scholarly journals New Criteria of Model Selection and Model Averaging in Linear Regression Models

Author(s):  
Magda Mohamed Mohamed Haggag
2018 ◽  
Vol 7 (4.10) ◽  
pp. 529
Author(s):  
C. Narayana ◽  
B. Mahaboob ◽  
B. Venkateswarlu ◽  
J. Ravi sankar

The main purpose of this paper is to discuss some applications of internally studentized residuals 9n the model selection criterion between two nested and non-nested stochastic linear regression models. Joseph et.al [1] formulated various proposals from a Bayesian decision-theoretic perspective regarding model selection Criterion. Oliver Francois et.al [2] proposed novel approaches to model selection based on predictive distributions and approximations of the deviance. Jerzy szroeter [3] in his paper depicted the development of statistical methods to test non-nested models including regressions, simultaneous equations. In particular new criteria for a model selection between two nested/ non-nested stochastic linear regression models have been suggested here.  


2017 ◽  
Author(s):  
Wei Lan ◽  
Yingying Ma ◽  
Junlong Zhao ◽  
Hansheng Wang ◽  
Chih-Ling Tsai

2018 ◽  
Author(s):  
WEI LAN ◽  
Yingying Ma ◽  
Junlong Zhao ◽  
Hansheng Wang ◽  
Chih-Ling Tsai

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