Model selection for regression on a random design
نویسندگان
چکیده
منابع مشابه
Model Selection for Regression on a Random Design ∗
We consider the problem of estimating an unknown regression function when the design is random with values in k . Our estimation procedure is based on model selection and does not rely on any prior information on the target function. We start with a collection of linear functional spaces and build, on a data selected space among this collection, the least-squares estimator. We study the perform...
متن کاملModel selection for Gaussian regression with random design
This paper is about Gaussian regression with random design, where the observations are i.i.d., it is known from Le Cam (1973, 1975 and 1986) that the rate of convergence of optimal estimators is closely connected to the metric structure of the parameter space with respect to the Hellinger distance. In particular, this metric structure essentially determines the risk when the loss function is a ...
متن کاملinvestigating the feasibility of a proposed model for geometric design of deployable arch structures
deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...
Bayesian model selection for logistic regression models with random intercept
Data, collected to model risk of an interesting event, often have a multilevel structure as patients are clustered within larger units, e.g. clinical centers. Risk of the event is usually modeled using a logistic regression model, with a random intercept to control for heterogeneity among clusters. Model specification requires to decide which regressors have a non-negligible effect, and hence, ...
متن کاملSpatial Beta Regression Model with Random Effect
Abstract: In many applications we have to encountered with bounded dependent variables. Beta regression model can be used to deal with these kinds of response variables. In this paper we aim to study spatially correlated responses in the unit interval. Initially we introduce spatial beta generalized linear mixed model in which the spatial correlation is captured through a random effect. T...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2002
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2002007