Matches in SemOpenAlex for { <https://semopenalex.org/work/W2067838071> ?p ?o ?g. }
- W2067838071 endingPage "916" @default.
- W2067838071 startingPage "900" @default.
- W2067838071 abstract "A variety of model selection criteria have been developed, of general and specific types. Most of these aim at selecting a single model with good overall properties, for example, formulated via average prediction quality or shortest estimated overall distance to the true model. The Akaike, the Bayesian, and the deviance information criteria, along with many suitable variations, are examples of such methods. These methods are not concerned, however, with the actual use of the selected model, which varies with context and application. The present article takes the view that the model selector should instead focus on the parameter singled out for interest; in particular, a model that gives good precision for one estimand may be worse when used for inference for another estimand. We develop a method that, for a given focus parameter, estimates the precision of any submodel-based estimator. The framework is that of large-sample likelihood inference. Using an unbiased estimate of limiting risk, we propose a focused information criterion for model selection. We investigate and discuss properties of the method, establish some connections to Akaike's information criterion, and illustrate its use in a variety of situations." @default.
- W2067838071 created "2016-06-24" @default.
- W2067838071 creator A5011502307 @default.
- W2067838071 creator A5024405571 @default.
- W2067838071 date "2003-12-01" @default.
- W2067838071 modified "2023-09-30" @default.
- W2067838071 title "The Focused Information Criterion" @default.
- W2067838071 cites W107887886 @default.
- W2067838071 cites W121938757 @default.
- W2067838071 cites W1492760107 @default.
- W2067838071 cites W1506069954 @default.
- W2067838071 cites W1530994540 @default.
- W2067838071 cites W1533169541 @default.
- W2067838071 cites W1576919957 @default.
- W2067838071 cites W1603903339 @default.
- W2067838071 cites W17340865 @default.
- W2067838071 cites W1959492 @default.
- W2067838071 cites W1964973168 @default.
- W2067838071 cites W1966916569 @default.
- W2067838071 cites W1966990377 @default.
- W2067838071 cites W1968371014 @default.
- W2067838071 cites W1968728426 @default.
- W2067838071 cites W1970130865 @default.
- W2067838071 cites W1973948212 @default.
- W2067838071 cites W1974908861 @default.
- W2067838071 cites W1975838935 @default.
- W2067838071 cites W1976212166 @default.
- W2067838071 cites W1977441755 @default.
- W2067838071 cites W1977900532 @default.
- W2067838071 cites W1983351268 @default.
- W2067838071 cites W1984982866 @default.
- W2067838071 cites W1985593448 @default.
- W2067838071 cites W1985696200 @default.
- W2067838071 cites W1995771589 @default.
- W2067838071 cites W1996087748 @default.
- W2067838071 cites W1997418937 @default.
- W2067838071 cites W1998613841 @default.
- W2067838071 cites W2000968983 @default.
- W2067838071 cites W2009435671 @default.
- W2067838071 cites W2023377965 @default.
- W2067838071 cites W2035058341 @default.
- W2067838071 cites W2037083183 @default.
- W2067838071 cites W2038290376 @default.
- W2067838071 cites W2039018341 @default.
- W2067838071 cites W2045803625 @default.
- W2067838071 cites W2049954094 @default.
- W2067838071 cites W2050581894 @default.
- W2067838071 cites W2053225089 @default.
- W2067838071 cites W2053476892 @default.
- W2067838071 cites W2055455145 @default.
- W2067838071 cites W2056251361 @default.
- W2067838071 cites W2057765075 @default.
- W2067838071 cites W2058201684 @default.
- W2067838071 cites W2058815839 @default.
- W2067838071 cites W2060050130 @default.
- W2067838071 cites W2061300007 @default.
- W2067838071 cites W2061317273 @default.
- W2067838071 cites W2063978378 @default.
- W2067838071 cites W2067230193 @default.
- W2067838071 cites W2070123407 @default.
- W2067838071 cites W2070779353 @default.
- W2067838071 cites W2073640547 @default.
- W2067838071 cites W2074059311 @default.
- W2067838071 cites W2076313409 @default.
- W2067838071 cites W2078261434 @default.
- W2067838071 cites W2078502317 @default.
- W2067838071 cites W2079356438 @default.
- W2067838071 cites W2084089095 @default.
- W2067838071 cites W2086403511 @default.
- W2067838071 cites W2086655776 @default.
- W2067838071 cites W2089763487 @default.
- W2067838071 cites W2091826868 @default.
- W2067838071 cites W2098545770 @default.
- W2067838071 cites W2100000728 @default.
- W2067838071 cites W2100471135 @default.
- W2067838071 cites W2107046293 @default.
- W2067838071 cites W2111051773 @default.
- W2067838071 cites W2111174809 @default.
- W2067838071 cites W2112081648 @default.
- W2067838071 cites W2114220616 @default.
- W2067838071 cites W2114228672 @default.
- W2067838071 cites W2117812871 @default.
- W2067838071 cites W2129070761 @default.
- W2067838071 cites W2135728169 @default.
- W2067838071 cites W2149326423 @default.
- W2067838071 cites W2151254779 @default.
- W2067838071 cites W2152230231 @default.
- W2067838071 cites W2152933101 @default.
- W2067838071 cites W2157847003 @default.
- W2067838071 cites W2160455305 @default.
- W2067838071 cites W2163490846 @default.
- W2067838071 cites W2168175751 @default.
- W2067838071 cites W2170853898 @default.
- W2067838071 cites W2403035479 @default.
- W2067838071 cites W2489359410 @default.
- W2067838071 cites W2502852798 @default.
- W2067838071 cites W25566965 @default.
- W2067838071 cites W2611210475 @default.