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...
| 主要な著者: | , |
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| フォーマット: | Working paper |
| 出版事項: |
University of Oxford
2011
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