Model Selection and Multi-Model Inference

A Practical Information-Theoretic Approach

Kenneth P. Burnham, David R. Anderson

484 pages, parution le 28/08/2002 (2^eme édition)

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Résumé

The second edition of this book is unique in that it focuses on methods for making formal statistical inference from all the models in an a priori set (Multi-Model Inference). A philosophy is presented for model-based data analysis and a general strategy outlined for the analysis of empirical data. The book invites increased attention on a priori science hypotheses and modeling.

Kullback-Leibler Information represents a fundamental quantity in science and is Hirotugu Akaike's basis for model selection. The maximized log-likelihood function can be bias-corrected as an estimator of expected, relative Kullback-Leibler information. This leads to Akaike's Information Criterion (AIC) and various extensions. These methods are relatively simple and easy to use in practice, but based on deep statistical theory. The information theoretic approaches provide a unified and rigorous theory, an extension of likelihood theory, an important application of information theory, and are objective and practical to employ across a very wide class of empirical problems.

The book presents several new ways to incorporate model selection uncertainty into parameter estimates and estimates of precision. An array of challenging examples is given to illustrate various technical issues. This is an applied book written primarily for biologists and statisticians wanting to make inferences from multiple models and is suitable as a graduate text or as a reference for professional analysts.

Sommaire

Preface
About the Authors
Glossary
Introduction
Information and Likelihood Theory: A Basis for Model Selection and Inference
Basic Use of the Information-Theoretic Approach
Formal Inference From More Than One Model: Multi-Model Inference (MMI)
Monte Carlo Insights and Extended Examples
Statistical Theory and Numerical Results
Summary
References
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Kenneth P. Burnham, David R. Anderson
Parution	28/08/2002
Édition	2^eme édition
Nb. de pages	484
Format	16 x 24
Couverture	Broché
Poids	864g
Intérieur	Noir et Blanc
EAN13	9780387953649
ISBN13	978-0-387-95364-9