Questions tagged [parsimony]
8 questions
6
votes
2 answers
Does cross validation say anything about parsimony?
Suppose I had a set of models that all attempt to explain some phenomena. According to a sensible—and appropriately cross-validated—performance metric, all of the models perform comparably well. The models' predictions, while not totally identical,…
Matt Krause
- 19,089
- 3
- 60
- 101
4
votes
1 answer
LASSO versus likelihood ratio tests for variable selection
LASSO regression penalizes coefficients in regression to at most zero.
Likelihood ratio tests tells us whether the nested or full model is better.
I used likelihood ratio tests during regression analysis to figure out how to make the most…
user271077
4
votes
0 answers
Is there a measure of "complexity" for linear/nonlinear model terms?
My apologies if this is grossly misunderstood or mis-worded, but I've been mildly bugged by a question to which I've not found a satisfactory answer. I can't say that I have seen a discussion about this in my discipline, which is why I feel like…
Chris Moore
- 211
- 2
- 6
3
votes
1 answer
Structural complexity versus ontological complexity
From the article https://en.wikipedia.org/wiki/Occam%27s_razor:
Another contentious aspect of the razor is that a theory can become more complex in terms of its structure (or syntax), while its ontology (or semantics) becomes simpler, or vice versa.…
Single Malt
- 504
- 1
- 5
- 15
2
votes
1 answer
Akaike Information Criteria applied on Random Forest
I am implementing a Random Forest model for predicting a variable "A" which is function of other 4 variables:
$$A = f(B,C,D,E)$$
I developed a good RF model (i.e. high accuracy, good generalisation and extrapolation capabilities...), but I want to…
cdmon
- 21
- 2
1
vote
0 answers
If two models have similar predictive power, why should we prefer the one with fewer parameters?
Was thinking a bit about model selection earlier, and I ended up getting hung up on the question: “If two models have similar predictive power, which model should I select?”
For example, we often prefer the “simplest” regression model which fits the…
Louis Cialdella
- 1,404
- 12
- 17
0
votes
0 answers
Why do contrasts influence singular fits with mixed models?
I've fit a linear mixed effects model to some data in R with afex::mixed. I'm interested in the fixed effect and have no expectations for the random effects structure; I just want the most parsimonious model specification.
My data consists of a…
user72716
- 167
- 7
0
votes
1 answer
Assessing loss of different parsimony levels (Cox Model)
I have a Cox Proportional Hazard model with 6 covariates to determine OS. I am now trying to simplify this model by taking some of this covariates down. This is intended for a wide audience so I'm assuming not everyone will be using all 6 variables.…
N00b
- 13
- 5