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On Model Uncertainty and its Statistical Implications

Proceedings of a Workshop, Held in Groningen, The Netherlands, September 25–26, 1986

  • Theo K. Dijkstra

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 307)

Table of contents

  1. Front Matter
    Pages I-VII
  2. D. A. Freedman, W. Navidi, S. C. Peters
    Pages 1-16
  3. T. K. Dijkstra, J. H. Veldkamp
    Pages 17-38
  4. Ton Steerneman, Gertjan Rorijs
    Pages 102-117
  5. Jan de Leeuw
    Pages 118-138
  6. Back Matter
    Pages 139-141

About these proceedings

Introduction

In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.

Keywords

Estimator Factor analysis Fitting Time series Variance best fit calculus correlation statistical method

Editors and affiliations

  • Theo K. Dijkstra
    • 1
  1. 1.Institute of EconometricsUniversity of GroningenGroningenThe Netherlands

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-61564-1
  • Copyright Information Springer-Verlag Berlin Heidelberg 1988
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-19367-8
  • Online ISBN 978-3-642-61564-1
  • Series Print ISSN 0075-8442
  • Buy this book on publisher's site