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• W2039044186 abstract "Theory of variable selection for structural models that do not have clear dependent variables is developed. Theory is derived within the framework of the curved exponential family of distributions for observed variables. The idea of Rao's score test was taken to construct a test statistic for variable selection, and its statistical properties are examined. In particular, the test statistic is shown to have asymptotic central chi-square distribution under a kind of alternative hypothesis. This fact will provide an evidence for excellent performance of the score statistic for real data sets." @default.
• W2039044186 created "2016-06-24" @default.
• W2039044186 creator A5079673743 @default.
• W2039044186 date "2002-11-01" @default.
• W2039044186 modified "2023-09-26" @default.
• W2039044186 title "Variable selection for structural models" @default.
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• W2039044186 doi "https://doi.org/10.1016/s0378-3758(02)00277-x" @default.
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