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Sequential Methods in Model Construction
"Inl statistical inference proper, the model is never questioned. . . . The methods of mathematical statistics do not provide us with a means of specifying the model." 1 Few would question the profundity of the above quotes. ...
Weaker Criteria and Tests for Linear Restrictions in Regression
The standard F test for linear restrictions in regression is relevant as a criterion but fails to capture the notion of tradeoff between bias and variance. Average squared distance criteria yield operational tests that are ...
Operational Techniques and Tables for Making Weak MSE Tests for Restrictions in Regressions
Tables of critical points for the noncentral F are presented with noncentrality equal to 1/2 of numerator degrees of freedom for denominator degrees of freedom of 1-30, 40, 60, 120, 200, 400, and 1,000, and numerator degrees ...