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Model Choice in Nonnested Families

Basilio de Bragança Pereira, Carlos Alberto de Bragança Pereira (Autoren)

Buch | Softcover

X, 96 Seiten

2017 | 1st ed. 2016
Springer Berlin (Verlag)
978-3-662-53735-0 (ISBN)

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This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitations of the classical Bayes factors and the proposed alternative Bayes factors to overcome these limitations. It also discusses a significance Bayesian procedure. Lastly, Chapter 4 examines the pure likelihood approach. Various real-data examples and computer simulations are provided throughout the text.

Basilio de Bragança Pereira is a Professor of Biostatistics and of Applied Statistics at the Federal University of Rio de Janeiro in Brazil. Carlos Alberto de Bragança Pereira is a Professor of Statistics at the University of Sao Paulo in Brazil.

Preliminaries.- Frequentist Methods.- Bayesian Methods.- Support and Simulation Methods.- Maximum Likelihood Estimation.- Index.

"The authors are recognized experts teaching statistics in Brazil universities, and in the book ... they present various methods of choosing between competing families of regression models, for instance, exponential versus lognormal models. ... The monograph is interesting, innovative, and can serve in search for adequate models in applied statistical analysis." (Stan Lipovetsky, Technometrics, Vol. 59 (4), November, 2017)

Erscheinungsdatum	24.01.2017
Reihe/Serie	SpringerBriefs in Statistics
Zusatzinfo	X, 96 p. 5 illus., 2 illus. in color.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Bayes Factors • Bayesian test • Biostatistics • Cox test and alternatives • Econometrics • Econometrics and economic statistics • Economics, Finance, Business and Management • efficiency of false models • Epidemiology and medical statistics • Life sciences: general issues • Mathematical and statistical software • mathematics and statistics • Model Choice • nonnested statistical models • probability and statistics • separate statistical models • statistical model discrimination • Statistical Theory and Methods • Statistics and Computing/Statistics Programs • Statistics for Business/Economics/Mathematical Fin • Statistics for Life Sciences, Medicine, Health Sci
ISBN-10	3-662-53735-4 / 3662537354
ISBN-13	978-3-662-53735-0 / 9783662537350
Zustand	Neuware