Neuroscience and Neurobiology Commons^™

Resampling-Based Information Criteria For Best-Subset Regression, Philip T. Reiss, Lei Huang, Joseph E. Cavanaugh, Amy Krain Roy

Philip T. Reiss

When a linear model is chosen by searching for the best subset among a set of candidate predictors, a fixed penalty such as that imposed by the Akaike information criterion may penalize model complexity inadequately, leading to biased model selection. We study resampling-based information criteria that aim to overcome this problem through improved estimation of the effective model dimension. The first proposed approach builds upon previous work on bootstrap-based model selection. We then propose a more novel approach based on cross-validation. Simulations and analyses of a functional neuroimaging data set illustrate the strong performance of our resampling-based methods, which are …