Using Fence Methods for Model Selection
Description
This method is a new class of model selection strategies,
for mixed model selection, which includes linear and generalized linear
mixed models. The idea involves a procedure to isolate a subgroup of what
are known as correct models (of which the optimal model is a member). This is
accomplished by constructing a statistical fence, or barrier, to carefully
eliminate incorrect models. Once the fence is constructed, the optimal model is
selected from among those within the fence according to a criterion which can
be made flexible.
References:
1. Jiang J., Rao J.S., Gu Z., Nguyen T. (2008), Fence Methods for Mixed Model Selection.
The Annals of Statistics, 36(4): 1669-1692.
.
2. Jiang J., Nguyen T., Rao J.S. (2009), A Simplified Adaptive Fence Procedure.
Statistics and Probability Letters, 79, 625-629.
3. Jiang J., Nguyen T., Rao J.S. (2010), Fence Method for Nonparametric Small Area Estimation.
Survey Methodology, 36(1), 3-11.
.
4. Jiming Jiang, Thuan Nguyen and J. Sunil Rao (2011), Invisible fence methods and the identification of differentially expressed gene sets.
Statistics and Its Interface, Volume 4, 403-415.
.
5. Thuan Nguyen & Jiming Jiang (2012), Restricted fence method for covariate selection in longitudinal data analysis.
Biostatistics, 13(2), 303-314.
.
6. Thuan Nguyen, Jie Peng, Jiming Jiang (2014), Fence Methods for Backcross Experiments.
Statistical Computation and Simulation, 84(3), 644-662.
.
7. Jiang, J. (2014), The fence methods, in Advances in Statistics, Hindawi Publishing Corp., Cairo.
.
8. Jiming Jiang and Thuan Nguyen (2015), The Fence Methods, World Scientific, Singapore.
.