The Importance of Complexity in Model Selection

Journal of Mathematical Psychology - Tập 44 Số 1 - Trang 190-204 - 2000
In Jae Myung1
1Ohio State University

Tóm tắt

Từ khóa


Tài liệu tham khảo

Akaike, 1973, Information theory and an extension of the maximum likelihood principle, 267

Bozdogan, 1990, On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models, Communications in Statistics Theory Methods, 19, 221, 10.1080/03610929008830199

Bozdogan, 2000, Akaike information criterion and recent developments in information complexity, Journal of Mathematical Psychology, 44, 62, 10.1006/jmps.1999.1277

Bozdogan, 1997, Model selection using informational complexity with applications to vector autoregressive (VAR) models

Bozdogan, H, &, Haughton, D. M. A. 1997, Information complexity criteria for regression models. Unpublished manuscript.

Browne, 2000, Cross-validation methods, Journal of Mathematical Psychology, 44, 108, 10.1006/jmps.1999.1279

Browne, 1992, Alternative ways of assessing model fit, Sociological Methods & Research, 21, 230, 10.1177/0049124192021002005

Collyer, 1985, Comparing strong and weak models by fitting them to computer-generated data, Perception & Psychophysics, 38, 476, 10.3758/BF03207179

Efron, 1978, Asessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information, Biometrika, 65, 457, 10.1093/biomet/65.3.457

Friedman, 1995, A comparison of learning models, Journal of Mathematical Psychology, 39, 164, 10.1006/jmps.1995.1018

Grunwald, 2000, Model selection based on minimum description length, Journal of Mathematical Psychology, 44, 133, 10.1006/jmps.1999.1280

Hanna, 1968, Some information measures for testing stochastic models, Journal of Mathematical Psychology, 6, 294, 10.1016/0022-2496(69)90008-X

Kass, 1995, Bayes factors, Journal of the American Statistical Association, 90, 773, 10.1080/01621459.1995.10476572

Kass, 1996, The selection of prior distributions by formal rules, Journal of the American Statistical Association, 91, 1343, 10.1080/01621459.1996.10477003

Kolmogorov, 1968, Logical basis for information theory and probability theory, IEEE Transaction on Information Theory, 14, 662, 10.1109/TIT.1968.1054210

Myung, 1997, Applying Occam's razor in modeling cognition: A Bayesian approach, Psychonomic Bulletin & Review, 4, 79, 10.3758/BF03210778

Myung, 1998, Issues in selecting mathematical models of cognition, 327

Nishii, 1984, Asymptotic properties of criteria for selection of variables in multiple regression, Annals of Statistics, 12, 758, 10.1214/aos/1176346522

Raftery, 1993, Bayesian model selection in structural equation models, 163

Rissanen, 1983, A universal prior for integers and estimation by minimum description length, Annals of Statistics, 11, 416, 10.1214/aos/1176346150

Rissanen, 1986, Stochastic complexity and modeling, Annals of Statistics, 14, 1080, 10.1214/aos/1176350051

Rissanen, 1987, Stochastic complexity and the MDL principle, Econometric Reviews, 6, 85, 10.1080/07474938708800126

Schwarz, 1978, Estimating the dimension of a model, The Annals of Statistics, 6, 461, 10.1214/aos/1176344136

Steiger, 1990, Structural model evaulation and modification: An interval estimation approach, Multivariate Behavioral Research, 25, 173, 10.1207/s15327906mbr2502_4

Stone, 1974, Cross-validatory choice and assessment of statistical predictions (with Discussion), Journal of the Royal Statistical Society, Series B, 36, 111, 10.1111/j.2517-6161.1974.tb00994.x

Wasserman, 2000, Bayesian model selection and model averaging, Journal of Mathematical Psychology, 44, 92, 10.1006/jmps.1999.1278