Model selection in equations with many 'small' effects
General unrestricted models (GUMs) may include important individual determinants, many small relevant effects, and irrelevant variables. Automatic model selection procedures can handle perfect collinearity and more candidate variables than observations, allowing substantial dimension reduction from...
| Հիմնական հեղինակներ: | , |
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| Ձևաչափ: | Working paper |
| Հրապարակվել է: |
University of Oxford
2011
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