Generalized linear model selection using \(R^2\)

DOI10.1016/J.JSPI.2007.12.009zbMath1146.62052OpenAlexW1980211030MaRDI QIDQ951026

Jun Shao, Bo Hu

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.12.009

zbMATH Keywords

consistencyoptimal model

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Parametric inference (62F99)

Related Items (6)

High leverage points and vertical outliers resistant model selection in regression ⋮ Bootstrap-based model selection criteria for beta regressions ⋮ Model selection criteria in beta regression with varying dispersion ⋮ On variable selection in joint modeling of mean and dispersion ⋮ A deviance-based criterion for model selection in GLM ⋮ Specification tests for the response distribution in generalized linear models

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• A new look at the statistical model identification

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