Journal article
Automatic model selection: a new instrument for social science
- Abstract:
-
The properties of automatic model selection are discussed, focusing on PcGets. We explain the background concepts and why automatic methods can perform well. Criticisms of model selection procedures are noted and rebutted. The algorithm is sketched, distinguishing between costs of search and costs of inference: the latter are unavoidable in any statistical science, whereas the costs of searching seem small in comparison. The choice of a ‘search strategy’ and the actual simulation performance ...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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Authors
Bibliographic Details
- Publisher:
- Elsevier Publisher's website
- Journal:
- Electoral Studies Journal website
- Volume:
- 23
- Issue:
- 3
- Pages:
- 525-544
- Publication date:
- 2004-09-01
- DOI:
- ISSN:
-
0261-3794
Item Description
- Language:
- English
- Keywords:
- Subjects:
- UUID:
-
uuid:85bd106e-7b57-4a95-a6cf-bfee7cb517fe
- Local pid:
- ora:2004
- Deposit date:
- 2008-06-02
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- Copyright holder:
- Elsevier Ltd
- Copyright date:
- 2004
- Notes:
- The full-text of this article is not available in ORA at this time. Citation: Hendry, D. F. & Krolzig, H-M. (2004). 'Automatic model selection: a new instrument for social science', Electoral Studies, 23(3), 525-544. [Available at : http://www.sciencedirect.com/science/journal/02613794].
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