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Model averaging, where model parameters or their predictions are averaged, reduces model selection instability and hence may be used to avoid model specific inference which discards model selection uncertainty.
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Also, when designing an ensemble for an MDSS, the decision to diversify the model selection should be guided by the relationship between model instability and generalization error for the population of models under consideration.
Consistent model selection criteria.
Model selection test.
Complexity penalized model selection.
Nonparametric regression and model selection.
See Table 1 for model selection details.
Model selection criteria examples and comparison of model performance statistics.
Raftery, A.E. Bayesian model selection in social research.
Zhang, P. Model Selection Via Multifold Cross Validation.
& Farrell, S. AIC model selection using Akaike weights.
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