Testing Regression Models With Fewer Regressors

Authors:

Judea Pearl and Peyman Meshkat

Abstract:

A BASIS for a model M is a minimal set of tests that, if satisfied, implies the satisfaction of all the assumptions behind M. This paper proposes a graphical procedure of recognizing bases of regression models. Using this precedure, it is possible to select a set of tests in which the number of regressors is small, compared with standard tests, thus resulting in improved power.

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Postscript