Generalised linear model selection by the predictive least quasi-deviance criterion
用预测最小拟偏差准则选择广义线性模型
We consider the problem of selecting a model with the best predictive ability in a class of generalised linear models. A predictive least quasi-deviance criterion is proposed to measure the predictive ability of a model. This criterion is obtained by applying the idea of the predictive minimum description length principle and the theory of quasi-likelihood functions. The resulting predictive quasi-deviance function is an extension of the predictive stochastic complexity of…