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Application of Stepwise Regression to Non-Linear Estimation

✍ Scribed by Jennrich, R. I.; Sampson, P. F.


Book ID
121313978
Publisher
American Statistical Association
Year
1968
Tongue
English
Weight
694 KB
Volume
10
Category
Article
ISSN
0040-1706

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Let us consider the ΓΏxed regression model, Yt = m(xt) + t ; t = 1; : : : ; n; and assume that the random errors, { t }; follow an ARMA-type dependence structure. The purpose of this paper is to study the application of the bootstrap test to check that the unknown regression function, m, follows a ge