Probability of Selecting the "Correct" Model and Determination of Sample Size in Regression

dc.contributor.author	Han, Chien-Pai	en
dc.contributor.author	Smith, Wendell C.	en
dc.date.accessioned	2010-06-03T18:12:15Z	en
dc.date.available	2010-06-03T18:12:15Z	en
dc.date.issued	1982-04	en
dc.identifier.uri	http://hdl.handle.net/10106/2334	en
dc.description.abstract	Please note that the full text is embargoed ABSTRACT: Selection of variables in multiple linear regression is a common problem in model building. Let the "correct" model be the model which includes all variables that influence the dependent variable and excludes all others. This paper derives the probability of selecting the correct model for the sequential deletion procedure. A concept of least favorable selection is given. Based on this concept, the sample size is determined for given probability of selecting the correct model. The procedure is illustrated by considering the polynomial regression.	en
dc.language.iso	en_US	en
dc.publisher	University of Texas at Arlington	en
dc.relation.ispartofseries	Technical Report;182	en
dc.subject	Orthogonal polynomial	en
dc.subject	Least favorable selection	en
dc.subject	Model building	en
dc.subject	Selection of variables	en
dc.subject	Polynomial regression	en
dc.subject.lcsh	Statistics	en
dc.subject.lcsh	Mathematical models	en
dc.subject.lcsh	Mathematics Research	en
dc.title	Probability of Selecting the "Correct" Model and Determination of Sample Size in Regression	en
dc.type	Technical Report	en
dc.publisher.department	Department of Mathematics	en