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On the selection of regression variables

On the selection of regression variables The methods to minimize AIC or BIC criterion function for selection of regression variables are considered. The main calculations of some of these methods are completed economically and recursively. The methods are shown to be of strong consistency or overconsistency to the true model. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

On the selection of regression variables

Acta Mathematicae Applicatae Sinica , Volume 2 (1) – Apr 26, 2005

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Publisher
Springer Journals
Copyright
Copyright © 1985 by Science Press and D. Reidel Publishing Company
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF01666516
Publisher site
See Article on Publisher Site

Abstract

The methods to minimize AIC or BIC criterion function for selection of regression variables are considered. The main calculations of some of these methods are completed economically and recursively. The methods are shown to be of strong consistency or overconsistency to the true model.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Apr 26, 2005

References