A Predictive Model Selection Criterion
一种预测导向的模型选择准则
SUMMARY A procedure for model selection is presented which chooses the model that gives the best prediction of the future observation. The predictive distributions associated with each model are compared by means of the logarithmic utility function. For two nested normal linear models, the choice criterion is the product of the posterior odds ratio and a factor depending on the design point of the future observation. Taking appropriate mean values, a criterion is obtained…