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

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

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dc.contributor.author Han, Chien-Pai en
dc.contributor.author Smith, Wendell C. en
dc.date.accessioned 2010-06-03T18:12:15Z en
dc.date.available 2010-06-03T18:12:15Z en
dc.date.issued 1982-04 en
dc.identifier.uri http://hdl.handle.net/10106/2334 en
dc.description.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. en
dc.language.iso en_US en
dc.publisher University of Texas at Arlington en
dc.relation.ispartofseries Technical Report;182 en
dc.subject Orthogonal polynomial en
dc.subject Least favorable selection en
dc.subject Model building en
dc.subject Selection of variables en
dc.subject Polynomial regression en
dc.subject.lcsh Statistics en
dc.subject.lcsh Mathematical models en
dc.subject.lcsh Mathematics Research en
dc.title Probability of Selecting the "Correct" Model and Determination of Sample Size in Regression en
dc.type Technical Report en
dc.publisher.department Department of Mathematics en

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