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Ching-Kang Ing, Tze Leung Lai, A STEPWISE REGRESSION METHOD AND CONSISTENT MODEL SELECTION FOR HIGH-DIMENSIONAL SPARSE LINEAR MODELS, Statistica Sinica, Vol. 21, No. 4 (October 2011), pp. 1473-1513 ...
Abstract: Statistical inference based on stepwise model selection is applied regularly in ecological, evolutionary, and behavioral research. In addition to fundamental shortcomings with regard to ...
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