Model choice for prediction in generalized linear models

DOI10.1080/02331888808802110zbMath0709.62059OpenAlexW2015281290MaRDI QIDQ3492677

Michel Bonneu

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802110

zbMATH Keywords

prediction errorlogistic modelvariable selectiongeneralized linear modelsAICAkaike's information criterionmodel choiceexplanatory variablesGaussian linear modelAtkinson's constructed variablesestimated pseudo-densityexpectation of the Kullback-Leibler information measureGLIM computer programmodels of quantal responseNelder's link functionprediction criterionpseudo prediction modelsimulated bootstrap estimatetrue density

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Related Items (3)

Maximum likelihood estimation in misspecified generalized linear models ⋮ Unnamed Item ⋮ A Modified Akaike Criterion for Model Choice in Generalized Linear Models

Cites Work

• Unnamed Item
• Bootstrap and cross-validation estimates of the prediction error for linear regression models
• Two errors in statistical model fitting
• Logistic regression diagnostics
• Goodness of Link Tests for Generalized Linear Models
• Mean Square Error of Prediction as a Criterion for Selecting Variables

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