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Model selection using information criteria under a new estimation method: least squares ratio

dc.contributor.authorDeniz, Eylem
dc.contributor.authorAkbilgic, Oguz
dc.contributor.authorHowe, J. Andrew
dc.date.accessioned2025-01-09T20:12:06Z
dc.date.available2025-01-09T20:12:06Z
dc.date.issued2011
dc.identifier.issn0266-4763
dc.identifier.urihttps://doi.org/10.1080/02664763.2010.545111
dc.identifier.urihttps://hdl.handle.net/20.500.14124/8380
dc.description.abstractIn this study, we evaluate several forms of both Akaike-type and Information Complexity (ICOMP)-type information criteria, in the context of selecting an optimal subset least squares ratio (LSR) regression model. Our simulation studies are designed to mimic many characteristics present in real data - heavy tails, multicollinearity, redundant variables, and completely unnecessary variables. Our findings are that LSR in conjunction with one of the ICOMP criteria is very good at selecting the true model. Finally, we apply these methods to the familiar body fat data set.en_US
dc.description.sponsorshipThe Scientific and Technological Research Council of Turkey (TUBITAK)en_US
dc.description.sponsorshipThe authors offer their thanks to The Scientific and Technological Research Council of Turkey (TUBITAK) for their support and encouragement of young Turkish researchers.en_US
dc.language.isoengen_US
dc.publisherTaylor & Francis Ltden_US
dc.relation.ispartofJournal of Applied Statisticsen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectmodel selectionen_US
dc.subjectleast squares ratioen_US
dc.subjectsubset selectionen_US
dc.subjectinformation criteriaen_US
dc.titleModel selection using information criteria under a new estimation method: least squares ratioen_US
dc.typearticleen_US
dc.authoridDeniz, Eylem/0000-0001-8865-2086
dc.authoridakbilgic, oguz/0000-0003-0313-9254
dc.authoridHowe, John Andrew/0000-0002-3553-1990
dc.departmentMimar Sinan Güzel Sanatlar Üniversitesien_US
dc.identifier.doi10.1080/02664763.2010.545111
dc.identifier.volume38en_US
dc.identifier.issue9en_US
dc.identifier.startpage2043en_US
dc.identifier.endpage2050en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.wosqualityQ4
dc.identifier.wosWOS:000298921300019
dc.identifier.scopus2-s2.0-79961138958
dc.identifier.scopusqualityQ1
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.snmzKA_20250105


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