Variable selection for structural models

DOI10.1016/S0378-3758(02)00277-XMaRDI QIDQ1866230zbMATH OpenFDO

Authors Yutaka Kano

Publication date 3 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(02)00277-X

zbMATH Keywords

goodness-of-fit testlikelihood ratio testcontiguous alternativescovariance structure modelRao's score testnoncentrality parameterfactor analysis modelBias of estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

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• Linear Statistical Inference and its Applications
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Principal component analysis.
• Robustness of normal theory methods in the analysis of linear latent variate models
• Selection of Subsets of Regression Variables
• Selection of the order of an autoregressive model by Akaike's information criterion
• Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
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• Structural analysis of covariance and correlation matrices

Cited in

(7)

• A theory of dichotomous valuation with applications to variable selection
• Statistical Software VASMM for Variable Selection in Multivariate Methods
• A modified \(C_{p}\) statistic in a system-of-equations model
• Variable selection in qualitative models via an entropic explanatory power
• Modified distribution-free goodness-of-fit test statistic
• Structured Variables
• Model-Free Variable Selection

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