A modified C_p statistic in a system-of-equations model

DOI10.1016/J.JSPI.2012.02.054zbMATH Open1244.62105OpenAlexW2058458966MaRDI QIDQ433763FDOQ433763

Authors: Vichit Lorchirachoonkul, Jirawan Jitthavech 

Publication date: 6 July 2012

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.02.054

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zbMATH Keywords

model selectionvariable selection\(SC_{\epsilon }(p)\) statistic\(SC(p)\) statisticMallows \(C_{p}\) statisticsystem-of-equations model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Cites Work

• Some Comments on C P
• Akaike's information criterion in generalized estimating equations
• Title not available (Why is that?)
• Longitudinal Data Analysis
• Title not available (Why is that?)
• A Robust Version of Mallows's C p
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Model Selection for Multivariate Regression in Small Samples
• Inverses of Rank Invariant Powers of a Matrix
• Modified AIC and Cp in multivariate linear regression
• Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)
• Variable Selection for Marginal Longitudinal Generalized Linear Models
• On the Moore-Penrose generalized inverse matrix
• On Generalizations of the Reverse Order Law
• Introduction to linear regression analysis.
• More Comments on C P
• Some Results on Generalized Inverses
• An improved Akaike information criterion for state-space model selection

Cited In (1)

• Model selection in a system of simultaneous equations model

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