Detecting Location Shifts during Model Selection by Step-Indicator Saturation
To capture location shifts in the context of model selection, we propose selecting significant step indicators from a saturating set added to the union of all of the candidate variables. The null retention frequency and approximate non-centrality of a selection test are derived using a ‘split-half’...
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| 主要な著者: | , , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
MDPI AG
2015-04-01
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| シリーズ: | Econometrics |
| 主題: | |
| オンライン･アクセス: | http://www.mdpi.com/2225-1146/3/2/240 |
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