Regression and ICOMP—A Simulation Study

DOI10.1080/03610910600716910MaRDI QIDQ5481737zbMATH OpenOpenAlexFDO

Authors Allan E. Clark, C. G. Troskie

Publication date 10 August 2006

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910600716910

zbMATH Keywords

tablesmodel selectioninformation criteriasimulation studyFisher information matrixcollinearityinformation complexityKullbach Leibler distance

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05)

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• Time Series and Model Selection

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