dc.contributorPereira, Gustavo Henrique de Araujo
dc.contributorhttp://lattes.cnpq.br/4536501674241631
dc.contributorhttp://lattes.cnpq.br/2371167969495052
dc.creatorCavalaro, Lucas Leite
dc.date.accessioned2019-05-13T19:26:57Z
dc.date.available2019-05-13T19:26:57Z
dc.date.created2019-05-13T19:26:57Z
dc.date.issued2019-04-01
dc.identifierCAVALARO, Lucas Leite. Um procedimento para seleção de variáveis em modelos lineares generalizados duplos. 2019. Dissertação (Mestrado em Estatística) – Universidade Federal de São Carlos, São Carlos, 2019. Disponível em: https://repositorio.ufscar.br/handle/ufscar/11412.
dc.identifierhttps://repositorio.ufscar.br/handle/ufscar/11412
dc.description.abstractThe double generalized linear models (DGLM), unlike the generalized linear model (GLM), allow the fit of the dispersion parameter of the response variable as a function of predictor variables, improving the way of modeling phenomena. Thus, they are a possible solution when the assumption that the constant dispersion parameter is unreasonable and the response variable has distribution belonging to the exponential family. Considering our interest in variable selection in this class of models, we studied the two-step variable selection scheme proposed by Bayer and Cribari-Neto (2015) and, based on this method, we developed a scheme to select variables in up to “k” steps. To check the performance of our procedure, we performed Monte Carlo simulation studies in DGLM. The results indicate that our procedure for variable selection presents, in general, similar or superior performance than the other studied methods without requiring a large computational cost. We also evaluated the scheme to select variables in up to “k” steps in a set of real data and compared it with different regression methods. The results showed that our procedure can also be a good alternative when the interest is in making predictions.
dc.languagepor
dc.publisherUniversidade Federal de São Carlos
dc.publisherUFSCar
dc.publisherPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEs
dc.publisherCâmpus São Carlos
dc.rightsAcesso aberto
dc.subjectCritérios de informação
dc.subjectModelos lineares generalizados duplos
dc.subjectSeleção de variáveis
dc.subjectInformation criteria
dc.subjectDouble generalized linear models
dc.subjectVariable selection
dc.subjectStepwise
dc.titleUm procedimento para seleção de variáveis em modelos lineares generalizados duplos
dc.typeTesis


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