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DKE
2007

Regression analysis for massive datasets

13 years 11 months ago
Regression analysis for massive datasets
In this paper, a two-stage block hypothesis testing following the idea of Fan, Lin and Cheng (2004) is proposed for massive data regression analysis. Variables selection criteria incorporating with classical stepwise procedure are also developed to select significant explanatory variables. Simulation study confirms that our approach is more accurate in the sense of achieving the nominal significance level for huge data sets. Real data example also verifies that the proposed procedure is accurate compared with the classical method.
Tsai-Hung Fan, Dennis K. J. Lin, Kuang-Fu Cheng
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2007
Where DKE
Authors Tsai-Hung Fan, Dennis K. J. Lin, Kuang-Fu Cheng
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