/lp/oxford-university-press/an-optimal-selection-of-regression-variables-AEhekb7e9d
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- Publisher
- Oxford University Press
- Copyright
- © 1981 Biometrika Trust
- ISSN
- 0006-3444
- eISSN
- 1464-3510
- DOI
- 10.1093/biomet/68.1.45
- Publisher site
- See Article on Publisher Site
Abstract
Abstract An asymptotically optimal selection of regression variables is proposed. The key assumption is that the number of control variables is infinite or increases with the sample size. It is also shown that Mallows's Cp', Akaike's FPE and aic methods are all asymptotically equivalent to this method. This content is only available as a PDF. © 1981 Biometrika Trust
Journal
Biometrika – Oxford University Press
Published: Apr 1, 1981