Journal article
Bootstrap Approximation of Model Selection Probabilities for Multimodel Inference Frameworks
Entropy (Basel, Switzerland), Vol.26(7), 599
07/15/2024
DOI: 10.3390/e26070599
PMCID: PMC11276419
PMID: 39056962
Abstract
Most statistical modeling applications involve the consideration of a candidate collection of models based on various sets of explanatory variables. The candidate models may also differ in terms of the structural formulations for the systematic component and the posited probability distributions for the random component. A common practice is to use an information criterion to select a model from the collection that provides an optimal balance between fidelity to the data and parsimony. The analyst then typically proceeds as if the chosen model was the only model ever considered. However, such a practice fails to account for the variability inherent in the model selection process, which can lead to inappropriate inferential results and conclusions. In recent years, inferential methods have been proposed for multimodel frameworks that attempt to provide an appropriate accounting of modeling uncertainty. In the frequentist paradigm, such methods should ideally involve model selection probabilities, i.e., the relative frequencies of selection for each candidate model based on repeated sampling. Model selection probabilities can be conveniently approximated through bootstrapping. When the Akaike information criterion is employed, Akaike weights are also commonly used as a surrogate for selection probabilities. In this work, we show that the conventional bootstrap approach for approximating model selection probabilities is impacted by bias. We propose a simple correction to adjust for this bias. We also argue that Akaike weights do not provide adequate approximations for selection probabilities, although they do provide a crude gauge of model plausibility.
Details
- Title: Subtitle
- Bootstrap Approximation of Model Selection Probabilities for Multimodel Inference Frameworks
- Creators
- Andres Dajles - University of IowaJoseph Cavanaugh - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Entropy (Basel, Switzerland), Vol.26(7), 599
- DOI
- 10.3390/e26070599
- PMID
- 39056962
- PMCID
- PMC11276419
- NLM abbreviation
- Entropy (Basel)
- ISSN
- 1099-4300
- eISSN
- 1099-4300
- Language
- English
- Date published
- 07/15/2024
- Academic Unit
- Statistics and Actuarial Science; Biostatistics; Injury Prevention Research Center
- Record Identifier
- 9984658358102771
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