Clarification: Regression Model Selection—A Residual Likelihood Approach

DOI10.1111/J.1467-9868.2008.00659.XzbMATH Open1411.62190OpenAlexW2160044745MaRDI QIDQ4632610FDOQ4632610

Authors: Chenlei Leng, Peide Shi, Chih-Ling Tsai 

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00659.x

Recommendations

• Regression Model Selection—A Residual Likelihood Approach
• Robust model selection in regression via weighted likelihood methodology
• Estimation and selection procedures in regression: anL₁approach
• scientific article; zbMATH DE number 2062524
• Model Selection and Regression t-Statistics
• Model selection and estimation of a component in additive regression
• A simple method and its consistency for selecting stochastic regression models

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cited In (1)

• Variable selection after screening: with or without data splitting?

This page was built for publication: Clarification: Regression Model Selection—A Residual Likelihood Approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4632610)