The conventional entry test for a new variable in stepwise regression is not theoretically correct, but is used because the necessary exact distributions are not known. Some distributional results ...

Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 48, No. 3 (1999), pp. 313-329 (17 pages) The number of variables in a regression model is often too large and a more ...