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Inferential Models
book

Inferential Models

by Ryan Martin, Chuanhai Liu
September 2015
Intermediate to advanced content levelIntermediate to advanced
276 pages
9h 7m
English
Chapman and Hall/CRC
Content preview from Inferential Models
196 SIMULTANEOUS INFERENCE ON MULTIPLE ASSERTIONS
Sample size
True model
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
Sample size
Parsimonious model
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
IM
LASSO
ADAPTIVE LASSO
AIC
BIC
Sample size
True or Parsimonious model
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
Sample size
Inclusive model
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
Figure 10.1 Percentage of true, parsimonious, true or parsimonious, and inclusive models
selected, as a function of sample size, for various methods under Scenario 1.
Sample size
True model
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
Sample size
Parsimonious model
0%
20%
40%
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Publisher Resources

ISBN: 9781439886519