Linear Model Selection When Covariates Contain Errors
文献类型：期刊论文
| 作者 | Zhang, Xinyu1 ; Wang, Haiying2; Ma, Yanyuan3; Carroll, Raymond J.4,5
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| 刊名 | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
 |
| 出版日期 | 2017 |
| 卷号 | 112期号:520页码:1553-1561 |
| 关键词 | Errors in covariates Loss efficiency Measurement error Model selection Selection consistency |
| ISSN号 | 0162-1459 |
| DOI | 10.1080/01621459.2016.1219262 |
| 英文摘要 | Prediction precision is arguably the most relevant criterion of amodel in practice and is often a sought after property. A common difficulty with covariates measured with errors is the impossibility of performing prediction evaluation on the data even if a model is completely given without any unknown parameters. We bypass this inherent difficulty by using special properties on moment relations in linear regression models with measurement errors. The end product is a model selection procedure that achieves the same optimality properties that are achieved in classical linear regression models without covariate measurement error. Asymptotically, the procedure selects the model with the minimum prediction error in general, and selects the smallest correct model if the regression relation is indeed linear. Our model selection procedure is useful in prediction when future covariates without measurement error become available, for example, due to improved technology or better management and design of data collection procedures. Supplementary materials for this article are available online. |
| 资助项目 | National Natural Science Foundation of China[71522004] ; National Natural Science Foundation of China[11471324] ; National Natural Science Foundation of China[71631008] ; National Science Foundation[DMS-1608540] ; National Cancer Institute[U01-CA057030] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000423299400019 |
| 出版者 | AMER STATISTICAL ASSOC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/29434]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Wang, Haiying |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.Univ New Hampshire, Dept Math & Stat, Durham, NH 03824 USA 3.Penn State Univ, Dept Stat, State Coll, PA USA 4.Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA 5.Univ Technol Sydney, Sch Math & Phys Sci, Broadway, NSW, Australia |
| 推荐引用方式 GB/T 7714 | Zhang, Xinyu,Wang, Haiying,Ma, Yanyuan,et al. Linear Model Selection When Covariates Contain Errors[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2017,112(520):1553-1561. |
| APA | Zhang, Xinyu,Wang, Haiying,Ma, Yanyuan,&Carroll, Raymond J..(2017).Linear Model Selection When Covariates Contain Errors.JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,112(520),1553-1561. |
| MLA | Zhang, Xinyu,et al."Linear Model Selection When Covariates Contain Errors".JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 112.520(2017):1553-1561. |
入库方式： OAI收割
来源：数学与系统科学研究院
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