一、报告题目

Model Selection with Applications in Economics

二、报告人

潘聚明，Assistant Professor, Department of Mathematics and Statistics, University of Minnesota Duluth, USA.

三、报告时间

5月18日（周四）下午2:30

四、报告地点

中心校区知新楼B321

五、报告摘要

Model selection, also known as variable selection, is the process of choosing a best model with a subset of relevant predictors for use in making inferences and predictions. In the past decade, model selection has been extensively applied in a variety of disciplines for which datasets with tens or hundreds of thousands of variables are available. In this talk, we will discuss some approaches, both classical and modern, for model selection in multiple linear regression, along with their advantages and disadvantages. Some real life data sets are given to illustrate model selection in economic applications.

六、主办单位

山东大学经济学院