, D. R. |
| Citation Contributing Office: | |
| Citation Datum: | |
| Citation Day: | |
| Citation Edition: | |
| Citation Editor: | |
| Citation End Page: | 125 |
| Citation Issue: | 1 |
| Citation Keywords: | |
| Citation Language: | English |
| Citation Larger Work Title: | Annals of the Institute of Statistical Mathematics |
| Citation LatN: | |
| Citation LatS: | |
| Citation LonE: | |
| Citation LonW: | |
| Citation Month: | |
| Citation No Pagination: | |
| Citation Number Of Pages: | 9 |
| Citation Online Only Flag: | |
| Citation Phsyical Description: | |
| Citation Projection: | |
| Citation Public Comments: | |
| Citation Publisher: | |
| Citation Series: | |
| Citation Series Code: | |
| Citation Series Number: | |
| Citation Search Results Text: | Model selection bias and Freedman‘s paradox; 2010; Article; Journal; Annals of the Institute of Statistical Mathematics; Lukacs, P. M.; Burnham, K. P.; Anderson, D. R. |
| Citation Start Page: | 117 |
| Citation Volume: | 62 |
| Citation Year: | 2010 |
| Type: | citation/reference |
| Text: | Model selection bias and Freedman‘s paradox; 2010; Article; Journal; Annals of the Institute of Statistical Mathematics; Lukacs, P. M.; Burnham, K. P.; Anderson, D. R. |
| URL (THUMBNAIL): | http://pubs.er.usgs.gov/thumbnails/outside_thumb.jpg |
| URL (DIGITAL OBJECT IDENTIFIER): | http://dx.doi.org/10.1007/s10463-009-0234-4 |
| Date Other: | Fri, 1 Jan 2010 00:00 -0600 |
| Publisher: | |
