Communications for Statistical Applications and Methods

  • 제4권1호
  • /
  • Pages.11-19
  • /
  • 1997
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  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Comparisons Between Model Selection Criteria

  • Choongrak Kim (Department of Statistics, Pusan National University, Pusan, 609-735, Korea) ;
  • Hyoungsoon Kim (Department of Statistics, Pusan National University, Pusan, 609-735, Korea) ;
  • Meeseon Jeong (Department of Statistics, Pusan National University, Pusan, 609-735, Korea)
  • 발행 : 1997.04.01
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초록

One of the most important issues in regression is variable selection problem. Recently several methods have been proposed to overcome the overparameterization property of Mallow's $C_p$. In this paper we compare these model selection criteria in view of the performance of selecting true model by simulation study.

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참고문헌

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