Statistical Properties of Estimates of Linear Models
作者:
D. Sprevak,
期刊:
Technometrics
(Taylor Available online 1976)
卷期:
Volume 18,
issue 3
页码: 283-289
ISSN:0040-1706
年代: 1976
DOI:10.1080/00401706.1976.10489448
出版商: Taylor & Francis Group
关键词: Linear Models;Regression Equations
数据来源: Taylor
摘要:
The selection of the best subset of variables in a linear model is generally produccd by obtaining the regression equation that satisfies an optimality criterion. Unfortunately the statistical properties of the selected regression equations are not described by a general theory and in fact very, little is known of these properties. In this paper the different possible models are compared in ternls of a risk function. The properties of the risk function are used to study the effect of rejecting nonsignificant variables.
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