Open AccessAdmissible regions for neglecting parameters in linear statistical models
Author(s) -
Lubomı́r Kubáček
Publication year - 2010
Publication title -
acta et commentationes universitatis tartuensis de mathematica./acta et commentationes universitatis tartuensis de mathematica
Language(s) - English
Resource type - Journals
eISSN - 2228-4699
pISSN - 1406-2283
DOI - 10.12697/acutm.2010.14.02
Subject(s) - interpretation (philosophy) , mathematics , statistical model , statistical physics , linear model , group (periodic table) , computer science , econometrics , statistics , physics , programming language , quantum mechanics
Large number of parameters in linear statistical models can make their interpretation or subsequent handling difficult. The aim ofthe paper is to find admissible regions for neglecting a chosen group of parameters.