Bootstrapped information-theoretic model selection with error control (BITSEC)
Description
Statistical model selection using the Akaike Information Criterion (AIC) and similar criteria is a useful tool for comparing multiple and non-nested models without the specification of a null model, which has made it increasingly popular in the natural and social sciences. De- spite their common usage, model selection methods are not driven by a notion of statistical confidence, so their results entail an unknown de- gree of uncertainty. This paper introduces a general framework which extends notions of Type-I and Type-II error to model selection. A theo- retical method for controlling Type-I error using Difference of Goodness of Fit (DGOF) distributions is given, along with a bootstrap approach that approximates the procedure. Results are presented for simulated experiments using normal distributions, random walk models, nested linear regression, and nonnested regression including nonlinear mod- els. Tests are performed using an R package developed by the author which will be made publicly available on journal publication of research results.
Date Created
The date the item was original created (prior to any relationship with the ASU Digital Repositories.)
2018
Agent
- Author (aut): Cullan, Michael J
- Thesis advisor (ths): Sterner, Beckett
- Committee member: Fricks, John
- Committee member: Kao, Ming-Hung
- Publisher (pbl): Arizona State University