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Model Choice in Nonnested Families

  • Book
  • © 2016

Overview

  • Explores the problem of nonnested statistical model choice
  • Helps researchers choose between alternative models
  • Features various examples and computer simulations
  • Presents an account and developments of the methods initially proposed by Sir David Cox

Part of the book series: SpringerBriefs in Statistics (BRIEFSSTATIST)

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Table of contents (4 chapters)

Keywords

About this book

This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitations of the classical Bayes factors and the proposed alternative Bayes factors to overcome these limitations. It also discusses a significance Bayesian procedure. Lastly, Chapter 4 examines the pure likelihood approach. Various real-data examples and computer simulations are provided throughout the text.

Reviews

“The authors are recognized experts teaching statistics in Brazil universities, and in the book … they present various methods of choosing between competing families of regression models, for instance, exponential versus lognormal models. … The monograph is interesting, innovative, and can serve in search for adequate models in applied statistical analysis.” (Stan Lipovetsky, Technometrics, Vol. 59 (4), November, 2017)

Authors and Affiliations

  • COPPE, Federal University of Rio de Janeiro, Rio de Janeiro, Brazil

    Basilio de Bragança Pereira

  • Department of Statistics, University of São Paulo, São Paulo, Brazil

    Carlos Alberto de Bragança Pereira

About the authors

Basilio de Bragança Pereira is a Professor of Biostatistics and of Applied Statistics at the Federal University of Rio de Janeiro in Brazil.

Carlos Alberto de Bragança Pereira is a Professor of Statistics at the University of Sao Paulo in Brazil.

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