Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors
DOI10.1080/03610910500416082zbMATH Open1084.62086OpenAlexW2155766260MaRDI QIDQ3378025FDOQ3378025
Authors: Gülhan Alpargu, Pierre Dutilleul 
Publication date: 29 March 2006
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910500416082
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- Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors
- On the relation between estimating efficiency and the power of tests
- To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors
- Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors
Cited In (5)
- A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data
- Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors
- Spatial autocorrelation and statistical tests: some solutions
- Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others
- To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors
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