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1、Thisarticlewasdownloadedby:[ShanDongUniversity]On:07May2013,At:06:47Publisher:Taylor&FrancisInformaLtdRegisteredinEnglandandWalesRegisteredNumber:1072954Registeredoffice:MortimerHouse,37-41MortimerStreet,LondonW1T3JH,UKJournaloftheAmericanStatisticalAssociationPublicationdetails,includinginstruction
2、sforauthorsandsubscriptioninformation:http://amstat.tandfonline.com/loi/uasa20APredictiveApproachtoModelSelectionabSeymourGeisser&WilliamF.EddyaSchoolofStatistics,UniversityofMinnesota,Minneapolis,MN,55455,USAbDepartmentofStatistics,Carnegie-MellonUniversity,Pittsburgh,PA,15213,USAPublishedonline:05
3、Apr2012.Tocitethisarticle:SeymourGeisser&WilliamF.Eddy(1979):APredictiveApproachtoModelSelection,JournaloftheAmericanStatisticalAssociation,74:365,153-160Tolinktothisarticle:http://dx.doi.org/10.1080/01621459.1979.10481632PLEASESCROLLDOWNFORARTICLEFulltermsandconditionsofuse:http://amstat.tandfonlin
4、e.com/page/terms-and-conditionsThisarticlemaybeusedforresearch,teaching,andprivatestudypurposes.Anysubstantialorsystematicreproduction,redistribution,reselling,loan,sub-licensing,systematicsupply,ordistributioninanyformtoanyoneisexpresslyforbidden.Thepublisherdoesnotgiveanywarrantyexpressorimpliedor
5、makeanyrepresentationthatthecontentswillbecompleteoraccurateoruptodate.Theaccuracyofanyinstructions,formulae,anddrugdosesshouldbeindependentlyverifiedwithprimarysources.Thepublishershallnotbeliableforanyloss,actions,claims,proceedings,demand,orcostsordamageswhatsoeverorhowsoevercausedarisingdirectly
6、orindirectlyinconnectionwithorarisingoutoftheuseofthismaterial.APredictiveApproachtoModelSelectionSEYMOURGEISSERandWILLIAMF.EDDY*ThisarticleoffersasynthesisofBayesianandsample-reuseap•testing.Thisresolutionhasnotbeenacceptabletomany,proachestotheproblemofhighstructuremodelselectiongearedtoinpartbeca
7、useoftherelianceonahostofsubjectiveprediction.Similarmethodsareusedforlowstructuremodels.Nestedandnonnestedparadigmsarediscussedandexamplesgiven.assumptions.Inparticular,forthenestingsituation,itseems
