University of AmsterdamUniversity of AmsterdamUvA

  • Terms of use
  • Contact

UvA-DARE (Digital Academic Repository)

  • Home
  • Advanced Search
  • Browse
  • My selection

Search UvA-DARE

Author
G. Claeskens
E. Pircalabelu
L. Waldorp
Year
2015
Title
Constructing graphical models via the focused information criterion
Book title
Modeling and Stochastic learning for forecasting in high dimensions
Pages (from-to)
55-78
Publisher
Cham [etc.]: Springer
ISBN
9783319187310
Serie
Lecture notes in statistics
Volume | Edition (Serie)
217
Document type
Chapter
Faculty
Faculty of Social and Behavioural Sciences (FMG)
Institute
Psychology Research Institute (PsyRes)
Abstract
A focused information criterion is developed to estimate undirected graphical models where for each node in the graph a generalized linear model is put forward conditioned upon the other nodes in the graph. The proposed method selects a graph with a small estimated mean squared error for a user-specified focus, which is a function of the parameters in the generalized linear models, by selecting an appropriate model at each node. For situations where the number of nodes is large in comparison with the number of cases, the procedure performs penalized estimation with quadratic approximations to several popular penalties. To show the procedure’s applicability and usefulness we have applied it to two datasets involving voting behavior of U.S. senators and to a clinical dataset on psychopathology.
URL
go to publisher's site
Language
English
Permalink
http://hdl.handle.net/11245/1.440525

Disclaimer/Complaints regulations

If you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library, or send a letter to: Library of the University of Amsterdam, Secretariat, Singel 425, 1012 WP Amsterdam, The Netherlands. You will be contacted as soon as possible.

PrintPrint this pageShareShare via emailShare on facebookShare on linkedinShare on twitter
  • University library
  • About UvA-DARE
  • Disclaimer
Copyright UvA 2014