Variable selection for structural models (Q1866230): Difference between revisions

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+Maximum-Likelihood Estimation of Parameters Subject to Restraints
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+Factor analysis and AIC
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+Differential-geometrical methods in statistics
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+Q3995960
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+Q4742153
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+Asymptotically distribution‐free methods for the analysis of covariance structures
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+Q4866638
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+Robustness of normal theory methods in the analysis of linear latent variate models
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+Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
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+Q5543977
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+Principal component analysis.
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+A general method for analysis of covariance structures
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+Structural analysis of covariance and correlation matrices
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+Q3725381
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+Q4891961
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+Stepwise variable selection in factor analysis
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+Identification of inconsistent variates in factor analysis
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+Q5844211
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+Q5664695
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+Q3747485
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+Selection of Subsets of Regression Variables
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+Q5791397
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+Estimation and tests of significance in factor analysis
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+Linear Statistical Inference and its Applications
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+Q5645536
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic
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