Honest confidence intervals for the error variance in stepwise regression

Journal of Economic and Social Measurement

Volumn 31, Issue 1-2, 2006, Pages 89-102

  Foster, Dean P ^a   Stine, Robert A ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Bonferroni inequality; Model selection; Selection bias

Indexed keywords

ECONOMETRICS; ERROR ANALYSIS; NUMERICAL MODEL; REGRESSION ANALYSIS; STOCK MARKET;

EID: 33747346239     PISSN: 07479662     EISSN: None     Source Type: Journal    
DOI: 10.3233/jem-2006-02266     Document Type: Article

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