Variable selection for linear regression models with random covariates

被引：1
|
作者：
Nkiet, GM [1 ]
机构：
[1] Univ Sci & Tech Masuku, Fac Sci, Dept Math & Informat, Franceville, Gabon
来源：
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 2001年 / 333卷 / 12期
关键词：
D O I：
10.1016/S0764-4442(01)02184-X
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Using a criterion for invariance of canonical analysis, we propose a new method for variable selection for linear regression models with random covariates. The convergence of this method is established. A consistent test for the validity of a selected submodel is then proposed. (C 2001 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.
引用
收藏
页码：1105 / 1110
页数：6
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