کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1151172 | 958198 | 2007 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
An RR-square coefficient based on final prediction error
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: An RR-square coefficient based on final prediction error An RR-square coefficient based on final prediction error](/preview/png/1151172.png)
چکیده انگلیسی
In this paper, we propose an R2R2 coefficient to measure the percentage of variance which can be explained by the fitted model (not by the true model) in a multiple linear regression problem. This new coefficient, denoted RFPE2, is a reparametrization of the FPE criterion in use for model selection, such that maximizing RFPE2 over a set of candidate models is the same as minimizing FPE. Thus, RFPE2 can be used simultaneously for assessing goodness of fit and for model selection. At each step of a model selection procedure, the user can then quantify what is gained/lost when adding/removing a variable in/from the model, which should facilitate practice and comprehension of model selection.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 4, Issue 3, July 2007, Pages 331–340
Journal: Statistical Methodology - Volume 4, Issue 3, July 2007, Pages 331–340
نویسندگان
Valentin Rousson, Nicoleta Francisca Goşoniu,