Model combining in factorial data analysis

Lihua Chen; Panayotis Giannakouros; Yuhong Yang

doi:10.1016/j.jspi.2006.10.005

Model combining in factorial data analysis

Lihua Chen, Panayotis Giannakouros, Yuhong Yang

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

We study the properties of a model combining method, ARM (adaptive regression by mixing), in the ANOVA framework. We propose model instability measures as a guide to the appropriateness of model combining in applications. We further systematically investigate the relationship between ARM performance and the underlying model structure. We propose an approach to evaluating the importance of factors based on the combined estimates. A theoretical risk bound on the combined estimator is also obtained.

Original language	English (US)
Pages (from-to)	2920-2934
Number of pages	15
Journal	Journal of Statistical Planning and Inference
Volume	137
Issue number	9
DOIs	https://doi.org/10.1016/j.jspi.2006.10.005
State	Published - 2007

Bibliographical note

Funding Information:
This research was supported by the United States National Science Foundation CAREER Award Grant DMS0094323. We thank the editors and two referees for many helpful comments.

Keywords

ANOVA
Adaptive regression by mixing
Model combining
Model selection instability

Publisher link

10.1016/j.jspi.2006.10.005

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title = "Model combining in factorial data analysis",

abstract = "We study the properties of a model combining method, ARM (adaptive regression by mixing), in the ANOVA framework. We propose model instability measures as a guide to the appropriateness of model combining in applications. We further systematically investigate the relationship between ARM performance and the underlying model structure. We propose an approach to evaluating the importance of factors based on the combined estimates. A theoretical risk bound on the combined estimator is also obtained.",

keywords = "ANOVA, Adaptive regression by mixing, Model combining, Model selection instability",

author = "Lihua Chen and Panayotis Giannakouros and Yuhong Yang",

note = "Funding Information: This research was supported by the United States National Science Foundation CAREER Award Grant DMS0094323. We thank the editors and two referees for many helpful comments. ",

year = "2007",

doi = "10.1016/j.jspi.2006.10.005",

language = "English (US)",

volume = "137",

pages = "2920--2934",

journal = "Journal of Statistical Planning and Inference",

issn = "0378-3758",

publisher = "Elsevier B.V.",

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}

TY - JOUR

T1 - Model combining in factorial data analysis

AU - Chen, Lihua

AU - Giannakouros, Panayotis

AU - Yang, Yuhong

N1 - Funding Information: This research was supported by the United States National Science Foundation CAREER Award Grant DMS0094323. We thank the editors and two referees for many helpful comments.

PY - 2007

Y1 - 2007

N2 - We study the properties of a model combining method, ARM (adaptive regression by mixing), in the ANOVA framework. We propose model instability measures as a guide to the appropriateness of model combining in applications. We further systematically investigate the relationship between ARM performance and the underlying model structure. We propose an approach to evaluating the importance of factors based on the combined estimates. A theoretical risk bound on the combined estimator is also obtained.

AB - We study the properties of a model combining method, ARM (adaptive regression by mixing), in the ANOVA framework. We propose model instability measures as a guide to the appropriateness of model combining in applications. We further systematically investigate the relationship between ARM performance and the underlying model structure. We propose an approach to evaluating the importance of factors based on the combined estimates. A theoretical risk bound on the combined estimator is also obtained.

KW - ANOVA

KW - Adaptive regression by mixing

KW - Model combining

KW - Model selection instability

UR - http://www.scopus.com/inward/record.url?scp=34248207128&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=34248207128&partnerID=8YFLogxK

U2 - 10.1016/j.jspi.2006.10.005

DO - 10.1016/j.jspi.2006.10.005

M3 - Article

AN - SCOPUS:34248207128

SN - 0378-3758

VL - 137

SP - 2920

EP - 2934

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 9

ER -

Model combining in factorial data analysis

Abstract

Bibliographical note

Keywords

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