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An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
Multiple Inequality Equality Constraints
2015/7/31
In this article we consider the linear regression model y = X,B + a,
where e is N(O, a21). In this context we derive exact tests of the form
H: Rft ? r versus K: f E R K for the case in which a2 i...
A FAST PROCEDURE OF VARIABLE SELECTION IN LINEAR REGRESSION MODEL
Linear regression optimal subset a.s.l
2007/8/7
In many situations, we are interested in selection of important variables whichare adequate for prediction under a linear regression model. In this paper, a fast selection procedure is proposed and is...