Message-ID: <XFMail.20010305100615.s-luppescu@uchicago.edu>
Date: 2001-03-05T16:06:15Z
From: Stuart Luppescu
Subject: Model selection with BIC
Is there an efficient way to do linear model selection by choosing the model
with the highest BIC from all possible models?
______________________________________________________________________
Stuart Luppescu -=-=- University of Chicago
$(B:MJ8$HCRF`H~$NIc(B -=-=- s-luppescu at uchicago.edu
http://www.consortium-chicago.org/people/sl.html
http://musuko.uchicago.edu/pubkey.asc for PGP Public Key
ICQ #21172047 AIM: psycho7070
Certainly the game is rigged.
Don't let that stop you; if you don't bet, you can't win.
-- Robert Heinlein, "Time Enough For Love"
>> Sent on 05-Mar-2001 at 10:04:30 with xfmail
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