In this paper, I propose two model selection procedures based on a quasi-maximum likelihood estimator when there exist unmeasured covariates. I prove that a proposed BIC-type model selection procedure has model selection consistency, and confirm these property through simulation datasets.
翻译:在本文件中,我提议了两个基于一个准最大可能性估算器的示范甄选程序,即当存在无法计量的共差时。 我证明一个拟议的BIC型模式甄选程序具有示范选择一致性,并通过模拟数据集确认这些属性。