{"title":"结构线性回归模型中的变量选择","authors":"Guy Martial Nkiet","doi":"10.1016/S0764-4442(01)02184-X","DOIUrl":null,"url":null,"abstract":"<div><p>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.</p></div>","PeriodicalId":100300,"journal":{"name":"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics","volume":"333 12","pages":"Pages 1105-1110"},"PeriodicalIF":0.0000,"publicationDate":"2001-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/S0764-4442(01)02184-X","citationCount":"2","resultStr":"{\"title\":\"Sélection des variables dans un modèle structurel de régression linéaire\",\"authors\":\"Guy Martial Nkiet\",\"doi\":\"10.1016/S0764-4442(01)02184-X\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>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.</p></div>\",\"PeriodicalId\":100300,\"journal\":{\"name\":\"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics\",\"volume\":\"333 12\",\"pages\":\"Pages 1105-1110\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2001-12-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/S0764-4442(01)02184-X\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S076444420102184X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Comptes Rendus de l'Académie des Sciences - Series I - Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S076444420102184X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Sélection des variables dans un modèle structurel de régression linéaire
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.
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