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Books > Science & Mathematics > Mathematics > Probability & statistics
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Measures For Selecting Regressors (Paperback)
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Measures For Selecting Regressors (Paperback)
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In this Present book Chapter - I is an introductory one. It
contains general introduction about the selection of regressors for
the linear models. Chapter - II deals with the model selection
measures using R square and statistics. It explains properties of
these statistics and the relationships between them. Chapter - III
describes the criteria for model selection proposed by Mallows
(1973) and Amemiya (1990). The generalized mean squared error
criterion is also explained in this chapter. Chapter - IV presents
different measures for selecting regressors. It deals with step
wise regression methods and stopping rules. Several references
regarding the criteria for model selection have been presented
under a title "BIBLIOGRAPHY."
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