[Forum SIS] Bocconi DEC Seminar: Gerda Claeskens - May 19th

[anna.simoni a unibocconi.it]

Dear colleagues, 

The Department of Decision Sciences (DEC) of Bocconi University is pleased to invite you to the seminars: 
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DEC Seminar 
Università Bocconi 
Room 3-E4-SR03 
Via Rontgen 1 - 3rd floor 
Time: 12:00pm -12:45pm and 1 :00pm-1:45p m 


The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar 

Thursday, May 19th 

Gerda Claeskens 
(K.U. Leuven) 

" Model selection for different purposes " 

Abstract: 

The selection of a suitable model, including the selection of regression 
variables, is central to any good data analysis. 
In the first part of this talk I will explain different criteria for model selection, 
such as AIC, BIC, with a deeper understanding of where they originate, 
what they intend to optimize, and how they should be understood and used. 
Next, I will consider a more directed model search for selecting a model 
that gives a good estimator of a 'focus'. This leads to the focussed 
information criterion. This criterion is discussed first in the setting 
with the number of variables small relative to the sample size, and next 
in a setting with a large number of variables. 
Data examples will be worked out and discussed. 

============================================================================== Sincerely, 
Anna Simoni 

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Anna Simoni 

Assistant Professor 
Department of Decision Sciences 
Università Bocconi 
via Roentgen, 1 
20136 Milano - Italy 

Email: anna.simoni a unibocconi.it 
Webpage: http://faculty.unibocconi.eu/annasimoni/ 

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