A user-knowledge-based variable selection method for limited information maximum likelihood using principal components

DOI10.1016/0167-9473(94)00007-6MaRDI QIDQ673734zbMATH OpenOpenAlexFDO

Authors Haruo Onishi

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)00007-6

zbMATH Keywords

Econometric variable classificationLimited information maximum likelihoodPrincipal component analysisResearcher System OEPPScientific variable classificationThe j-th best subset problemUser-knowledge-based variable selection method

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A Distributed Lag Estimator Derived from Smoothness Priors
• A variable selection procedure for econometric models
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3059918 (Why is no real title available?)
• scientific article; zbMATH DE number 3085482 (Why is no real title available?)
• On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

Cited in

(1)

• Applied regression analysis bibliography update 1994-97

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