Automatic selection of indicators in a fully saturated regression
We consider selecting a regression model, using a variant of the generalto- specific algorithm in PcGets, when there are more variables than observations. We look at the special case where the variables are single impulse dummies, one defined for each observation. We show that this setting is unprob...
| Autor principal: | |
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2011
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.14/6624 |
| País: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/6624 |