An asymptotically optimal selection of regression variables is proposed. The key assumption is that the number of control variables is infinite or increases with the sample size. It is also shown that ...
This is a preview. Log in through your library . Abstract In testing hypotheses, researchers frequently have used multiple regression analysis to control for nuisance variables (i.e., potential ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback