Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach

Volume 2 Multivariate Statistical Modeling

  • Hamparsum Bozdogan
  • Stanley L. Sclove
  • Arjun K. Gupta
  • D. Haughton
  • G. Kitagawa
  • T. Ozaki
  • K. Tanabe

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Stanley L. Sclove
    Pages 1-35
  3. Stanley L. Sclove
    Pages 37-67
  4. Adele Cutler, Michael P. Windham
    Pages 149-170
  5. Jorma Rissanen, Eric Sven Ristad
    Pages 171-182
  6. Bernard D. Flury, Beat E. Neuenschwander
    Pages 183-198
  7. Y. Sakamoto
    Pages 255-269
  8. Back Matter
    Pages 405-417

About this book


Often a statistical analysis involves use of a set of alternative models for the data. A "model-selection criterion" is a formula which provides a figure-of­ merit for the alternative models. Generally the alternative models will involve different numhers of parameters. Model-selection criteria take into account hoth the goodness-or-fit of a model and the numher of parameters used to achieve that fit. 1.1. SETS OF ALTERNATIVE MODELS Thus the focus in this paper is on data-analytic situations ill which there is consideration of a set of alternative models. Choice of a suhset of explanatory variahles in regression, the degree of a polynomial regression, the number of factors in factor analysis, or the numher of dusters in duster analysis are examples of such situations. 1.2. MODEL SELECTION VERSUS HYPOTHESIS TESTING In exploratory data analysis or in a preliminary phase of inference an approach hased on model-selection criteria can offer advantages over tests of hypotheses. The model-selection approach avoids the prohlem of specifying error rates for the tests. With model selection the focus can he on simultaneous competition between a hroad dass of competing models rather than on consideration of a sequence of simpler and simpler models.


ANOVA Cluster analysis Fitting Measure Time series best fit classification clustering

Editors and affiliations

  • Hamparsum Bozdogan
    • 1
  • Stanley L. Sclove
    • 2
  • Arjun K. Gupta
    • 3
  • D. Haughton
    • 4
  • G. Kitagawa
    • 5
  • T. Ozaki
    • 5
  • K. Tanabe
    • 5
  1. 1.Department of StatisticsThe University of TennesseeKnoxvilleUSA
  2. 2.Department of Information & Decision Sciences M/C 294, CBAUniversity of Illinois at ChicagoChicagoUSA
  3. 3.Department of Mathematics & StatisticsBowling Green State UniversityBowling GreenUSA
  4. 4.Department of Mathematical SciencesBentley CollegeWalthamUSA
  5. 5.The Institute of Statistical MathematicsTokyoJapan

Bibliographic information

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