article · South African Statistical Journal · 2023
Variable selection in multivariate linear regression with random predictors
Alban Mbina Mbina, Guy Martial Nkiet, Assi N’Guessan
Cited by 2Open access
Abstract
We propose a method for variable selection in multivariate regression with random predictors. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating a suitable set. Then, an estimator for this set is proposed and the resulting method for selecting variables is shown to be consistent. A simulation study that permits to study several properties of the proposed approach and to compare it with existing methods is given.
Cite this paper
Mbina, A. M., Nkiet, G. M., & N’Guessan, A. (2023). Variable selection in multivariate linear regression with random predictors. South African Statistical Journal, 57(1). https://doi.org/10.37920/sasj.2023.57.1.3
Mbina, Alban Mbina, et al. “Variable selection in multivariate linear regression with random predictors.” South African Statistical Journal, vol. 57, no. 1, 2023, https://doi.org/10.37920/sasj.2023.57.1.3.
Mbina, Alban Mbina, Guy Martial Nkiet, and Assi N’Guessan. 2023. “Variable selection in multivariate linear regression with random predictors.” South African Statistical Journal 57 (1). https://doi.org/10.37920/sasj.2023.57.1.3.
Mbina, A.M., Nkiet, G.M. and N’Guessan, A. (2023) ‘Variable selection in multivariate linear regression with random predictors’, South African Statistical Journal, 57(1). Available at: https://doi.org/10.37920/sasj.2023.57.1.3.
@article{mbina2023variable,
title = {{Variable selection in multivariate linear regression with random predictors}},
author = {Mbina, Alban Mbina and Nkiet, Guy Martial and N’Guessan, Assi},
journal = {South African Statistical Journal},
volume = {57},
number = {1},
year = {2023},
doi = {10.37920/sasj.2023.57.1.3}
}Made from the index record. Check names, capitalisation and page numbers against the paper. Need another style? AI for Research has over 10,000.