Skip to content
Register Sign in Wishlist

Model Selection and Model Averaging

Part of Cambridge Series in Statistical and Probabilistic Mathematics

  • Date Published: September 2008
  • availability: Available
  • format: Hardback
  • isbn: 9780521852258


Add to wishlist

Other available formats:

Looking for an inspection copy?

Please email to enquire about an inspection copy of this book

Product filter button
About the Authors
  • Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.

    • Not just oriented towards one single model choice criterion, but to many, including the AIC, BIC, DIC and FIC
    • Exercises and literature reviews at the end of each chapter make this ideal for students
    • All data analyses compatible with open-source R software; data sets and R code available from companion Website
    Read more

    Reviews & endorsements

    'This is a good textbook for a master-level statistical course about model selection.' Mathematical Reviews

    '… given the inviting style of the presentation and the quality of the material, this book could be quite a catch for graduate students as well as for practitioners where models really do make [a] difference.' MAA Reviews

    '… the authors have succeeded in bringing together a coherent volume, which gives a state of the art account of the current practice in model selection and comparison, containing a plethora of asymptotic (sometimes new) results, which can be used to compare different model choice criteria. Most importantly, this is the sole volume dedicated to this subject, taking a fully statistical as opposed to an information theoretic approach to the topic of model selection.' Statistics in Society

    See more reviews

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Date Published: September 2008
    • format: Hardback
    • isbn: 9780521852258
    • length: 332 pages
    • dimensions: 260 x 182 x 26 mm
    • weight: 0.87kg
    • contains: 46 b/w illus. 35 tables 65 exercises
    • availability: Available
  • Table of Contents

    A guide to notation
    1. Model selection: data examples and introduction
    2. Akaike's information criterion
    3. The Bayesian information criterion
    4. A comparison of some selection methods
    5. Bigger is not always better
    6. The focussed information criterion
    7. Frequentist and Bayesian model averaging
    8. Lack-of-fit and goodness-of-fit tests
    9. Model selection and averaging schemes in action
    10. Further topics
    Overview of data examples
    Author index
    Subject index.

  • Resources for

    Model Selection and Model Averaging

    Gerda Claeskens, Nils Lid Hjort

    General Resources

    Find resources associated with this title

    Type Name Unlocked * Format Size

    Showing of

    Back to top

    *This title has one or more locked files and access is given only to lecturers adopting the textbook for their class. We need to enforce this strictly so that solutions are not made available to students. To gain access to locked resources you either need first to sign in or register for an account.

    These resources are provided free of charge by Cambridge University Press with permission of the author of the corresponding work, but are subject to copyright. You are permitted to view, print and download these resources for your own personal use only, provided any copyright lines on the resources are not removed or altered in any way. Any other use, including but not limited to distribution of the resources in modified form, or via electronic or other media, is strictly prohibited unless you have permission from the author of the corresponding work and provided you give appropriate acknowledgement of the source.

    If you are having problems accessing these resources please email

  • Authors

    Gerda Claeskens, Katholieke Universiteit Leuven, Belgium
    Gerda Claeskens is Professor in the OR and Business Statistics and Leuven Statistics Research Center at the Catholic University of Leuven, Belgium.

    Nils Lid Hjort, Universitetet i Oslo
    Nils Lid Hjort is Professor of Mathematical Statistics in the Department of Mathematics at the University of Oslo.

Sign In

Please sign in to access your account


Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.