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Bauer, P. & Hackl, P. (1985). On the Determination of the Degree of a Polynomial. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-85-028
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Abstract
Starting from a method suggested by T.W. Anderson (1971) stagewise rejective test procedures for determining the-degree of a polynomial are proposed. Accounting for the special structure of the problem, Holm's (1979) individual significance levels can be improved. If the critical limits for the individual tests of the simultaneous test procedure are chosen in an appropriate dependence on the sample size, the test procedure provides a weakly consistent estimate of the correct order of polynomial. The corresponding theorem is proved for a general procedure for determining the correct subset of a finite number of model parameters.
| Item Type: | Monograph (IIASA Collaborative Paper) |
|---|---|
| Uncontrolled Keywords: | Degree of a polynomial; regressor subset selection; stagewise rejective tests; weak convergence |
| Research Programs: | Economic Structural Change Program (ECO) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 01:56 |
| Last Modified: | 27 Aug 2021 17:12 |
| URI: | https://pure.iiasa.ac.at/2720 |
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