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Jun 19, 2015 at 15:07 vote accept Kevin M
Jun 18, 2015 at 14:35 comment added IrishStat Often with small sample size we bypass the formality/nicety of IDENTIFICATION and simply set up a straw-man model , estimate and step-down as needed. This is considered heretical in some quarters but I am a practical heretic.
Jun 18, 2015 at 14:32 comment added Kevin M And how about the small sample size problem? Do I not need to worry about that when the small number of date points reflects the small number of periods?
Jun 18, 2015 at 14:31 comment added IrishStat preciseley while step-up modelling (sufficiency testing) deals with adding structure that is currently omitted
Jun 18, 2015 at 14:29 comment added Kevin M Is stepdown modeling is the same as backward elimination? Is necessity testing the same?
Jun 17, 2015 at 20:37 history answered IrishStat CC BY-SA 3.0