ANNINPTSIGTEST: MATLAB function to test the statistical significance of inputs

Shapour Mohammadi

Statistical Software Components from Boston College Department of Economics

Abstract: This code tests the statistical significance of inputs by using an artificial neural network with a flexible structure. The code tries to find the best number of neurons for the neural network for testing the significance of inputs.

Language: MATLAB
Requires: MATLAB
Keywords: Neural Networks; Input Significance Test; Nonlinear models; Nuisance parameters; Variable selection; Pruning of Neural Networks (search for similar items in EconPapers)
Date: 2020-08-16
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http://fmwww.bc.edu/repec/bocode/a/AnnInptSigTest.m program file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/ANNInputSigTest.docx documentation (application/x-ms-word)

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