Document Details

Document Type : Article In Journal 
Document Title :
Bootstrap Simulation Procedure Applied to the Selection of
استخدام أسلوب البوت استراب بطريقة المحاكاة في اختيار أفضل نموذج انحدار خطي متعدد
 
Subject : Statistics 
Document Language : English 
Abstract : This article considers the analysis of multiple linear regressions (MLR) that is used frequently in practice. We propose new approach could be used to guide the selection of the “true” regression model for different sample size in both cases of existing and not existing of multicollinearity, first-order autocorrelation, and heteroscedasticity. We used simulation study to compare eight model selection criteria in terms of their ability to identify the “true” model with the help of the new approach. The comparison of the eight model selection criteria was in terms of their percentage of number of times that they identify the “true” model with the help of the new approach. The simulation results indicate that overall, the new proposed approach showed very good performance with all the eight model selection criteria where the GMSEP, JP, and SP criteria provided the best performance for all the cases. The main result of our article is that we recommend using the new proposed approach with GMSEP, or JP, or SP criteria as a standard procedure to identify the “true” model. 
ISSN : 1319-1012 
Journal Name : Journal of King Abdulaziz University - science 
Volume : 21 
Issue Number : 2 
Publishing Year : 2009 AH
2009 AD 
Article Type : Article 
Added Date : Monday, February 1, 2010 

Researchers

Researcher Name (Arabic)Researcher Name (English)Researcher TypeDr GradeEmail
علي حسين المرشديAl-Marshad, Ali HusseinResearcherDoctorateAALMarshadi@kau.edu

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