한국통계학회:학술대회논문집 (Proceedings of the Korean Statistical Society Conference)
- 한국통계학회 2005년도 추계 학술발표회 논문집
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- Pages.187-192
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- 2005
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)
- 발행 : 2005.11.04
초록
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