| 再论线性模型自变元选择的BIC方法相容性条件 |
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| 引用本文： | 孙道德.再论线性模型自变元选择的BIC方法相容性条件[J].高校应用数学学报(A辑),1995(1):26-33. |
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| 作者姓名： | 孙道德 |
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| 作者单位： | 阜阳师范学院 |
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| 摘 要： | 在许多情况下，对线性回归模型我们感兴趣于选择足够多的重要预测变量，本文指出了１中对著名的ＢＩＣ准则变量选择方法强相合性证明的错误，并重新给出了一组强相全性条件。在这组条件下，我们也证明了ＢＩＣ选择方法是强相合的，这组新的条件既容易验证又应用广泛。
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| 关 键 词： | BIC准则 变量选择 线性回归 相合性 |
FURTHER DISCUSSION OF CONSISTENT CONDITIONS OF BIC PROCEDURE IN LINEAR REGRESSION MODELS |
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| Sun Daode.FURTHER DISCUSSION OF CONSISTENT CONDITIONS OF BIC PROCEDURE IN LINEAR REGRESSION MODELS[J].Applied Mathematics A Journal of Chinese Universities,1995(1):26-33. |
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| Authors: | Sun Daode |
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| Abstract: | In many situations,what one is interested in about linear regression models is to select adequate important predictive variables. In this paper,we point out a mistake in verifying strong consistency of famous BIC criterion variable selection in1]. Also, a set of new strong consistent conditions are given. Under these conditions,BIC selection procedure is proved to be strongly consistent. These new conditions are easily verified and can be widely applied. |
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| Keywords: | BIC Criterion Variable Selection Linear Regression Model Consistent |
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