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    Significance Tests for Regression Model Hierarchies

    Source: Journal of Physical Oceanography:;1981:;Volume( 011 ):;issue: 008::page 1150
    Author:
    Barnett, T. P.
    ,
    Preisendorfer, R. W.
    ,
    Goldstein, L. M.
    ,
    Hasselmann, K.
    DOI: 10.1175/1520-0485(1981)011<1150:STFRMH>2.0.CO;2
    Publisher: American Meteorological Society
    Abstract: Methods of estimating the significance of optimal regression models selected from a model hierarchy proposed by Barnett and Hasselmann (1979) are reexamined allowing for the multiple-candidate nature of the selection criteria. It is found that the single-candidate models' significance value previously used can over- or underestimate the true multiple-candidate significance level of the selected model depending on the selection criteria used. A number of possible selection strategies to remove these problems are discussed and evaluated both theoretically and by Monte Carlo simulators.
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      Significance Tests for Regression Model Hierarchies

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    contributor authorBarnett, T. P.
    contributor authorPreisendorfer, R. W.
    contributor authorGoldstein, L. M.
    contributor authorHasselmann, K.
    date accessioned2017-06-09T14:45:57Z
    date available2017-06-09T14:45:57Z
    date copyright1981/08/01
    date issued1981
    identifier issn0022-3670
    identifier otherams-26265.pdf
    identifier urihttp://onlinelibrary.yabesh.ir/handle/yetl/4163140
    description abstractMethods of estimating the significance of optimal regression models selected from a model hierarchy proposed by Barnett and Hasselmann (1979) are reexamined allowing for the multiple-candidate nature of the selection criteria. It is found that the single-candidate models' significance value previously used can over- or underestimate the true multiple-candidate significance level of the selected model depending on the selection criteria used. A number of possible selection strategies to remove these problems are discussed and evaluated both theoretically and by Monte Carlo simulators.
    publisherAmerican Meteorological Society
    titleSignificance Tests for Regression Model Hierarchies
    typeJournal Paper
    journal volume11
    journal issue8
    journal titleJournal of Physical Oceanography
    identifier doi10.1175/1520-0485(1981)011<1150:STFRMH>2.0.CO;2
    journal fristpage1150
    journal lastpage1154
    treeJournal of Physical Oceanography:;1981:;Volume( 011 ):;issue: 008
    contenttypeFulltext
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    DSpace software copyright © 2002-2015  DuraSpace
    نرم افزار کتابخانه دیجیتال "دی اسپیس" فارسی شده توسط یابش برای کتابخانه های ایرانی | تماس با یابش
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