Marc Aerts

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Model Selection in Regression Based on Presmoothing

NYU Working Paper No. SOR-2006-2
Number of pages: 24 Posted: 03 Nov 2008
Marc Aerts, Niel Hens and Jeffrey S. Simonoff
affiliation not provided to SSRN, affiliation not provided to SSRN and New York University (NYU) - Leonard N. Stern School of Business
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Abstract:

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Akaike Information Criterion, Fractional Polynomial, Latent Variable Model, Model Selection, Presmoothing