Conditional p-values for the F-statistic in a forward selection procedure

DOI10.1016/0167-9473(94)00047-MzbMATH Open0875.62079OpenAlexW2023744006MaRDI QIDQ672522FDOQ672522

Authors: Eugene Grechanovsky, Ilia Pinsker 

Publication date: 28 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)00047-m

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• The use of conditional cutoffs in a forward selection procedure
• P-values based on approximate conditioning and \(p^{*}\)
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• Computing p-values in conditional independence models for a contingency table
• scientific article; zbMATH DE number 2102901
• scientific article; zbMATH DE number 4184768

zbMATH Keywords

Monte CarloRegressionConditioning on the pastMultidimensional integralsStepwise significance testingVariable selection

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation of parameters in nonlinear regression models
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• Corrigendum
• Title not available (Why is that?)
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
• Title not available (Why is that?)
• Selection of Variables in Multiple Regression: Part II. Chosen Procedures, Computations and Examples
• Selection of Subsets of Regression Variables
• Title not available (Why is that?)
• Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
• Title not available (Why is that?)
• The Significance Attained by the Best-Fitting Regressor Variable
• Title not available (Why is that?)
• The use of conditional cutoffs in a forward selection procedure
• Bounds on theP-value of the best fitting regressor variable calculated to a prespecified accuracy
• Title not available (Why is that?)
• Actual rejection levels in a certain stepwise test
• The distribution of certain regression statistics
• A Stopping Rule for Variable Selection in Multiple Regression
• The Use of an F-Statistic in Stepwise Regression Procedures

Cited In (4)

• The use of conditional cutoffs in a forward selection procedure
• Bounds on theP-value of the best fitting regressor variable calculated to a prespecified accuracy
• Applied regression analysis bibliography update 1994-97
• Adjusting Stepwisep-Values in Generalized Linear Models

Uses Software

• nlr
• AS 195
• Algorithm 725

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