THE CHOICE BETWEEN SETS OF REGRESSORS

DOI10.1081/ETC-100103821zbMath1023.62066OpenAlexW2149472995MaRDI QIDQ4432536

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Publication date: 27 October 2003

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-100103821

zbMATH Keywords

critical valuesSchwarz criteriondata miningmultiple testingBonferronispecification searchesScheffe criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10)

Related Items (4)

IN MEMORY OF JOHN DENIS SARGAN ⋮ J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY ⋮ VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN ⋮ MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Cites Work

• The Bonferroni and the Scheffe Multiple Comparison Procedures
• Some notes on variance-ratio tests of the general linear hypothesis
• A Hybrid Problem on the Exponential Family
• A new look at the statistical model identification
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