Displaying 1 result from an estimated 1 matches for "jhubiostat".
2012 Nov 13
0
GAM model to reduce PACF of a model
...ove this correlation.
In environmental epidemiology there are some suggestions on how to choose
the best fit of a model based (one example is - Model Choice in Time Series
Studies of Air Pollution and Mortality, Peng et al.
http://biostats.bepress.com/cgi/viewcontent.cgi?article=1055&context=jhubiostat;
)
1) use fixed degree of freedom based on literature
2) Chose df that reduces AIC, BIC
3) Choose df that best predicts the pollution series or outcome series
4) Minimum residual autocorrelation (PACF)- some suggest to reduce the
absolute value of PACF to < 1.
I will follow existing literature...