Elección de variables en regresión lineal: un problema de decisión.

José D. Bermúdez

Selection of variables in linear regression: a decision problem.

José D. Bermúdez

Trabajos de Estadística (1986)

Volume: 1, Issue: 1, page 3-16
ISSN: 0213-8190

Access Full Article

top

Access to full text

Abstract

top

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.

How to cite

top

MLA
BibTeX
RIS

Bermúdez, José D.. "Elección de variables en regresión lineal: un problema de decisión.." Trabajos de Estadística 1.1 (1986): 3-16. <http://eudml.org/doc/40413>.

@article{Bermúdez1986,
author = {Bermúdez, José D.},
journal = {Trabajos de Estadística},
keywords = {Regresión lineal; Teoría de la decisión; Selección; Variables},
language = {spa},
number = {1},
pages = {3-16},
title = {Elección de variables en regresión lineal: un problema de decisión.},
url = {http://eudml.org/doc/40413},
volume = {1},
year = {1986},
}

TY - JOUR
AU - Bermúdez, José D.
TI - Elección de variables en regresión lineal: un problema de decisión.
JO - Trabajos de Estadística
PY - 1986
VL - 1
IS - 1
SP - 3
EP - 16
LA - spa
KW - Regresión lineal; Teoría de la decisión; Selección; Variables
UR - http://eudml.org/doc/40413
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Language to use for this widget.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Number of notes per page

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.