What people are saying - Write a review
We haven't found any reviews in the usual places.
Datadriven selection of
Autocorrelation pretesting in linear models with
4 other sections not shown
Other editions - View all
On Model Uncertainty and its Statistical Implications: Proceedings of a ...
Theo K. Dijkstra
No preview available - 1988
300 samples analysis approximation error assumption asymptotic theory autocorrelation autocorrelation pre-testing average bias bootstrap estimate choice columns compared computed confidence intervals considered correlation cross-validation cross-validatory data set defined Dijkstra Durbin estimator Durbin-Watson test Econometrics Economics Efron empirical distribution empse equal Estimates of MSE evaluated expected explanatory variables Figure Freedman function given Groningen investigator jackknife LISREL maximum likelihood mean squared error mean squared prediction misleading samples model M2 model selection modification process Monte Carlo msep MSEP(n.p MSPE multinomial experiment number of variables optimal overfitting performance pre-test estimator prediction error method predictor family problem procedure projection distance random variables regression coefficient regression equations regression model rejection samples replications residuals risk function sampling distribution saturated model screening sequence squared prediction error standard errors standardized parameter estimates statistics subset t-test t-value Table theoretical University of Groningen variance vector Zagreb zero