Focused information criterion
In statistics, the focused information criterion (FIC) is a method for selecting the most appropriate model among a set of competitors for a given data set. Unlike most other model selection strategies, like the Akaike information criterion (AIC), the Bayesian information criterion (BIC) and the deviance information criterion … See more • Akaike information criterion • Bayesian information criterion • Deviance information criterion • Hannan–Quinn information criterion See more • Interview on frequentist model averaging with Essential Science Indicators • Webpage for Model Selection and Model Averaging the Claeskens and Hjort book See more WebFeb 24, 2024 · Chang M, DiTraglia FJ (2024) A generalized focused information criterion for gmm. J Appl Econ 33(3):378–397. Article MathSciNet Google Scholar Claeskens G, Croux C, Van Kerckhoven J (2006) Variable selection for logistic regression using a prediction-focused information criterion. Biometrics 62(4):972–979
Focused information criterion
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WebThis paper develops model selection and averaging methods for moment restriction models. We first propose a focused information criterion based on the generalized empirical likelihood estimator. We address the issue of selecting an optimal model, rather than a correct model, for estimating a specific parameter of interest. Then, this study … WebIn statistics, the focused information criterion (FIC) is a method for selecting the most appropriate model among a set of competitors for a given data set. Unlike most other model selection strategies, like the Akaike information criterion (AIC), the Bayesian information criterion (BIC) and the deviance information criterion (DIC), the FIC does not attempt …
WebSep 5, 2012 · The tolerance discussion in Chapter 5 showed that sometimes one model is best for estimating one type of estimand, whereas another model is best for another estimand. The point of view expressed via the focussed information criterion (FIC) is that a ‘best model’ should depend on the parameter under focus, such as the mean, or the … Weba new model selection criterion, FIC, which is an unbiased estimate of the limiting risk for the limit distribution of an estimator of the focus parameter, and systematically developed …
WebA focused information criterion for quantile regression is developed, analyzed, and investigated by means of a simulation study and data analysis. Key words and phrases: Quantile regression, model selection focused information criterion. Ï. Introduction Quantile regression was introduced by Koenker and Bassett (1978) as an WebMar 20, 2024 · Claeskens and Hjort (J Am Stat Assoc 98(464):900–916, 2003) constructed the focused information criterion (FIC) using maximum likelihood estimators to facilitate the contextual selection of probability models for independently distributed observations. We generalize these results to the case of stationary, strong mixing stochastic processes …
WebWe study the focused information criterion and frequentist model averaging and their application to post-model-selection inference for weighted composite quantile regression …
WebApr 21, 2006 · We propose new versions of the focused information criterion (FIC) for variable selection in logistic regression. The FIC gives, depending on the quantity to be … cook recreation center denverWebAbstract. Connectivity in the brain is the most promising approach to explain human behavior. Here we develop a focused information criterion for graphical models to determine brain connectivity tailored to specific research questions. All efforts are concentrated on high-dimensional settings where the number of nodes in the graph is … cook recreation area percy priest lakeWebJul 22, 2024 · Abstract:Claeskens and Hjort (2003) constructed the focused information criterion (FIC) and developed frequentist model averaging methods using maximum … family health center kalamazoo logoWebJul 22, 2024 · Abstract:Claeskens and Hjort (2003) constructed the focused information criterion (FIC) and developed frequentist model averaging methods using maximum likelihood estimators assuming the observations to be independent and identically distributed. Towards the immediate extensions and generalizations family health center kelsoWebThe corresponding estimators of the linear parameters are shown to be asymptotically normal. We then develop a focused information criterion (FIC) and a frequentist model … cook recipes for kidsWebJul 1, 2024 · Under general conditions, a focused information criterion and a frequentist model averaging estimator are proposed, and theoretical properties of the proposed … cook rectal decompression tubeWebMay 1, 2024 · Focused information criteria for general models. These methods estimate the bias and variance of estimates of a quantity of interest (the "focus") when … cook red beans