Measures For Selecting Regressors

In this Present book Chapter ¿ I is an introductory one. It contains general introduction about the selection of regressors for the linear models. Chapter ¿ II deals with the model selection measures using R square and statistics. It explains properties of these statistics and the relationships between them. Chapter ¿ III describes the criteria for model selection proposed by Mallows (1973) and Amemiya (1990). The generalized mean squared error criterion is also explained in this chapter. Chapter ¿ IV presents different measures for selecting regressors. It deals with step wise regression methods and stopping rules. Several references regarding the criteria for model selection have been presented under a title ¿BIBLIOGRAPHY¿.