Some variable selection procedures in multivariate linear regression models

DOI10.1016/0378-3758(94)90164-3zbMath0798.62029OpenAlexW2016842739MaRDI QIDQ1333104

Kuo-Chuan Liu, Deng-Yuan Huang

Publication date: 10 November 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90164-3

zbMATH Keywords

efficiencyreduced modelvariable selectionguaranteed probabilityindividual noncentralityMallow's \(Cp\) statisticminimum Akaike information criterionmultivariate \(Cp\) statisticmultivariate linear regression modelssummation of noncentralitiestwo- stage variable selection procedure

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07)

Related Items (3)

Deng–Yuan Huang: Life and Works ⋮ Selecting sub-set autoregressions from outlier contaminated data. ⋮ Statistical inference for multivariate partially linear regression models

Cites Work

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• Selecting important independent variables in linear regression models
• The multivariate C_p
• Regressions by Leaps and Bounds
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Some Comments on C P

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