- Provides an overview of current model averaging methods, with an emphasis on applications
- Compares the frequentist and Bayesian approaches to model averaging
- Includes an extensive list of references and suggestions for further research
Buy this book
- About this book
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This book provides a concise and accessible overview of model averaging, with a focus on applications. Model averaging is a common means of allowing for model uncertainty when analysing data, and has been used in a wide range of application areas, such as ecology, econometrics, meteorology and pharmacology. The book presents an overview of the methods developed in this area, illustrating many of them with examples from the life sciences involving real-world data. It also includes an extensive list of references and suggestions for further research. Further, it clearly demonstrates the links between the methods developed in statistics, econometrics and machine learning, as well as the connection between the Bayesian and frequentist approaches to model averaging. The book appeals to statisticians and scientists interested in what methods are available, how they differ and what is known about their properties. It is assumed that readers are familiar with the basic concepts of statistical theory and modelling, including probability, likelihood and generalized linear models.
- About the authors
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David Fletcher is an Associate Professor of Statistics at the University of Otago in Dunedin, New Zealand. His research interests developed primarily from collaboration with other scientists, particularly ecologists. He has developed new methods in a range of areas, including experimental design, mark-recapture, meta-regression, model averaging, population dynamics, overdispersion and zero-inflated data.
- Table of contents (4 chapters)
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Why Model Averaging?
Pages 1-29
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Bayesian Model Averaging
Pages 31-55
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Frequentist Model Averaging
Pages 57-97
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Summary and Future Directions
Pages 99-101
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Table of contents (4 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Model Averaging
- Authors
-
- David Fletcher
- Series Title
- SpringerBriefs in Statistics
- Copyright
- 2018
- Publisher
- Springer-Verlag Berlin Heidelberg
- Copyright Holder
- The Author(s), under exclusive licence to Springer-Verlag GmbH, DE, part of Springer Nature
- eBook ISBN
- 978-3-662-58541-2
- DOI
- 10.1007/978-3-662-58541-2
- Softcover ISBN
- 978-3-662-58540-5
- Series ISSN
- 2191-544X
- Edition Number
- 1
- Number of Pages
- X, 107
- Number of Illustrations
- 4 b/w illustrations
- Topics
