On the selection of regression variables (Q1098205)
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scientific article; zbMATH DE number 4036962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the selection of regression variables |
scientific article; zbMATH DE number 4036962 |
Statements
On the selection of regression variables (English)
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1985
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The methods to minimize AIC or BIC criterion function for selection of regression variables are considered. The main calculations of some of these methods are completed economically and recursively. The methods are shown to be of strong consistency or overconsistency to the true model.
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recursive procedure
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AIC
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BIC criterion
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selection of regression variables
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strong consistency
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