Application of model-selection criteria to some problems in multivariate analysis |
| |
| Authors: | Stanley L Sclove |
| |
| Institution: | (1) Department of Information and Decision Sciences, College of Business Administration, University of Illinois at Chicago, Box 4348, 60680-4348 Chicago, IL |
| |
| Abstract: | A review of model-selection criteria is presented, with a view toward showing their similarities. It is suggested that some problems treated by sequences of hypothesis tests may be more expeditiously treated by the application of model-selection criteria. Consideration is given to application of model-selection criteria to some problems of multivariate analysis, especially the clustering of variables, factor analysis and, more generally, describing a complex of variables. |
| |
| Keywords: | model selection model evaluation Akaike's information criterion AIC Schwarz's criterion cluster analysis clustering variables factor analysis |
| 本文献已被 SpringerLink 等数据库收录！ |
|
