Variable selection and transformation in linear regression models

DOI10.1016/J.SPL.2004.12.018MaRDI QIDQ1779679zbMATHOpenAlexFDO

Authors In-Kwon Yeo

Publication date 1 June 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.12.018

zbMATH Keywords

Kullback-Leibler informationMonte Carlo estimationParametric transformationBootstrap calibrationCox statistic

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3850352 (Why is no real title available?)
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• scientific article; zbMATH DE number 3357756 (Why is no real title available?)
• A New Method for Testing Separate Families of Hypotheses
• A method for simultaneous variable selection and outlier identification in linear regression
• A new family of power transformations to improve normality or symmetry
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• A test of separate families of distributions based on the empirical moment generating function
• An Alternative Family of Transformations
• Calibrating Confidence Coefficients
• Regularity conditions for Cox's test of non-nested hypotheses
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• The Large-Sample Behavior of Transformations to Normality
• The bootstrap and Edgeworth expansion
• The underlying structure of nonnested hypothesis tests

Cited in

(3)

• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• Transforming the Dependent Variable in Regression Models
• Oracle estimation of parametric transformation models

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