Assesing the number of linear components in a general regression problem

Santiago Velilla Cerdan

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: This paper presents a method for testing the dimension of a general regression problem without assuming any specific model for the distribution of the regressors. Examples of application and comparisons with existing methods are studied.

Keywords: Asymptotic; tests; Dimension; reduction; Eigenvalues; Sliced; inverse; regression (search for similar items in EconPapers)
Date: 1997-03
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:10608

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