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) |
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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 |
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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
Cite this
A variable selection technique in discriminant analysis with application in marketing data. / Gupta, A. K.; Logan, T. P.; Chen, Jie.
In: Journal of Statistical Computation and Simulation, Vol. 63, No. 2, 01.01.1999, p. 187-199.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - A variable selection technique in discriminant analysis with application in marketing data
AU - Gupta, A. K.
AU - Logan, T. P.
AU - Chen, Jie
PY - 1999/1/1
Y1 - 1999/1/1
N2 - 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.
AB - 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.
KW - Hierarchical model
KW - Likelihood ratio factorization technique
KW - Multiple observations
KW - Multivariate normal distribution
UR - http://www.scopus.com/inward/record.url?scp=0033242614&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0033242614&partnerID=8YFLogxK
U2 - 10.1080/00949659908548525
DO - 10.1080/00949659908548525
M3 - Article
AN - SCOPUS:0033242614
VL - 63
SP - 187
EP - 199
JO - Journal of Statistical Computation and Simulation
JF - Journal of Statistical Computation and Simulation
SN - 0094-9655
IS - 2
ER -