Tesis
Ponderação de modelos com aplicação em regressão logística binária
Fecha
2006-04-18Registro en:
BROCCO, Juliane Bertini. Ponderação de modelos com aplicação em regressão logística binária.. 2006. 86 f. Dissertação (Mestrado em Ciências Exatas e da Terra) - Universidade Federal de São Carlos, São Carlos, 2006.
Autor
Brocco, Juliane Bertini
Institución
Resumen
This work consider the problem of how to incorporate model selection uncertainty
into statistical inference, through model averaging, applied to logistic regression. It will
be used the approach of Buckland et. al. (1997), that proposed an weighed estimator to a
parameter common to all models in study, where the weights are obtained by information
criteria or bootstrap method. Also will be applied bayesian model averaging as shown
by Hoeting et. al. (1999), where posterior probability is an average of the posterior
distributions under each of the models considered, weighted by their posterior model
probability.
The aim of this work is to study the behavior of the weighed estimator, both, in the
classic approach and in the bayesian, in situations that consider the use of binary logistic
regression, with foccus in prediction. The known model-choice selection method Stepwise
will be considered as form of comparison of the predictive performance in relation to
model averaging.