RESEARCH COMMONS
LIBRARY

Probability of Selecting the "Correct" Model and Determination of Sample Size in Regression

ResearchCommons/Manakin Repository

Probability of Selecting the "Correct" Model and Determination of Sample Size in Regression

Show full item record

Title: Probability of Selecting the "Correct" Model and Determination of Sample Size in Regression
Author: Han, Chien-Pai; Smith, Wendell C.
Abstract: Selection of variables in multiple linear regression is a common problem in model building. Let the "correct" model be the model which includes all variables that influence the dependent variable and excludes all others. This paper derives the probability of selecting the correct model for the sequential deletion procedure. A concept of least favorable selection is given. Based on this concept, the sample size is determined for given probability of selecting the correct model. The procedure is illustrated by considering the polynomial regression.
URI: http://hdl.handle.net/10106/2334
Date: 1982-04

Files in this item

Files Size Format View Description
MathTechReport182.pdf 786.4Kb PDF View/Open PDF

This item appears in the following Collection(s)

Show full item record

Browse

My Account

Statistics

About Us