한국데이터정보과학회:학술대회논문집
- 2006.04a
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- Pages.171-179
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- 2006
Variable Selection Theorems in General Linear Model
- Park, Jeong-Soo (Department of Statistics, Chonnam National University) ;
- Yoon, Sang-Hoo (Department of Statistics, Chonnam National University)
- Published : 2006.04.28
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 underfitting in linear model are extended to the less than full rank and correlated error model, and to the ANCOVA model.
Keywords
- Variable selection;
- General linear model;
- Hocking's theorems;
- ANCOVA Model;
- Overfitting;
- Underfitting