Consistent Model Selection by an Automatic "Gets" Approach.
<p>We establish the consistency of the selection procedures embodied in <em>PcGets</em>, and compare their performance with other model selection criteria in linear regressions. The significance levels embedded in the <em>PcGets</em> Liberal and Conservative algorithms...
| Main Authors: | , , |
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| 格式: | Journal article |
| 语言: | English |
| 出版: |
Blackwell Publishing Ltd
2003
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