6533b7ddfe1ef96bd12750af
RESEARCH PRODUCT
Eleccion de variables en regresion lineal un problema de decision
José D. Bermúdezsubject
Statistics and ProbabilityVariable (computer science)Distribution (number theory)Decision theoryStatisticsStructure (category theory)Point estimationStatistics Probability and UncertaintyRegressionSelection (genetic algorithm)Mathematicsdescription
A general structure for the problem of selection of variables in regression is proposed using the decision theory framework. In particular, some results for the choice of the best linear normal homocedastic model are obtained when the main purpose is either to specify the predictive distribution over the response variable or to obtain a point estimate of it. A comparison of our results with the most widespread classical ones is presented
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1986-03-01 | Trabajos de Estadistica |