ABSTRACT - Methods of Regression Diagnostics for Hazard-Based Models.
Petr Volf (1995)
Metrika
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Petr Volf (1995)
Metrika
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Lynn Roy LaMotte (1995)
Metrika
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A.C. Harvey (1982)
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C. Radhakrishna Rao, L.C. Zhao (1995)
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A.S. Young (1987)
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Frantisek Stulajter, Stanislav Stano (1995)
Metrika
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K.A. Schäffer (1962)
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D. Ruppert (1990)
Metrika
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Arijit Chaudhuri, Tapabrata Haiti (1996)
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V. Kurotschka (1988)
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N.R. Draper (1986)
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A.K. Gupta, W.R. Javier (1989)
Metrika
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Tadeusz Bednarski, Filip Borowicz (2009)
Discussiones Mathematicae Probability and Statistics
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It is shown that a popular variable choice method of Hellwig, which is recommended in the Polish econometric textbooks does not enjoy a very basic consistency property. It means in particular that the method may lead to rejection of significant variables in econometric modeling. A simulation study and a real data analysis case are given to support theoretical results.
Konrad Furmańczyk (2014)
Applicationes Mathematicae
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The paper considers the problem of consistent variable selection in parametic models with the use of stepdown multiple hypothesis procedures. Our approach completes the results of Bunea et al. [J. Statist. Plann. Inference 136 (2006)]. A simulation study supports the results obtained.