UNBIASED VARIABLE SELECTION PROCEDURE IN REGRESSION MODELS

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  • Nagata Yasushi
    Department of Mathematics, Faculty of Engineering, Kumamoto University

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タイトル別名
  • Unbiased Variable Selection Procedure i

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抄録

The unbiasedness of the variable selection procedure in linear regression models is considered. Sawa and Takeuchi (1977) treated two model case, which is extended to three model case in this paper. Two kinds of definitions for the unbiased variable selection procedures are given: for the weakly unbiased one and for the strongly unbiased one. The weakly unbiased procedure based on Mallows' Cp statistic is obtained, and is compared with the original Cp statistic.

収録刊行物

  • 日本統計学会誌

    日本統計学会誌 17 (2), 175-183, 1987

    一般社団法人 日本統計学会

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