On the Determination of the Degree of a Polynomial

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2781 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2781 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2781 archive 351 disk0/00/00/27/20 2016-01-15 01:56:21 2021-08-27 17:12:29 2016-01-15 01:56:21 monograph show 2 Bauer P. Hackl P. AL0728 On the Determination of the Degree of a Polynomial pub iis_mod iis_met prog_eco Degree of a polynomial; regressor subset selection; stagewise rejective tests; weak convergence 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. 1985-06 published CP-85-028 CP-85-028 1930 public collaborative_paper IIASA, Laxenburg, Austria 17 FALSE info:eu-repo/semantics/book