Conditional p-values for the F-statistic in a forward selection procedure
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Publication:672522
DOI10.1016/0167-9473(94)00047-MzbMath0875.62079MaRDI QIDQ672522
Eugene Grechanovsky, Ilia Pinsker
Publication date: 28 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Monte Carlo; Regression; Variable selection; Conditioning on the past; Multidimensional integrals; Stepwise significance testing
62F03: Parametric hypothesis testing
62J99: Linear inference, regression
65C99: Probabilistic methods, stochastic differential equations
Related Items
Adjusting Stepwisep-Values in Generalized Linear Models, Applied regression analysis bibliography update 1994-97
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- Corrigendum
- The distribution of certain regression statistics
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- The Use of an F-Statistic in Stepwise Regression Procedures
