A variable selection procedure for econometric models
From MaRDI portal
Publication:760747
DOI10.1016/0167-9473(83)90076-2zbMath0555.62094OpenAlexW2073053076MaRDI QIDQ760747
Publication date: 1983
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(83)90076-2
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Cites Work
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- A New Formula for Predicting the Shrinkage of the Coefficient of Multiple Correlation
- Computational Efficiency in the Selection of Regression Variables
- All Possible Regressions with Less Computation
- Mean Square Error of Prediction as a Criterion for Selecting Variables
- Some Comments on C P
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
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