作者: J. Whittaker , A. Iliakopoulos , P. W. F. Smith
DOI: 10.1007/978-3-642-46900-8_8
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摘要: Certain issues concerned with graphical modelling large numbers of variables are discussed. A rudimentary form initial model selection and testing is proposed in the context covariance models, similar spirit to screening procedure Kreiner (1987), which avoids explicit fitting any model. It conjectured that a useful guide assess performance compare its predictive power against principal components. This illustrated by an example from data set 30 continuous variables.