A variable selection procedure for econometric models

DOI10.1016/0167-9473(83)90076-2zbMath0555.62094OpenAlexW2073053076MaRDI QIDQ760747

Haruo Onishi

Publication date: 1983

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(83)90076-2

zbMATH Keywords

econometric modelspredictor variable candidatesVariable classificationvariable selection procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

A user-knowledge-based variable selection method for limited information maximum likelihood using principal components

Uses Software

• alr3

Cites Work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A New Formula for Predicting the Shrinkage of the Coefficient of Multiple Correlation
• Computational Efficiency in the Selection of Regression Variables
• All Possible Regressions with Less Computation
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• Some Comments on C P
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
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