correspondent 发表于 2025-3-23 13:36:57
On the Impact of Variable Selection in Fitting Regression Equations,tting the equation, dropping insignificant variables, and refitting. As is well known, this can seriously distort the conventional goodness-of-fit statistics. Furthermore, the bootstrap and jackknife may not help in high-dimensional cases.incisive 发表于 2025-3-23 17:34:52
Data-Driven Selection of Regressors and the Bootstrap,Suppose it is believed that some of the columns of X may be redundant, but it is not known which. Given the data a model search is carried out using the following criterion:.Here RSS(.) designates the residual-sum-of-squares obtained by regression on the p X-columns indexed by i., i.,...,i.; s. is t商品 发表于 2025-3-23 21:08:00
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Pitfalls for Forecasters,ecasts of macro-economic quantities. Two important problems may then occur, namely overfitting and datamining, which have been considered separately in literature, but the very close relationship between the two does not seem to have been discussed. Trying to avoid overfitting researchers often dele值得尊敬 发表于 2025-3-24 14:12:08
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978-3-540-19367-8Springer-Verlag Berlin Heidelberg 1988Mobile 发表于 2025-3-24 20:08:07
On Model Uncertainty and its Statistical Implications978-3-642-61564-1Series ISSN 0075-8442 Series E-ISSN 2196-9957artless 发表于 2025-3-25 02:44:29
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