On Testing for the Degree of a Polynomial |
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Authors: | Paul G. Hoel |
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Affiliation: | University of California , Los Angeles |
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Abstract: | Two methods are presented for deciding upon the proper degree of a polynomial regression function. One is based on a sequential F test and the other uses a two sample procedure. Both methods assume that the classical regression model is applicable. These methods enable one to realize desired guarantees against choosing either too small or too large a degree, which is not true for current fixed size sample methods. |
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