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Friday 16th February 3.15 p.m. Room 5326, JCMB PROF. PAUL GARTHWAITE, Department of Statistics, Open University Selection of weights for weighted model averaging. Suppose a quantity is to be predicted and various models could be used. The approach in model selection is to use just the prediction of the model that appears to be best. An alternative is to form a weighted average of the predictions given by the different models. But what weights should be given to the different models? Should the weight given to a model be reduced if it is very similar to another model? What if two models are virtually identical – should they each be given half the weight that they would otherwise receive? This talk considers methods of assigning weights on the basis of the correlation structure between models. Different weighting strategies are proposed and desirable properties in a weighting scheme are suggested. Simulation is used to compare the weighting schemes in situations where optimal weights can be determined. -- Professor Colin Aitken, Professor of Forensic Statistics, School of Mathematics, King’s Buildings, University of Edinburgh, Mayfield Road, Edinburgh, EH9 3JZ. Tel: 0131 650 4877 E-mail: [log in to unmask] Fax : 0131 650 6553 http://www.maths.ed.ac.uk/~cgga