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Biometrika 2004 91(4):785-800; doi:10.1093/biomet/91.4.785
© 2004 by Biometrika Trust
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Model selection in irregular problems: Applications to mapping quantitative trait loci

David Siegmund

Department of Statistics, Stanford University, Stanford, California 94305, U.S.A. dos{at}stat.stanford.edu

Two methods of model selection are discussed for changepoint-like problems, especially those arising in genetic linkage analysis. The first is a method that selects the model with the smallest p-value, while the second is a modification of the Bayes information criterion. The methods are compared theoretically and on examples from the literature. For these examples, they are roughly comparable although the p-value-based method is somewhat more liberal in selecting a high-dimensional model.

Key Words: Bayes information criterion; Linkage analysis; Model selection; P-value

Received October 2003. Revised April 2004.


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