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An Application of Multiple Comparison Techniques to Model Selection

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Author Info
Hidetoshi Shimodaira
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File URL: http://hdl.handle.net/10.1023/A:1003483128844
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Publisher Info
Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 50 (1998)
Issue (Month): 1 (March)
Pages: 1-13
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Handle: RePEc:spr:aistmt:v:50:y:1998:i:1:p:1-13

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Related research
Keywords: Akaike's information criterion; model selection; confidence set; multiple comparison with the best; Gupta's subset selection; variable selection; multiple regression; bootstrap resampling;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Hidetoshi Shimodaira, 1997. "Assessing the Error Probability of the Model Selection Test," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(3), pages 395-410, September. [Downloadable!] (restricted)
  2. McALEER, M. & DASTOOR, N.K., 1988. "Some Power Comparisons Of Joint And Paired Tests For Non-Nested Models Under Local Hypotheses," Papers 168, Australian National University - Department of Economics.
  3. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005. "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers iewwp259, Institute for Empirical Research in Economics - IEW. [Downloadable!]
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