Semiparametric and Additive Model Selection Using an Improved Akaike Information Criterion
|Authors:||Simonoff, Jeffrey S.|
|Keywords:||Goodness-of-fit;Kullback-Leibler discrepancy;Nonparametric regression;Smoothing spline regression estimator|
|Publisher:||Stern School of Business, New York University|
|Abstract:||An improved AIC-based criterion is derived for model selection in general smoothing-based modeling, including semiparametric models and additive models. Examples are provided of applications to goodness-of-fit, smoothing parameter and variable selection in an additive model and semiparametric models, and variable selection in a model with a nonlinear function of linear terms.|
|Appears in Collections:||IOMS: Statistics Working Papers|
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