| Summary: | 碩士 === 國立交通大學 === 統計學研究所 === 102 === Since the information explosion, analyzing data by using statistical methods progressively becomes norm. Nowadays, the problem we are faced with large sample size analysis gradually transformed into high dimensional model analysis. How to find the optimal model for the data is our most important issue. In our study, we compare EBIC, which proposed by Chen &; Chen (2008) for high dimensional model, with common model selection methods, AIC and BIC, and use simulations illustrating the difference and the pros and cons of these methods.
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