Multimodel inference based on smoothed information criteria

doi:10.1007/s11425-020-1798-y

	Multimodel inference based on smoothed information criteria
	Zhao, Shangwei 2; Zhang, Xinyu 1
刊名	SCIENCE CHINA-MATHEMATICS
	2021-08-07
页码	16
关键词	information criterion model averaging multimodel inference variance estimation weight
ISSN号	1674-7283
DOI	10.1007/s11425-020-1798-y
英文摘要	The multimodel inference makes statistical inferences from a set of plausible models rather than from a single model. In this paper, we focus on the multimodel inference based on smoothed information criteria proposed by seminal monographs (see Buckland et al. (1997) and Burnham and Anderson (2003)), which are termed as smoothed Akaike information criterion (SAIC) and smoothed Bayesian information criterion (SBIC) methods. Due to their simplicity and applicability, these methods are very widely used in many fields. By using an illustrative example and deriving limiting properties for the weights in the linear regression, we find that the existing variance estimation for SAIC is not applicable because of a restrictive condition, but for SBIC it is applicable. Especially, we propose a simulation-based inference for SAIC based on the limiting properties. Both the simulation study and real data example show the promising performance of the proposed simulation-based inference.
资助项目	National Key R&D Program of China[2020AAA0105200] ; National Natural Science Foundation of China[12001559] ; National Natural Science Foundation of China[71925007] ; National Natural Science Foundation of China[71988101] ; National Natural Science Foundation of China[72042019] ; Ministry of Education of China[17YJC910011] ; Youth Innovation Promotion Association of the Chinese Academy of Sciences ; Beijing Academy of Artificial Intelligence ; Academy for Multidisciplinary Studies, Capital Normal University
WOS研究方向	Mathematics
语种	英语
出版者	SCIENCE PRESS
WOS记录号	WOS:000682627200001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/59023]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, Xinyu
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Minzu Univ China, Coll Sci, Beijing 100086, Peoples R China
推荐引用方式 GB/T 7714	Zhao, Shangwei,Zhang, Xinyu. Multimodel inference based on smoothed information criteria[J]. SCIENCE CHINA-MATHEMATICS,2021:16.
APA	Zhao, Shangwei,&Zhang, Xinyu.(2021).Multimodel inference based on smoothed information criteria.SCIENCE CHINA-MATHEMATICS,16.
MLA	Zhao, Shangwei,et al."Multimodel inference based on smoothed information criteria".SCIENCE CHINA-MATHEMATICS (2021):16.