Model selection in orthogonal regression

DOI10.1016/S0167-7152(99)00076-0zbMath0945.62069OpenAlexW1983947113WikidataQ126311959 ScholiaQ126311959MaRDI QIDQ1808690

Allan McQuarrie, Chih-Ling Tsai

Publication date: 9 February 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00076-0

zbMATH Keywords

consistencyasymptotic propertiesefficiencyAICSICstepwise F-tests

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

Cites Work

• Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
• Estimating the dimension of a model
• The model selection criterion AICu.
• A derivation of the information criteria for selecting autoregressive models
• Regression and time series model selection in small samples
• An optimal selection of regression variables
• An Interpretation of Partial Least Squares
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