ON VARIABLE SELECTION IN LINEAR REGRESSION

DOI10.1017/S0266466602184052zbMath1109.62324OpenAlexW2067278422MaRDI QIDQ4807318

Paul V. Kabaila

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602184052

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (7)

Sparse estimators and the oracle property, or the return of Hodges' estimator ⋮ PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? ⋮ Parametric or nonparametric? A parametricness index for model selection ⋮ Frequentist model averaging estimation: a review ⋮ Least squares model averaging by Mallows criterion ⋮ Non-monotonic penalizing for the number of structural breaks ⋮ OPTIMAL MULTISTEP VAR FORECAST AVERAGING

This page was built for publication: ON VARIABLE SELECTION IN LINEAR REGRESSION