Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)

The Korean Statistical Society (한국통계학회)
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Variable Selection Theorems in General Linear Model

  • Yoon, Sang-Hoo (Department of Statistics, Chonnam National University) ;
  • Park, Jeong-Soo (Department of Statistics, Chonnam National University)
  • Published : 2005.11.04
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Abstract

For the problem of variable selection in linear models, we consider the errors are correlated with V covariance matrix. Hocking's theorems on the effects of the overfitting and the undefitting in linear model are extended to the less than full rank and correlated error model, and to the ANCOVA model

Keywords