Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination

DOI10.1016/J.CSDA.2021.107168OpenAlexW3126039226MaRDI QIDQ830065FDOQ830065

Authors Masao Ueki

Publication date 7 May 2021

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

Full work available at URL https://doi.org/10.1016/j.csda.2021.107168

zbMATH Keywords

model selectiongeneralized degrees of freedomtest for conditional meanYanai's generalized coefficient of determination

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• The risk inflation criterion for multiple regression
• When does more regularization imply fewer degrees of freedom? Sufficient conditions and counterexamples

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