Access

You are not currently logged in.

Access JSTOR through your library or other institution:

login

Log in through your institution.

Journal Article

Statistical Properties of Estimates of Linear Models

D. Sprevak
Technometrics
Vol. 18, No. 3 (Aug., 1976), pp. 283-289
DOI: 10.2307/1268737
Stable URL: http://www.jstor.org/stable/1268737
Page Count: 7
Were these topics helpful?
See somethings inaccurate? Let us know!

Select the topics that are inaccurate.

Cancel
  • Download ($14.00)
  • Add to My Lists
  • Cite this Item
Statistical Properties of Estimates of Linear Models
Preview not available

Abstract

The selection of the best subset of variables in a linear model is generally produced by obtaining the regression equation that satisfies an optimality criterion. Unfortunately the statistical properties of the selected regression equations are not described by a general theory and in fact very little is known of these properties. In this paper the different possible models are compared in terms of a risk function. The properties of the risk function are used to study the effect of rejecting non-significant variables.

Page Thumbnails

  • Thumbnail: Page 
283
    283
  • Thumbnail: Page 
284
    284
  • Thumbnail: Page 
285
    285
  • Thumbnail: Page 
286
    286
  • Thumbnail: Page 
287
    287
  • Thumbnail: Page 
288
    288
  • Thumbnail: Page 
289
    289