Abstract
In this paper, we have developed a likelihood ratio factorization technique for variable selection for multiple observations model. The asymptotic distribution of the selection criterion is also given. This technique has been applied to a marketing data set for illustration of the technique developed.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 187-199 |
| Number of pages | 13 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 63 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jan 1 1999 |
| Externally published | Yes |
Keywords
- Hierarchical model
- Likelihood ratio factorization technique
- Multiple observations
- Multivariate normal distribution
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Statistics, Probability and Uncertainty
- Applied Mathematics
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Cite this
Gupta, A. K., Logan, T. P., & Chen, J. (1999). A variable selection technique in discriminant analysis with application in marketing data. Journal of Statistical Computation and Simulation, 63(2), 187-199. https://doi.org/10.1080/00949659908548525