Approximate efficiency of a selection procedure for the number of regression variables

DOI10.1093/BIOMET/71.1.43zbMATH Open0543.62053OpenAlexW2035138115MaRDI QIDQ3332097FDOQ3332097

Authors: Ritei Shibata 

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.1.43

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zbMATH Keywords

random walkapproximationapproximate efficiencyselection of regression variablesminimum generalized final prediction errorregression mean squared error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (25)

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• Parametric or nonparametric? A parametricness index for model selection
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• Selection of the number of regression variables; A minimax choice of generalized FPE
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• A Branch and Bound Procedure for Selection of Variables in Minimax Regression
• A note on estimating the msep in nonlinear regression
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• Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency
• Autoregressive model selection based on a prediction perspective
• A survey of cross-validation procedures for model selection
• Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments
• Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
• Model selection in linear regression using paired bootstrap
• The GIC for model selection: A hypothesis testing approach
• Adaptive order selection for autoregressive models

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