The properties of automatic GETS modelling
After reviewing the simulation performance of general-to-specific automatic regression-model selection, as embodied in PcGets, we show how model selection can be non-distortionary: approximately unbiased ‘selection estimates’ are derived, with reported standard errors close to the sampling standard...
| প্রধান লেখক: | , |
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| অন্যান্য লেখক: | |
| বিন্যাস: | Journal article |
| ভাষা: | English |
| প্রকাশিত: |
Blackwell Publishing
2005
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| বিষয়গুলি: |