Model Selection and Simplification Using Lattices
This paper shows how to cope with a problem of model selection and simplification using the principle of coherence (Gabriel (1969): A procedure involving testing a set of models ought not accept a model while rejecting a more general model). The mathematical lattice theory is used to define a partial ordering over the space of considered models. Several examples of partial ordering in large families of models are given along with a searching algorithm to determine the best model with respect to chosen criteria.
|Date of creation:||Nov 2000|
|Date of revision:|
|Contact details of provider:|| Postal: P.O. Box 882, Politickych veznu 7, 111 21 Praha 1|
Phone: (+420) 224 005 123
Fax: (+420) 224 005 333
Web page: http://www.cerge-ei.cz
More information through EDIRC
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.:
- repec:cup:etheor:v:6:y:1990:i:2:p:171-261 is not listed on IDEAS
- Dorfman, Jeffrey H. & Havenner, Arthur M., 1992. "A Bayesian approach to state space multivariate time series modeling," Journal of Econometrics, Elsevier, vol. 52(3), pages 315-346, June.
- Hendry, David F. & Learmer, Edward E. & Poirier, Dale J., 1990. "A Conversation on Econometric Methodology," Econometric Theory, Cambridge University Press, vol. 6(02), pages 171-261, June.
- Damiani, Mirella & Panattoni, Lorenzo, 1992. "Optimal simulation with econometric models," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 93-108, January.
- Bearse, Peter M & Bozdogan, Hamparsum & Schlottmann, Alan M, 1997. "Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 563-86, Sept.-Oct.
When requesting a correction, please mention this item's handle: RePEc:cer:papers:wp164. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jana Koudelkova)
If references are entirely missing, you can add them using this form.