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Model Selection and Regression t-Statistics |
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| Authors: | DeWayne Derryberry Ken Aho John Edwards Teri Peterson |
| Institution: | 1. Idaho State University, Department of Mathematics and Statistics, Pocatello, ID;2. Department of Biological Sciences, Idaho State University, Pocatello, ID;3. Department of Informatics and Computer Science, Idaho State University, Pocatello, ID;4. Department of Management and Marketing, Idaho State University, Pocatello, ID |
| Abstract: | It is shown that dropping quantitative variables from a linear regression, based on t-statistics, is mathematically equivalent to dropping variables based on commonly used information criteria. |
| Keywords: | Information criteria Linear regression Model selection t-Statistics |