Simultaneous Inference and the Choice of Variable Subsets in Multiple Regression

DOI10.2307/1267942MaRDI QIDQ4768496zbMATH OpenOpenAlexFDO

Authors Murray Aitkin

Publication date 1974

Full work available at URL https://doi.org/10.2307/1267942

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

Cited in

(6)

• Search for the best decision rules with the help of a probabilistic estimate
• Selecting the best regression equation via the \(P\)-value of \(F\)-test
• Decomposing posterior variance
• Actual rejection levels in a certain stepwise test
• A Procedure for Identification of Principal Variables by Least Generalized Dependence
• Globaltest confidence regions and their application to ridge regression

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