Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Comparisons Between Model Selection Criteria

  • Choongrak Kim (Department of Statistics, Pusan National University, Pusan, 609-735, Korea) ;
  • Hyoungsoon Kim (Department of Statistics, Pusan National University, Pusan, 609-735, Korea) ;
  • Meeseon Jeong (Department of Statistics, Pusan National University, Pusan, 609-735, Korea)
  • Published : 1997.04.01
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Abstract

One of the most important issues in regression is variable selection problem. Recently several methods have been proposed to overcome the overparameterization property of Mallow's $C_p$. In this paper we compare these model selection criteria in view of the performance of selecting true model by simulation study.

Keywords

References

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