Statistical Modeling by GIC

The current wide availability of fast and inexpensive computers enables us to construct various types of nonlinear models for analyzing data having a complex structure. Crucial issues associated with nonlinear modeling are the choice of adjusted parameters including the smoothing parameter, the number of basis functions in splines and B-splines, and the number of hidden units in neural networks. Selection of these parameters in the modeling process can be viewed as a model selection and evaluation problem. This chapter addresses these issues as a model selection and evaluation problem and provides criteria for evaluating various types of statistical models.