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

DOI10.1016/0167-9473(94)00007-6zbMath0875.62252OpenAlexW2058581767MaRDI QIDQ673734

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

Principal component analysisEconometric variable classificationLimited information maximum likelihoodResearcher 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)

Related Items

Applied regression analysis bibliography update 1994-97

Cites Work

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