Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Statistical properties of forward selection regression estimators
Dissertation (MSc)--University of Pretoria, 2011.
Saved in:
| Other Authors: | |
|---|---|
| Format: | Thesis |
| Published: |
University of Pretoria
2013
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
| _version_ | 1867613637334532096 |
|---|---|
| access_status_str | Open Access |
| author2 | Steffens, Francois E. |
| author_browse | Steffens, Francois E. |
| author_facet | Steffens, Francois E. |
| collection | Thesis |
| dc_rights_str_mv | © 2011 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. |
| description | Dissertation (MSc)--University of Pretoria, 2011. |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/27014 |
| institution | University of Pretoria (South Africa) |
| last_indexed | 2026-06-10T12:39:18.847Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2013 |
| publishDateRange | 2013 |
| publishDateSort | 2013 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/27014 Statistical properties of forward selection regression estimators Steffens, Francois E. nicolene.thiebaut@gmail.com Thiebaut, Nicolene Magrietha Regression Multiple regression Full mode Bhat Mean-squared error Sample size Forward selection Number of variables UCTD Dissertation (MSc)--University of Pretoria, 2011. In practice, when one has many candidate variables as explanatory variables in multiple regression, there is always the possibility that variables that are important determinants of the response variable might be omitted from the model, while unimportant variables might be included. Both types of errors are important, and in this dissertation it is attempted to quantify the probabilities of these errors. A simulation study is reported in this dissertation. Different numbers of variables, i.e. p= 4 to 20 are assumed, and different sample sizes, i.e. n=0.5p, p, 2p, 4p. For each p the underlying model assumes that roughly half of the independent variables are actually correlated with the dependant variable and the other half not. The noise is ε~ N(0, σ2, where σ2, is set fixed. The data was simulated 10000 times for each combination of n and p using known underlying models and ε randomly selected from of a normal distribution. For this investigation the full model and forward selection regression are compared. The mean squared error of the estimated coefficient β(p) is determined from the true β of each n and p set. A full discussion, as well as graphs, is presented. Statistics unrestricted 2013-09-07T09:51:16Z 2011-08-11 2013-09-07T09:51:16Z 2011-09-09 2011 2011-08-04 Dissertation Thiebaut, NM 2011 Statistical properties of forward selection regression estimators , MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27014 > C11/587/ag http://hdl.handle.net/2263/27014 http://upetd.up.ac.za/thesis/available/etd-08042011-111747/ © 2011 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria |
| spellingShingle | Regression Multiple regression Full mode Bhat Mean-squared error Sample size Forward selection Number of variables UCTD Statistical properties of forward selection regression estimators |
| title | Statistical properties of forward selection regression estimators |
| title_full | Statistical properties of forward selection regression estimators |
| title_fullStr | Statistical properties of forward selection regression estimators |
| title_full_unstemmed | Statistical properties of forward selection regression estimators |
| title_short | Statistical properties of forward selection regression estimators |
| title_sort | statistical properties of forward selection regression estimators |
| topic | Regression Multiple regression Full mode Bhat Mean-squared error Sample size Forward selection Number of variables UCTD |
| url | http://hdl.handle.net/2263/27014 http://upetd.up.ac.za/thesis/available/etd-08042011-111747/ |