Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors

DOI10.1080/03610910500416082MaRDI QIDQ3378025zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

maximum likelihoodrestricted maximum likelihoodleast squareseffective sample sizeenvironmental datafirst differencesfirst difference ratiosfixed vs. random explanatory variablesmodified t-test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 4054863 (Why is no real title available?)
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• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• A new model for quantifying anisotropic scale invariance and for decomposition of mixing patterns
• Assessing the Significance of the Correlation between Two Spatial Processes
• Efficiency analysis of ten estimation procedures for 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
• Estimating the autocorrelated error model with trended data
• On the relation between estimating efficiency and the power of tests
• Recovery of inter-block information when block sizes are unequal
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated 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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