CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2007, 23(1) 25-30 DOI:      ISSN: 1001-4268 CN: 31-1256

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Yin Suju
Wang Songgui
PubMed
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The Variable Selection in Covariance Adjusted Estimates

Yin Suju, Wang Songgui

Beijing University of Technology, Beijing

Abstract��

In this paper we study the problem about how to select the covariables. A new test approach by using the canonical correlation is proposed, the approximate distribution of the test statistics is gived. A simulation comparision is made under three forms of covariance matrices which are adopted very often in the economy, biology and medicine. Our results show that the necessity of covariable selection and the good properity of the canonical correlation test method.

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Received 1900-01-01 Revised 1900-01-01 Online:  
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