Consistent selection of explanatory variables

DOI10.1111/j.1467-9574.1980.tb00696.xzbMath0441.62065OpenAlexW2073632124MaRDI QIDQ3883337

Herman J. Bierens

Publication date: 1980

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1980.tb00696.x

zbMATH Keywords

ordinary least squaresconsistent selection of explanatory variablesminimum residual variance criterion

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Cites Work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
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